| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 321188.0073 | 366028.1257 | -44840.1184 | -78254.7744 | 51925.1935 | -130179.9678 |
| Total P&L (%) | 321.188 | 366.0281 | -44.8401 | -78.2548 | 51.9252 | -130.18 |
| Avg Daily Profit (%) | 0.1722 | 0.1963 | -0.024 | -0.0818 | 0.0224 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -159347 | -161193 | -86939 | -584306 | -570730 | -176677 |
| Profit Factor | 1.2274 | 1.4387 | 0.9224 | 0.9518 | 1.0508 | 0.7836 |
| Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
| Winning Trades | 245 | 122 | 123 | 245 | 122 | 123 |
| Losing Trades | 141 | 71 | 70 | 141 | 71 | 70 |
| Profitability (%) | 63.4715 | 63.2124 | 63.7306 | 63.4715 | 63.2124 | 63.7306 |
| Ratio Avg Win / Avg Loss | 0.7064 | 0.8373 | 0.525 | 0.5478 | 0.6115 | 0.4459 |
| Largest Winning Trade | 99115 | 99115 | 28347 | 233229 | 233229 | 65882 |
| Largest Losing Trade | -75866 | -75866 | -55646 | -367555 | -367555 | -98096 |
| Avg Bars in Trades | 28 | 43 | 12 | 28 | 43 | 12 |
| Avg Bars in Winners | 18 | 28 | 8 | 18 | 28 | 8 |
| Avg Bars in Losers | 45 | 69 | 21 | 45 | 69 | 21 |
| Bars Traded | 10910 | 8408 | 2502 | 10910 | 8408 | 2502 |
| Profit Streak | 0 | 0 | 24.0172 | 0 | 0 | 24.0172 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338372 | 324777 | -577234 | -576736 | -328226 | -577234 |
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11189,
"evaluation_days": 1864.83,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1601136000000,
"last_datapoint_time": 1759608000000,
"evaluation_time": 1759609489832,
"expiration_time": 1764441648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 5,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 184,
"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": [
[
321188.0073059191,
366028.1256732706,
-44840.1183673511,
-78254.7743618503,
51925.1934870689,
-130179.967848919
],
[
321.188007,
366.028126,
-44.840118,
-78.254774,
51.925193,
-130.179968
],
[
0.172234,
0.19628,
-0.024045,
-0.081785,
0.022429,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-159347,
-161193,
-86939,
-584306,
-570730,
-176677
],
[
1.227403,
1.438667,
0.922423,
0.951787,
1.050823,
0.78355
],
[
386,
193,
193,
386,
193,
193
],
[
245,
122,
123,
245,
122,
123
],
[
141,
71,
70,
141,
71,
70
],
[
63.471503,
63.212435,
63.73057,
63.471503,
63.212435,
63.73057
],
[
0.706383,
0.837257,
0.524956,
0.547763,
0.611545,
0.445923
],
[
99115,
99115,
28347,
233229,
233229,
65882
],
[
-75866,
-75866,
-55646,
-367555,
-367555,
-98096
],
[
28,
43,
12,
28,
43,
12
],
[
18,
28,
8,
18,
28,
8
],
[
45,
69,
21,
45,
69,
21
],
[
10910,
8408,
2502,
10910,
8408,
2502
],
[
0,
0,
24.017243,
0,
0,
24.017243
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338372,
324777,
-577234,
-576736,
-328226,
-577234
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11189,
"evaluation_days": 1864.83,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1601136000000,
"last_datapoint_time": 1759608000000,
"evaluation_time": 1759609489832,
"expiration_time": 1764441648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 5,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 184,
"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) |
|---|