| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 256051.4329 | 237783.8698 | 18267.5631 | 97774.923 | 50549.6036 | 47225.3194 |
| Total P&L (%) | 256.0514 | 237.7839 | 18.2676 | 97.7749 | 50.5496 | 47.2253 |
| Avg Daily Profit (%) | 0.2458 | 0.2283 | 0.0175 | 0.0655 | 0.0393 | 0.0371 |
| Buy And Hold Return (%) | 35.109 | 35.109 | 35.109 | 35.109 | 35.109 | 35.109 |
| Max Trade Drawdown | -121035 | -60786 | -137664 | -133554 | -108949 | -129148 |
| Profit Factor | 1.2346 | 1.4362 | 1.0334 | 1.0741 | 1.0714 | 1.0773 |
| Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
| Winning Trades | 158 | 78 | 80 | 158 | 78 | 80 |
| Losing Trades | 195 | 98 | 97 | 195 | 98 | 97 |
| Profitability (%) | 44.7592 | 44.3182 | 45.1977 | 44.7592 | 44.3182 | 45.1977 |
| Ratio Avg Win / Avg Loss | 1.5237 | 1.8044 | 1.253 | 1.3257 | 1.3461 | 1.3063 |
| Largest Winning Trade | 62214 | 62214 | 37867 | 68787 | 68787 | 52627 |
| Largest Losing Trade | -40719 | -23977 | -40719 | -42151 | -42151 | -28468 |
| Avg Bars in Trades | 69 | 75 | 64 | 69 | 75 | 64 |
| Avg Bars in Winners | 91 | 97 | 85 | 91 | 97 | 85 |
| Avg Bars in Losers | 52 | 57 | 47 | 52 | 57 | 47 |
| Bars Traded | 24681 | 13207 | 11474 | 24681 | 13207 | 11474 |
| Profit Streak | 8.2705 | 0 | 11.4372 | 8.2705 | 0 | 11.4372 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334375 | 284219 | -519806 | -247302 | -313265 | -338019 |
{
"trading_pair": "RSR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669212000000,
"first_datapoint_time": 1669921200000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759213774156,
"expiration_time": 1765692000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 198,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
256051.4329007036,
237783.8697851521,
18267.5631155513,
97774.9230281194,
50549.6036139987,
47225.3194141206
],
[
256.051433,
237.78387,
18.267563,
97.774923,
50.549604,
47.225319
],
[
0.245809,
0.228272,
0.017537,
0.065489,
0.039283,
0.037139
],
[
35.108959,
35.108959,
35.108959,
35.108959,
35.108959,
35.108959
],
[
-121035,
-60786,
-137664,
-133554,
-108949,
-129148
],
[
1.234603,
1.436169,
1.033441,
1.074122,
1.071352,
1.077336
],
[
353,
176,
177,
353,
176,
177
],
[
158,
78,
80,
158,
78,
80
],
[
195,
98,
97,
195,
98,
97
],
[
44.759207,
44.318182,
45.19774,
44.759207,
44.318182,
45.19774
],
[
1.523719,
1.804418,
1.253047,
1.325657,
1.346057,
1.306269
],
[
62214,
62214,
37867,
68787,
68787,
52627
],
[
-40719,
-23977,
-40719,
-42151,
-42151,
-28468
],
[
69,
75,
64,
69,
75,
64
],
[
91,
97,
85,
91,
97,
85
],
[
52,
57,
47,
52,
57,
47
],
[
24681,
13207,
11474,
24681,
13207,
11474
],
[
8.270534,
0,
11.437201,
8.270534,
0,
11.437201
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334375,
284219,
-519806,
-247302,
-313265,
-338019
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669212000000,
"first_datapoint_time": 1669921200000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759213774156,
"expiration_time": 1765692000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 198,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|