| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 227003.0976 | 280875.1284 | -53872.0308 | -265970.6485 | 71683.705 | -337654.3535 |
| Total P&L (%) | 227.0031 | 280.8751 | -53.872 | -265.9706 | 71.6837 | -337.6544 |
| Avg Daily Profit (%) | 0.1224 | 0.1515 | -0.0291 | 0 | 0.0292 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -199208 | -109496 | -231364 | -1265865 | -687592 | -1045042 |
| Profit Factor | 1.2702 | 1.7606 | 0.8856 | 0.911 | 1.0549 | 0.7992 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 61 | 28 | 33 | 55 | 28 | 27 |
| Losing Trades | 32 | 18 | 14 | 38 | 18 | 20 |
| Profitability (%) | 65.5914 | 60.8696 | 70.2128 | 59.1398 | 60.8696 | 57.4468 |
| Ratio Avg Win / Avg Loss | 0.6663 | 1.1318 | 0.3757 | 0.6294 | 0.6782 | 0.592 |
| Largest Winning Trade | 77972 | 77972 | 38869 | 428831 | 199000 | 428831 |
| Largest Losing Trade | -172412 | -73005 | -172412 | -781174 | -274090 | -781174 |
| Avg Bars in Trades | 231 | 256 | 207 | 231 | 256 | 207 |
| Avg Bars in Winners | 144 | 145 | 144 | 190 | 196 | 184 |
| Avg Bars in Losers | 397 | 429 | 356 | 291 | 350 | 238 |
| Bars Traded | 21558 | 11808 | 9750 | 21558 | 11808 | 9750 |
| Profit Streak | 12.894 | 0 | 57.144 | 0 | 45.644 | 0 |
| Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -28154 | 392984 | -577096 | -579345 | -313684 | -579731 |
{
"trading_pair": "RSR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22247,
"evaluation_days": 1853.92,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758922038807,
"expiration_time": 1764488822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 65,
"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": [
[
227003.0976233471,
280875.1284052808,
-53872.0307819336,
-265970.6485432175,
71683.7049709792,
-337654.3535141967
],
[
227.003098,
280.875128,
-53.872031,
-265.970649,
71.683705,
-337.654354
],
[
0.122445,
0.151503,
-0.029058,
0,
0.029158,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-199208,
-109496,
-231364,
-1265865,
-687592,
-1045042
],
[
1.270213,
1.760582,
0.885573,
0.91095,
1.054908,
0.799166
],
[
93,
46,
47,
93,
46,
47
],
[
61,
28,
33,
55,
28,
27
],
[
32,
18,
14,
38,
18,
20
],
[
65.591398,
60.869565,
70.212766,
59.139785,
60.869565,
57.446809
],
[
0.666341,
1.131803,
0.375698,
0.629384,
0.678155,
0.591975
],
[
77972,
77972,
38869,
428831,
199000,
428831
],
[
-172412,
-73005,
-172412,
-781174,
-274090,
-781174
],
[
231,
256,
207,
231,
256,
207
],
[
144,
145,
144,
190,
196,
184
],
[
397,
429,
356,
291,
350,
238
],
[
21558,
11808,
9750,
21558,
11808,
9750
],
[
12.893968,
0,
57.143968,
0,
45.643968,
0
],
[
1,
0,
2,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-28154,
392984,
-577096,
-579345,
-313684,
-579731
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22247,
"evaluation_days": 1853.92,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758922038807,
"expiration_time": 1764488822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 65,
"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) |
|---|