| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 363948.4753 | 388255.6139 | -24307.1386 | -80672.3792 | 84315.289 | -164987.6682 |
| Total P&L (%) | 363.9485 | 388.2556 | -24.3071 | -80.6724 | 84.3153 | -164.9877 |
| Avg Daily Profit (%) | 0.1954 | 0.2085 | -0.0131 | -0.0882 | 0.0328 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -163214 | -138526 | -117786 | -461141 | -283721 | -242786 |
| Profit Factor | 1.3297 | 1.7035 | 0.956 | 0.9365 | 1.1315 | 0.7381 |
| Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
| Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
| Profitability (%) | 49.2857 | 42.8571 | 55.7143 | 49.2857 | 42.8571 | 55.7143 |
| Ratio Avg Win / Avg Loss | 1.3683 | 2.2714 | 0.7599 | 0.9637 | 1.5087 | 0.5867 |
| Largest Winning Trade | 227816 | 227816 | 46992 | 181379 | 181379 | 94740 |
| Largest Losing Trade | -64841 | -46263 | -64841 | -158024 | -158024 | -135105 |
| Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
| Avg Bars in Winners | 25 | 24 | 26 | 25 | 24 | 26 |
| Avg Bars in Losers | 25 | 23 | 29 | 25 | 23 | 29 |
| Bars Traded | 3581 | 1665 | 1916 | 3581 | 1665 | 1916 |
| Profit Streak | 28.4462 | 0 | 82.4462 | 28.4462 | 0 | 82.4462 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315304 | -86036 | -672977 | -579866 | -320720 | -672977 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3725,
"evaluation_days": 1862.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1601683200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759401748671,
"expiration_time": 1764190800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 61,
"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": [
[
363948.4753387143,
388255.613927088,
-24307.1385883737,
-80672.3791512162,
84315.2890192622,
-164987.6681704783
],
[
363.948475,
388.255614,
-24.307139,
-80.672379,
84.315289,
-164.987668
],
[
0.195409,
0.208459,
-0.013051,
-0.08821,
0.032836,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-163214,
-138526,
-117786,
-461141,
-283721,
-242786
],
[
1.329743,
1.703519,
0.955954,
0.936528,
1.131526,
0.738088
],
[
140,
70,
70,
140,
70,
70
],
[
69,
30,
39,
69,
30,
39
],
[
71,
40,
31,
71,
40,
31
],
[
49.285714,
42.857143,
55.714286,
49.285714,
42.857143,
55.714286
],
[
1.368286,
2.271359,
0.759861,
0.963674,
1.508701,
0.586686
],
[
227816,
227816,
46992,
181379,
181379,
94740
],
[
-64841,
-46263,
-64841,
-158024,
-158024,
-135105
],
[
25,
23,
27,
25,
23,
27
],
[
25,
24,
26,
25,
24,
26
],
[
25,
23,
29,
25,
23,
29
],
[
3581,
1665,
1916,
3581,
1665,
1916
],
[
28.446165,
0,
82.446165,
28.446165,
0,
82.446165
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315304,
-86036,
-672977,
-579866,
-320720,
-672977
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3725,
"evaluation_days": 1862.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1601683200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759401748671,
"expiration_time": 1764190800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 61,
"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) |
|---|