| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 52149.6404 | 100451.9171 | -48302.2767 | -45714.3506 | -17075.4668 | -28638.8838 |
| Total P&L (%) | 52.1496 | 100.4519 | -48.3023 | -45.7144 | -17.0755 | -28.6389 |
| Avg Daily Profit (%) | 0.1001 | 0.1929 | -0.0927 | -0.1172 | -0.0359 | -0.0648 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110392 | -70871 | -66556 | -76454 | -54585 | -37911 |
| Profit Factor | 1.1627 | 1.4689 | 0.5453 | 0.7749 | 0.8825 | 0.5041 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Profitability (%) | 53.5211 | 54.2857 | 52.7778 | 53.5211 | 54.2857 | 52.7778 |
| Ratio Avg Win / Avg Loss | 1.0097 | 1.237 | 0.4879 | 0.6729 | 0.7432 | 0.4511 |
| Largest Winning Trade | 129540 | 129540 | 8359 | 44503 | 44503 | 6592 |
| Largest Losing Trade | -52340 | -52340 | -24860 | -39953 | -39953 | -10672 |
| Avg Bars in Trades | 314 | 587 | 48 | 314 | 587 | 48 |
| Avg Bars in Winners | 205 | 362 | 48 | 205 | 362 | 48 |
| Avg Bars in Losers | 439 | 855 | 48 | 439 | 855 | 48 |
| Bars Traded | 22296 | 20563 | 1733 | 22296 | 20563 | 1733 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -193126 | 311515 | -580988 | -671890 | -580800 | -580988 |
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714086000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758866151714,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 200,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
52149.6403537133,
100451.9170659902,
-48302.276712277,
-45714.3506197992,
-17075.4668127531,
-28638.8838070461
],
[
52.14964,
100.451917,
-48.302277,
-45.714351,
-17.075467,
-28.638884
],
[
0.100128,
0.192869,
-0.092741,
-0.117227,
-0.035944,
-0.064764
],
[
10,
10,
10,
10,
10,
10
],
[
-110392,
-70871,
-66556,
-76454,
-54585,
-37911
],
[
1.162732,
1.468898,
0.545321,
0.774879,
0.88249,
0.504129
],
[
71,
35,
36,
71,
35,
36
],
[
38,
19,
19,
38,
19,
19
],
[
33,
16,
17,
33,
16,
17
],
[
53.521127,
54.285714,
52.777778,
53.521127,
54.285714,
52.777778
],
[
1.009741,
1.236967,
0.487919,
0.672921,
0.74315,
0.451063
],
[
129540,
129540,
8359,
44503,
44503,
6592
],
[
-52340,
-52340,
-24860,
-39953,
-39953,
-10672
],
[
314,
587,
48,
314,
587,
48
],
[
205,
362,
48,
205,
362,
48
],
[
439,
855,
48,
439,
855,
48
],
[
22296,
20563,
1733,
22296,
20563,
1733
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-193126,
311515,
-580988,
-671890,
-580800,
-580988
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714086000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758866151714,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 200,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|