| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 287928.1639 | 348452.3207 | -60524.1568 | -92045.6255 | 56922.4433 | -148968.0688 |
| Total P&L (%) | 287.9282 | 348.4523 | -60.5242 | -92.0456 | 56.9224 | -148.9681 |
| Avg Daily Profit (%) | 0.1545 | 0.1869 | -0.0325 | -0.1357 | 0.0242 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -266827 | -182622 | -136832 | -1369027 | -1129755 | -479637 |
| Profit Factor | 1.2479 | 1.5589 | 0.8875 | 0.967 | 1.0328 | 0.8581 |
| Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
| Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
| Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
| Profitability (%) | 51.1765 | 45.8824 | 56.4706 | 51.1765 | 45.8824 | 56.4706 |
| Ratio Avg Win / Avg Loss | 1.1905 | 1.8387 | 0.6841 | 0.9225 | 1.2182 | 0.6614 |
| Largest Winning Trade | 127007 | 127007 | 46689 | 505956 | 505956 | 208704 |
| Largest Losing Trade | -86463 | -58926 | -86463 | -325172 | -325172 | -243356 |
| Avg Bars in Trades | 21 | 27 | 15 | 21 | 27 | 15 |
| Avg Bars in Winners | 21 | 29 | 14 | 21 | 29 | 14 |
| Avg Bars in Losers | 21 | 25 | 16 | 21 | 25 | 16 |
| Bars Traded | 3616 | 2315 | 1301 | 3616 | 2315 | 1301 |
| Profit Streak | 0 | 0 | 42.3883 | 0 | 0 | 42.3883 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 299458 | 310898 | -579000 | -579457 | -347549 | -579000 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3728,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759526352658,
"expiration_time": 1764324288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 90,
"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": [
[
287928.1639144099,
348452.3207253508,
-60524.1568109409,
-92045.6255071598,
56922.4433329289,
-148968.0688400886
],
[
287.928164,
348.452321,
-60.524157,
-92.045626,
56.922443,
-148.968069
],
[
0.154468,
0.186938,
-0.03247,
-0.135715,
0.024176,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-266827,
-182622,
-136832,
-1369027,
-1129755,
-479637
],
[
1.247923,
1.558859,
0.887471,
0.966956,
1.032792,
0.858079
],
[
170,
85,
85,
170,
85,
85
],
[
87,
39,
48,
87,
39,
48
],
[
83,
46,
37,
83,
46,
37
],
[
51.176471,
45.882353,
56.470588,
51.176471,
45.882353,
56.470588
],
[
1.190547,
1.838654,
0.684092,
0.922498,
1.218165,
0.661436
],
[
127007,
127007,
46689,
505956,
505956,
208704
],
[
-86463,
-58926,
-86463,
-325172,
-325172,
-243356
],
[
21,
27,
15,
21,
27,
15
],
[
21,
29,
14,
21,
29,
14
],
[
21,
25,
16,
21,
25,
16
],
[
3616,
2315,
1301,
3616,
2315,
1301
],
[
0,
0,
42.388341,
0,
0,
42.388341
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
299458,
310898,
-579000,
-579457,
-347549,
-579000
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3728,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759526352658,
"expiration_time": 1764324288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 90,
"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) |
|---|