| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 313808.9109 | 290235.9914 | 23572.9196 | 23797.3812 | -114503.8309 | 138301.2121 |
| Total P&L (%) | 313.8089 | 290.236 | 23.5729 | 23.7974 | -114.5038 | 138.3012 |
| Avg Daily Profit (%) | 0.1685 | 0.1558 | 0.0127 | 0.0115 | 0 | 0.0466 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -252739 | -208401 | -155452 | -1343652 | -988721 | -556371 |
| Profit Factor | 1.4109 | 1.7686 | 1.0611 | 1.0089 | 0.9202 | 1.1122 |
| Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
| Profitability (%) | 47.2 | 46.0317 | 48.3871 | 47.2 | 46.0317 | 48.3871 |
| Ratio Avg Win / Avg Loss | 1.5783 | 2.0736 | 1.1318 | 1.1286 | 1.0788 | 1.1863 |
| Largest Winning Trade | 159023 | 159023 | 58012 | 358694 | 204028 | 358694 |
| Largest Losing Trade | -36936 | -28865 | -36936 | -252885 | -252885 | -249669 |
| Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
| Avg Bars in Winners | 53 | 52 | 53 | 53 | 52 | 53 |
| Avg Bars in Losers | 32 | 27 | 36 | 32 | 27 | 36 |
| Bars Traded | 5267 | 2468 | 2799 | 5267 | 2468 | 2799 |
| Profit Streak | 0 | 0 | 55.191 | 0 | 0 | 55.191 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304812 | -137626 | -488051 | -393351 | -727334 | -382012 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5588,
"evaluation_days": 1862.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1604707200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759408501140,
"expiration_time": 1764220032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
313808.9109261865,
290235.9913511275,
23572.919575059,
23797.3811962524,
-114503.830868531,
138301.2120647835
],
[
313.808911,
290.235991,
23.57292,
23.797381,
-114.503831,
138.301212
],
[
0.168473,
0.155817,
0.012655,
0.011461,
0,
0.04663
],
[
10,
10,
10,
10,
10,
10
],
[
-252739,
-208401,
-155452,
-1343652,
-988721,
-556371
],
[
1.410912,
1.768635,
1.061056,
1.008923,
0.920158,
1.112176
],
[
125,
63,
62,
125,
63,
62
],
[
59,
29,
30,
59,
29,
30
],
[
66,
34,
32,
66,
34,
32
],
[
47.2,
46.031746,
48.387097,
47.2,
46.031746,
48.387097
],
[
1.578308,
2.073573,
1.131793,
1.128625,
1.078806,
1.186321
],
[
159023,
159023,
58012,
358694,
204028,
358694
],
[
-36936,
-28865,
-36936,
-252885,
-252885,
-249669
],
[
42,
39,
45,
42,
39,
45
],
[
53,
52,
53,
53,
52,
53
],
[
32,
27,
36,
32,
27,
36
],
[
5267,
2468,
2799,
5267,
2468,
2799
],
[
0,
0,
55.190985,
0,
0,
55.190985
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304812,
-137626,
-488051,
-393351,
-727334,
-382012
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5588,
"evaluation_days": 1862.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1604707200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759408501140,
"expiration_time": 1764220032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|