| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 351548.5152 | 284772.6927 | 66775.8225 | 141637.9118 | 53192.6499 | 88445.2619 |
| Total P&L (%) | 351.5485 | 284.7727 | 66.7758 | 141.6379 | 53.1927 | 88.4453 |
| Avg Daily Profit (%) | 0.1894 | 0.1534 | 0.036 | 0.0475 | 0.023 | 0.0341 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133414 | -111365 | -134972 | -337880 | -322449 | -253643 |
| Profit Factor | 1.7316 | 2.4677 | 1.2331 | 1.1448 | 1.1122 | 1.1754 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Profitability (%) | 50.8772 | 48.2759 | 53.5714 | 50.8772 | 48.2759 | 53.5714 |
| Ratio Avg Win / Avg Loss | 1.6719 | 2.644 | 1.0687 | 1.1053 | 1.1917 | 1.0187 |
| Largest Winning Trade | 118033 | 118033 | 48987 | 174911 | 174911 | 97074 |
| Largest Losing Trade | -66843 | -37195 | -66843 | -147731 | -147731 | -103391 |
| Avg Bars in Trades | 93 | 90 | 96 | 93 | 90 | 96 |
| Avg Bars in Winners | 126 | 132 | 121 | 126 | 132 | 121 |
| Avg Bars in Losers | 58 | 51 | 66 | 58 | 51 | 66 |
| Bars Traded | 5314 | 2622 | 2692 | 5314 | 2622 | 2692 |
| Profit Streak | 0 | 0 | 74.5921 | 0 | 0 | 74.5921 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -168573 | 403204 | -165418 | -370085 | -261106 | -194934 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5569,
"evaluation_days": 1856.33,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1602489600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758867157720,
"expiration_time": 1763656416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 67,
"offset": 0,
"std": 3.50865
}
}
}
{
"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": [
[
351548.5151922781,
284772.6927359636,
66775.8224563147,
141637.911810821,
53192.6499051415,
88445.2619056795
],
[
351.548515,
284.772693,
66.775822,
141.637912,
53.19265,
88.445262
],
[
0.189378,
0.153406,
0.035972,
0.047539,
0.022979,
0.03414
],
[
10,
10,
10,
10,
10,
10
],
[
-133414,
-111365,
-134972,
-337880,
-322449,
-253643
],
[
1.731636,
2.467734,
1.233095,
1.144772,
1.112213,
1.175376
],
[
57,
29,
28,
57,
29,
28
],
[
29,
14,
15,
29,
14,
15
],
[
28,
15,
13,
28,
15,
13
],
[
50.877193,
48.275862,
53.571429,
50.877193,
48.275862,
53.571429
],
[
1.671925,
2.644001,
1.068683,
1.105297,
1.191657,
1.018659
],
[
118033,
118033,
48987,
174911,
174911,
97074
],
[
-66843,
-37195,
-66843,
-147731,
-147731,
-103391
],
[
93,
90,
96,
93,
90,
96
],
[
126,
132,
121,
126,
132,
121
],
[
58,
51,
66,
58,
51,
66
],
[
5314,
2622,
2692,
5314,
2622,
2692
],
[
0,
0,
74.592103,
0,
0,
74.592103
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168573,
403204,
-165418,
-370085,
-261106,
-194934
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5569,
"evaluation_days": 1856.33,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1602489600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758867157720,
"expiration_time": 1763656416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 67,
"offset": 0,
"std": 3.50865
}
}
}
| # | 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) |
|---|