| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 261257.688 | 302199.6112 | -40941.9232 | -1197458.8454 | -1032277.8058 | -165181.0395 |
| Total P&L (%) | 261.2577 | 302.1996 | -40.9419 | -1197.4588 | -1032.2778 | -165.181 |
| Avg Daily Profit (%) | 0.1405 | 0.1626 | -0.022 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -212441 | -49086 | -101389 | -2699652 | -1903514 | -769207 |
| Profit Factor | 1.4889 | 4.1308 | 0.9065 | 0.7308 | 0.5079 | 0.9297 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 39 | 21 | 18 | 18 | 9 | 9 |
| Losing Trades | 18 | 8 | 10 | 39 | 20 | 19 |
| Profitability (%) | 68.4211 | 72.4138 | 64.2857 | 31.5789 | 31.0345 | 32.1429 |
| Ratio Avg Win / Avg Loss | 0.6872 | 1.5736 | 0.5036 | 1.5834 | 1.1287 | 1.9628 |
| Largest Winning Trade | 116280 | 116280 | 93599 | 783111 | 329993 | 783111 |
| Largest Losing Trade | -210925 | -30964 | -210925 | -813445 | -813445 | -368670 |
| Avg Bars in Trades | 60 | 22 | 100 | 60 | 22 | 100 |
| Avg Bars in Winners | 57 | 23 | 97 | 57 | 16 | 98 |
| Avg Bars in Losers | 67 | 18 | 107 | 62 | 24 | 101 |
| Bars Traded | 3461 | 638 | 2823 | 3461 | 638 | 2823 |
| Profit Streak | 34.2236 | 34.2236 | 69.7236 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -181970 | 652628 | -599423 | -764941 | -586264 | -606000 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3718,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1606478400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759080122696,
"expiration_time": 1763879328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 186,
"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": [
[
261257.6879974527,
302199.6112457085,
-40941.9232482557,
-1197458.845351301,
-1032277.8058022185,
-165181.0395490819
],
[
261.257688,
302.199611,
-40.941923,
-1197.458845,
-1032.277806,
-165.18104
],
[
0.140537,
0.16256,
-0.022024,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-212441,
-49086,
-101389,
-2699652,
-1903514,
-769207
],
[
1.48887,
4.130827,
0.906501,
0.730811,
0.507903,
0.929731
],
[
57,
29,
28,
57,
29,
28
],
[
39,
21,
18,
18,
9,
9
],
[
18,
8,
10,
39,
20,
19
],
[
68.421053,
72.413793,
64.285714,
31.578947,
31.034483,
32.142857
],
[
0.687171,
1.573648,
0.503612,
1.583424,
1.128673,
1.962765
],
[
116280,
116280,
93599,
783111,
329993,
783111
],
[
-210925,
-30964,
-210925,
-813445,
-813445,
-368670
],
[
60,
22,
100,
60,
22,
100
],
[
57,
23,
97,
57,
16,
98
],
[
67,
18,
107,
62,
24,
101
],
[
3461,
638,
2823,
3461,
638,
2823
],
[
34.223642,
34.223642,
69.723642,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-181970,
652628,
-599423,
-764941,
-586264,
-606000
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3718,
"evaluation_days": 1859,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1606478400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759080122696,
"expiration_time": 1763879328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 186,
"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) |
|---|