| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 585118.788 | 369481.8087 | 215636.9792 | 2006223.4791 | 1745948.4152 | 260275.0639 |
| Total P&L (%) | 585.1188 | 369.4818 | 215.637 | 2006.2235 | 1745.9484 | 260.2751 |
| Avg Daily Profit (%) | 0.3126 | 0.1974 | 0.1152 | 0.163 | 0.1559 | 0.0685 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93680 | -82475 | -89552 | -1959394 | -1039317 | -1635239 |
| Profit Factor | 2.6051 | 2.646 | 2.5395 | 1.4246 | 1.7106 | 1.1148 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
| Profitability (%) | 56.7568 | 51.3514 | 62.1622 | 56.7568 | 51.3514 | 62.1622 |
| Ratio Avg Win / Avg Loss | 1.9848 | 2.5068 | 1.5458 | 1.0854 | 1.6206 | 0.6785 |
| Largest Winning Trade | 206689 | 206689 | 38258 | 1824550 | 1824550 | 469789 |
| Largest Losing Trade | -65848 | -65848 | -34152 | -841454 | -655710 | -841454 |
| Avg Bars in Trades | 42 | 48 | 37 | 42 | 48 | 37 |
| Avg Bars in Winners | 42 | 55 | 32 | 42 | 55 | 32 |
| Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
| Bars Traded | 3164 | 1794 | 1370 | 3164 | 1794 | 1370 |
| Profit Streak | 156.4751 | 229.4751 | 156.4751 | 156.4751 | 229.4751 | 156.4751 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -52273 | 510567 | -31790 | -57675 | 447805 | -194881 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3743,
"evaluation_days": 1871.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1607472000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760181847118,
"expiration_time": 1764991728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 133,
"na": 0.51233,
"nb": 0.1118,
"nc": 0.1
}
}
} {
"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": [
[
585118.7879606775,
369481.8087358315,
215636.979224846,
2006223.4791186936,
1745948.4152378177,
260275.0638808755
],
[
585.118788,
369.481809,
215.636979,
2006.223479,
1745.948415,
260.275064
],
[
0.312647,
0.197425,
0.115221,
0.162969,
0.15591,
0.068509
],
[
10,
10,
10,
10,
10,
10
],
[
-93680,
-82475,
-89552,
-1959394,
-1039317,
-1635239
],
[
2.605101,
2.646044,
2.539487,
1.424588,
1.710613,
1.114752
],
[
74,
37,
37,
74,
37,
37
],
[
42,
19,
23,
42,
19,
23
],
[
32,
18,
14,
32,
18,
14
],
[
56.756757,
51.351351,
62.162162,
56.756757,
51.351351,
62.162162
],
[
1.984839,
2.506779,
1.545775,
1.0854,
1.62058,
0.678545
],
[
206689,
206689,
38258,
1824550,
1824550,
469789
],
[
-65848,
-65848,
-34152,
-841454,
-655710,
-841454
],
[
42,
48,
37,
42,
48,
37
],
[
42,
55,
32,
42,
55,
32
],
[
43,
41,
45,
43,
41,
45
],
[
3164,
1794,
1370,
3164,
1794,
1370
],
[
156.475082,
229.475082,
156.475082,
156.475082,
229.475082,
156.475082
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-52273,
510567,
-31790,
-57675,
447805,
-194881
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3743,
"evaluation_days": 1871.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1607472000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760181847118,
"expiration_time": 1764991728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 133,
"na": 0.51233,
"nb": 0.1118,
"nc": 0.1
}
}
}
| # | 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) |
|---|