| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 369994.2691 | 349072.7009 | 20921.5682 | -79955.824 | 56740.2758 | -136696.0998 |
| Total P&L (%) | 369.9943 | 349.0727 | 20.9216 | -79.9558 | 56.7403 | -136.6961 |
| Avg Daily Profit (%) | 0.1981 | 0.1869 | 0.0112 | -0.086 | 0.0241 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167496 | -65901 | -150015 | -147630 | -79965 | -146889 |
| Profit Factor | 1.3529 | 1.622 | 1.0429 | 0.8394 | 1.2397 | 0.4767 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
| Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Profitability (%) | 54.902 | 55.8442 | 53.9474 | 54.902 | 55.8442 | 53.9474 |
| Ratio Avg Win / Avg Loss | 1.1113 | 1.2825 | 0.8903 | 0.6895 | 0.9802 | 0.4069 |
| Largest Winning Trade | 111916 | 111916 | 58669 | 61908 | 61908 | 19812 |
| Largest Losing Trade | -88146 | -49897 | -88146 | -114638 | -63965 | -114638 |
| Avg Bars in Trades | 47 | 45 | 48 | 47 | 45 | 48 |
| Avg Bars in Winners | 46 | 39 | 53 | 46 | 39 | 53 |
| Avg Bars in Losers | 47 | 52 | 43 | 47 | 52 | 43 |
| Bars Traded | 7208 | 3494 | 3714 | 7208 | 3494 | 3714 |
| Profit Streak | 0 | 0 | 54.991 | 0 | 0 | 54.991 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 340176 | -31454 | -407062 | -579340 | -204477 | -628741 |
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7471,
"evaluation_days": 1867.75,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1601272800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759880820352,
"expiration_time": 1764701208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 82,
"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": [
[
369994.2690964595,
349072.7008561856,
20921.568240274,
-79955.8240347756,
56740.2757745906,
-136696.0998093662
],
[
369.994269,
349.072701,
20.921568,
-79.955824,
56.740276,
-136.6961
],
[
0.198096,
0.186895,
0.011201,
-0.086015,
0.024065,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-167496,
-65901,
-150015,
-147630,
-79965,
-146889
],
[
1.352934,
1.62203,
1.042946,
0.83943,
1.23966,
0.476657
],
[
153,
77,
76,
153,
77,
76
],
[
84,
43,
41,
84,
43,
41
],
[
69,
34,
35,
69,
34,
35
],
[
54.901961,
55.844156,
53.947368,
54.901961,
55.844156,
53.947368
],
[
1.111339,
1.282536,
0.89032,
0.689532,
0.980196,
0.406902
],
[
111916,
111916,
58669,
61908,
61908,
19812
],
[
-88146,
-49897,
-88146,
-114638,
-63965,
-114638
],
[
47,
45,
48,
47,
45,
48
],
[
46,
39,
53,
46,
39,
53
],
[
47,
52,
43,
47,
52,
43
],
[
7208,
3494,
3714,
7208,
3494,
3714
],
[
0,
0,
54.990976,
0,
0,
54.990976
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340176,
-31454,
-407062,
-579340,
-204477,
-628741
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7471,
"evaluation_days": 1867.75,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1601272800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759880820352,
"expiration_time": 1764701208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 82,
"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) |
|---|