| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 454403.2573 | 398607.4594 | 55795.7979 | -199567.9517 | 245352.9772 | -444920.9289 |
| Total P&L (%) | 454.4033 | 398.6075 | 55.7958 | -199.568 | 245.353 | -444.9209 |
| Avg Daily Profit (%) | 0.2434 | 0.2135 | 0.0299 | 0 | 0.0664 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -225311 | -182044 | -186567 | -1458375 | -850343 | -617138 |
| Profit Factor | 1.6038 | 2.0039 | 1.1569 | 0.9031 | 1.2237 | 0.5384 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 56 | 28 | 28 | 44 | 21 | 23 |
| Losing Trades | 33 | 16 | 17 | 45 | 23 | 22 |
| Profitability (%) | 62.9213 | 63.6364 | 62.2222 | 49.4382 | 47.7273 | 51.1111 |
| Ratio Avg Win / Avg Loss | 0.9451 | 1.1451 | 0.7024 | 0.9237 | 1.3403 | 0.515 |
| Largest Winning Trade | 130400 | 130400 | 28539 | 541028 | 541028 | 159047 |
| Largest Losing Trade | -116227 | -58720 | -116227 | -542526 | -542526 | -278808 |
| Avg Bars in Trades | 79 | 132 | 27 | 79 | 132 | 27 |
| Avg Bars in Winners | 57 | 88 | 25 | 68 | 116 | 24 |
| Avg Bars in Losers | 117 | 207 | 31 | 90 | 146 | 31 |
| Bars Traded | 7057 | 5817 | 1240 | 7057 | 5817 | 1240 |
| Profit Streak | 76.9067 | 88.1567 | 76.9067 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 426909 | 475898 | -200603 | -580758 | -105483 | -580290 |
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1602093600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759830337084,
"expiration_time": 1764656712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 167,
"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": [
[
454403.2572794531,
398607.4593720611,
55795.7979073918,
-199567.9516931646,
245352.9772363614,
-444920.928929526
],
[
454.403257,
398.607459,
55.795798,
-199.567952,
245.352977,
-444.920929
],
[
0.243354,
0.213473,
0.029881,
0,
0.066398,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-225311,
-182044,
-186567,
-1458375,
-850343,
-617138
],
[
1.603768,
2.003949,
1.156918,
0.903147,
1.22372,
0.538382
],
[
89,
44,
45,
89,
44,
45
],
[
56,
28,
28,
44,
21,
23
],
[
33,
16,
17,
45,
23,
22
],
[
62.921348,
63.636364,
62.222222,
49.438202,
47.727273,
51.111111
],
[
0.945077,
1.145114,
0.702414,
0.923673,
1.340264,
0.514974
],
[
130400,
130400,
28539,
541028,
541028,
159047
],
[
-116227,
-58720,
-116227,
-542526,
-542526,
-278808
],
[
79,
132,
27,
79,
132,
27
],
[
57,
88,
25,
68,
116,
24
],
[
117,
207,
31,
90,
146,
31
],
[
7057,
5817,
1240,
7057,
5817,
1240
],
[
76.906679,
88.156679,
76.906679,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426909,
475898,
-200603,
-580758,
-105483,
-580290
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1602093600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759830337084,
"expiration_time": 1764656712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 167,
"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) |
|---|