| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 73734.1051 | 289240.3483 | -215506.2431 | -151349.7632 | 122338.2683 | -273688.0315 |
| Total P&L (%) | 73.7341 | 289.2403 | -215.5062 | -151.3498 | 122.3383 | -273.688 |
| Avg Daily Profit (%) | 0.0398 | 0.156 | -0.1162 | 0 | 0.0431 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -369322 | -79626 | -309814 | -189063 | -24697 | -241193 |
| Profit Factor | 1.07 | 1.7901 | 0.6864 | 0.6679 | 2.4181 | 0.2591 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 39 | 18 | 21 | 40 | 21 | 19 |
| Losing Trades | 41 | 22 | 19 | 40 | 19 | 21 |
| Profitability (%) | 48.75 | 45 | 52.5 | 50 | 52.5 | 47.5 |
| Ratio Avg Win / Avg Loss | 1.1249 | 2.1879 | 0.6211 | 0.6679 | 2.1878 | 0.2864 |
| Largest Winning Trade | 222575 | 222575 | 71385 | 36753 | 36753 | 26080 |
| Largest Losing Trade | -256283 | -50903 | -256283 | -130373 | -24697 | -130373 |
| Avg Bars in Trades | 133 | 83 | 184 | 133 | 83 | 184 |
| Avg Bars in Winners | 171 | 109 | 225 | 142 | 91 | 199 |
| Avg Bars in Losers | 97 | 61 | 138 | 124 | 74 | 170 |
| Bars Traded | 10705 | 3333 | 7372 | 10705 | 3333 | 7372 |
| Profit Streak | 0 | 0 | 42.9477 | 14.1143 | 64.6143 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -307583 | 314050 | -579873 | -603960 | -129414 | -581722 |
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11127,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1601020800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758869077880,
"expiration_time": 1763522064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 176,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
73734.1051117342,
289240.3482528955,
-215506.2431411613,
-151349.7632200409,
122338.2683260556,
-273688.0315460966
],
[
73.734105,
289.240348,
-215.506243,
-151.349763,
122.338268,
-273.688032
],
[
0.03976,
0.155967,
-0.116207,
0,
0.043095,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-369322,
-79626,
-309814,
-189063,
-24697,
-241193
],
[
1.07,
1.790115,
0.68643,
0.667857,
2.4181,
0.259116
],
[
80,
40,
40,
80,
40,
40
],
[
39,
18,
21,
40,
21,
19
],
[
41,
22,
19,
40,
19,
21
],
[
48.75,
45,
52.5,
50,
52.5,
47.5
],
[
1.124872,
2.187919,
0.621055,
0.667857,
2.187805,
0.286391
],
[
222575,
222575,
71385,
36753,
36753,
26080
],
[
-256283,
-50903,
-256283,
-130373,
-24697,
-130373
],
[
133,
83,
184,
133,
83,
184
],
[
171,
109,
225,
142,
91,
199
],
[
97,
61,
138,
124,
74,
170
],
[
10705,
3333,
7372,
10705,
3333,
7372
],
[
0,
0,
42.947661,
14.114327,
64.614327,
0
],
[
0,
0,
1,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-307583,
314050,
-579873,
-603960,
-129414,
-581722
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11127,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1601020800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758869077880,
"expiration_time": 1763522064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 176,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|