| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 287993.069 | 307837.3466 | -19844.2777 | -38562.5425 | 63486.0152 | -102048.5577 |
| Total P&L (%) | 287.9931 | 307.8373 | -19.8443 | -38.5625 | 63.486 | -102.0486 |
| Avg Daily Profit (%) | 0.1553 | 0.166 | -0.0107 | -0.0263 | 0.0265 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -205559 | -112994 | -192641 | -216494 | -150379 | -110814 |
| Profit Factor | 1.3981 | 2.1499 | 0.9565 | 0.947 | 1.2238 | 0.77 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Profitability (%) | 48.5714 | 51.4286 | 45.7143 | 48.5714 | 51.4286 | 45.7143 |
| Ratio Avg Win / Avg Loss | 1.4803 | 2.0305 | 1.1358 | 1.0027 | 1.1558 | 0.9143 |
| Largest Winning Trade | 100297 | 100297 | 74054 | 79888 | 79888 | 73948 |
| Largest Losing Trade | -64889 | -33315 | -64889 | -84510 | -58792 | -84510 |
| Avg Bars in Trades | 100 | 92 | 108 | 100 | 92 | 108 |
| Avg Bars in Winners | 123 | 112 | 134 | 123 | 112 | 134 |
| Avg Bars in Losers | 78 | 71 | 85 | 78 | 71 | 85 |
| Bars Traded | 7020 | 3237 | 3783 | 7020 | 3237 | 3783 |
| Profit Streak | 0 | 0 | 302.3814 | 0 | 0 | 302.3814 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -91410 | 417438 | -579419 | -678444 | -158099 | -581086 |
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7418,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1603389600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856153648,
"expiration_time": 1763522064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 74,
"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": [
[
287993.0689585514,
307837.3466274714,
-19844.2776689199,
-38562.542457267,
63486.0151954259,
-102048.5576526929
],
[
287.993069,
307.837347,
-19.844278,
-38.562542,
63.486015,
-102.048558
],
[
0.155294,
0.165995,
-0.010701,
-0.026265,
0.02651,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-205559,
-112994,
-192641,
-216494,
-150379,
-110814
],
[
1.398087,
2.149918,
0.956457,
0.946974,
1.22384,
0.769963
],
[
70,
35,
35,
70,
35,
35
],
[
34,
18,
16,
34,
18,
16
],
[
36,
17,
19,
36,
17,
19
],
[
48.571429,
51.428571,
45.714286,
48.571429,
51.428571,
45.714286
],
[
1.480328,
2.030478,
1.135792,
1.002679,
1.155849,
0.914331
],
[
100297,
100297,
74054,
79888,
79888,
73948
],
[
-64889,
-33315,
-64889,
-84510,
-58792,
-84510
],
[
100,
92,
108,
100,
92,
108
],
[
123,
112,
134,
123,
112,
134
],
[
78,
71,
85,
78,
71,
85
],
[
7020,
3237,
3783,
7020,
3237,
3783
],
[
0,
0,
302.381408,
0,
0,
302.381408
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-91410,
417438,
-579419,
-678444,
-158099,
-581086
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7418,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1603389600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758856153648,
"expiration_time": 1763522064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 74,
"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) |
|---|