| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 284461.8627 | 243744.8988 | 40716.9638 | -36392.5882 | -83746.4468 | 47353.8587 |
| Total P&L (%) | 284.4619 | 243.7449 | 40.717 | -36.3926 | -83.7464 | 47.3539 |
| Avg Daily Profit (%) | 0.1528 | 0.1309 | 0.0219 | -0.0243 | -0.0975 | 0.0208 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132747 | -146630 | -84215 | -307657 | -379232 | -72308 |
| Profit Factor | 1.482 | 1.5568 | 1.2671 | 0.9544 | 0.8709 | 1.3174 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Profitability (%) | 77.9817 | 79.6296 | 76.3636 | 77.9817 | 79.6296 | 76.3636 |
| Ratio Avg Win / Avg Loss | 0.4184 | 0.3982 | 0.3922 | 0.2695 | 0.2228 | 0.4078 |
| Largest Winning Trade | 89076 | 89076 | 12440 | 68030 | 68030 | 31919 |
| Largest Losing Trade | -68740 | -68543 | -68740 | -222045 | -222045 | -48765 |
| Avg Bars in Trades | 31 | 57 | 5 | 31 | 57 | 5 |
| Avg Bars in Winners | 11 | 20 | 3 | 11 | 20 | 3 |
| Avg Bars in Losers | 99 | 203 | 11 | 99 | 203 | 11 |
| Bars Traded | 3410 | 3128 | 282 | 3410 | 3128 | 282 |
| Profit Streak | 82.6754 | 82.6754 | 311.1754 | 82.6754 | 82.6754 | 311.1754 |
| Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 443064 | -193936 | -342544 | -575217 | -756434 | -343040 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3724,
"evaluation_days": 1862,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1600905600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759335153027,
"expiration_time": 1764146304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 57,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
284461.8626790531,
243744.8988443905,
40716.9638346626,
-36392.5881574457,
-83746.4468291825,
47353.8586717368
],
[
284.461863,
243.744899,
40.716964,
-36.392588,
-83.746447,
47.353859
],
[
0.152772,
0.130905,
0.021867,
-0.024296,
-0.097528,
0.020822
],
[
10,
10,
10,
10,
10,
10
],
[
-132747,
-146630,
-84215,
-307657,
-379232,
-72308
],
[
1.481965,
1.556791,
1.267093,
0.954393,
0.870911,
1.317369
],
[
109,
54,
55,
109,
54,
55
],
[
85,
43,
42,
85,
43,
42
],
[
24,
11,
13,
24,
11,
13
],
[
77.981651,
79.62963,
76.363636,
77.981651,
79.62963,
76.363636
],
[
0.418437,
0.398249,
0.392195,
0.269476,
0.222791,
0.407757
],
[
89076,
89076,
12440,
68030,
68030,
31919
],
[
-68740,
-68543,
-68740,
-222045,
-222045,
-48765
],
[
31,
57,
5,
31,
57,
5
],
[
11,
20,
3,
11,
20,
3
],
[
99,
203,
11,
99,
203,
11
],
[
3410,
3128,
282,
3410,
3128,
282
],
[
82.675382,
82.675382,
311.175382,
82.675382,
82.675382,
311.175382
],
[
3,
1,
6,
3,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
443064,
-193936,
-342544,
-575217,
-756434,
-343040
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3724,
"evaluation_days": 1862,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1600905600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759335153027,
"expiration_time": 1764146304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 57,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|