| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 311089.2898 | 271457.0705 | 39632.2193 | -60747.2964 | 20221.426 | -80968.7224 |
| Total P&L (%) | 311.0893 | 271.4571 | 39.6322 | -60.7473 | 20.2214 | -80.9687 |
| Avg Daily Profit (%) | 0.1662 | 0.1451 | 0.0212 | -0.05 | 0.0098 | -0.0886 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147780 | -110466 | -140230 | -107055 | -17969 | -90685 |
| Profit Factor | 1.3921 | 1.8568 | 1.0831 | 0.7178 | 1.4218 | 0.5161 |
| Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
| Winning Trades | 71 | 32 | 39 | 57 | 31 | 26 |
| Losing Trades | 46 | 26 | 20 | 60 | 27 | 33 |
| Profitability (%) | 60.6838 | 55.1724 | 66.1017 | 48.7179 | 53.4483 | 44.0678 |
| Ratio Avg Win / Avg Loss | 0.9019 | 1.5087 | 0.5555 | 0.7556 | 1.2384 | 0.655 |
| Largest Winning Trade | 68248 | 68248 | 32931 | 36405 | 8048 | 36405 |
| Largest Losing Trade | -135848 | -53162 | -135848 | -74229 | -7469 | -74229 |
| Avg Bars in Trades | 184 | 181 | 187 | 184 | 181 | 187 |
| Avg Bars in Winners | 129 | 129 | 129 | 213 | 207 | 219 |
| Avg Bars in Losers | 270 | 247 | 300 | 157 | 152 | 162 |
| Bars Traded | 21599 | 10553 | 11046 | 21599 | 10553 | 11046 |
| Profit Streak | 25.3039 | 0 | 68.9706 | 25.3039 | 0 | 68.9706 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307822 | -175252 | -471182 | -580423 | -365204 | -758796 |
{
"trading_pair": "RSR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22456,
"evaluation_days": 1871.33,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1601618400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760231858167,
"expiration_time": 1766047795200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 204,
"offset": 216
}
}
} {
"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": [
[
311089.2898024921,
271457.0705196792,
39632.2192828128,
-60747.2964192572,
20221.4259506018,
-80968.722369859
],
[
311.08929,
271.457071,
39.632219,
-60.747296,
20.221426,
-80.968722
],
[
0.16624,
0.145061,
0.021179,
-0.04996,
0.009842,
-0.088619
],
[
10,
10,
10,
10,
10,
10
],
[
-147780,
-110466,
-140230,
-107055,
-17969,
-90685
],
[
1.39205,
1.856802,
1.083144,
0.717789,
1.421816,
0.516072
],
[
117,
58,
59,
117,
58,
59
],
[
71,
32,
39,
57,
31,
26
],
[
46,
26,
20,
60,
27,
33
],
[
60.683761,
55.172414,
66.101695,
48.717949,
53.448276,
44.067797
],
[
0.901892,
1.508651,
0.555459,
0.755567,
1.238356,
0.655015
],
[
68248,
68248,
32931,
36405,
8048,
36405
],
[
-135848,
-53162,
-135848,
-74229,
-7469,
-74229
],
[
184,
181,
187,
184,
181,
187
],
[
129,
129,
129,
213,
207,
219
],
[
270,
247,
300,
157,
152,
162
],
[
21599,
10553,
11046,
21599,
10553,
11046
],
[
25.303914,
0,
68.970581,
25.303914,
0,
68.970581
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307822,
-175252,
-471182,
-580423,
-365204,
-758796
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22456,
"evaluation_days": 1871.33,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1601618400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760231858167,
"expiration_time": 1766047795200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 204,
"offset": 216
}
}
}
| # | 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) |
|---|