| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 369408.3615 | 320779.3249 | 48629.0367 | -259750.9702 | -92614.4706 | -167136.4996 |
| Total P&L (%) | 369.4084 | 320.7793 | 48.629 | -259.751 | -92.6145 | -167.1365 |
| Avg Daily Profit (%) | 0.1982 | 0.1721 | 0.0261 | 0 | -0.1397 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111505 | -104018 | -100725 | -238895 | -166806 | -150113 |
| Profit Factor | 1.6565 | 2.4856 | 1.1403 | 0.6941 | 0.7571 | 0.6429 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 33 | 17 | 16 | 26 | 13 | 13 |
| Losing Trades | 27 | 13 | 14 | 34 | 17 | 17 |
| Profitability (%) | 55 | 56.6667 | 53.3333 | 43.3333 | 43.3333 | 43.3333 |
| Ratio Avg Win / Avg Loss | 1.3554 | 1.9008 | 0.9977 | 0.9077 | 0.99 | 0.8407 |
| Largest Winning Trade | 111168 | 111168 | 70742 | 92626 | 92626 | 54768 |
| Largest Losing Trade | -116043 | -38904 | -116043 | -116043 | -87365 | -116043 |
| Avg Bars in Trades | 86 | 99 | 72 | 86 | 99 | 72 |
| Avg Bars in Winners | 102 | 119 | 84 | 67 | 74 | 61 |
| Avg Bars in Losers | 66 | 74 | 59 | 100 | 119 | 81 |
| Bars Traded | 5176 | 2991 | 2185 | 5176 | 2991 | 2185 |
| Profit Streak | 0 | 0 | 85.3915 | 25.0582 | 42.0582 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -163219 | 465727 | -226446 | -756327 | -582867 | -583418 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5591,
"evaluation_days": 1863.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1605225600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759483429878,
"expiration_time": 1764309024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 120,
"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": [
[
369408.3615056382,
320779.3248553281,
48629.0366503101,
-259750.9701688411,
-92614.4705879342,
-167136.4995809069
],
[
369.408362,
320.779325,
48.629037,
-259.75097,
-92.614471,
-167.1365
],
[
0.198216,
0.172122,
0.026093,
0,
-0.139715,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-111505,
-104018,
-100725,
-238895,
-166806,
-150113
],
[
1.656544,
2.485609,
1.14025,
0.694141,
0.757071,
0.642879
],
[
60,
30,
30,
60,
30,
30
],
[
33,
17,
16,
26,
13,
13
],
[
27,
13,
14,
34,
17,
17
],
[
55,
56.666667,
53.333333,
43.333333,
43.333333,
43.333333
],
[
1.355354,
1.90076,
0.997719,
0.907723,
0.990016,
0.840688
],
[
111168,
111168,
70742,
92626,
92626,
54768
],
[
-116043,
-38904,
-116043,
-116043,
-87365,
-116043
],
[
86,
99,
72,
86,
99,
72
],
[
102,
119,
84,
67,
74,
61
],
[
66,
74,
59,
100,
119,
81
],
[
5176,
2991,
2185,
5176,
2991,
2185
],
[
0,
0,
85.391549,
25.058216,
42.058216,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-163219,
465727,
-226446,
-756327,
-582867,
-583418
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5591,
"evaluation_days": 1863.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1605225600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759483429878,
"expiration_time": 1764309024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 120,
"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) |
|---|