| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 323596.0865 | 286444.1851 | 37151.9014 | 153084.0494 | 141745.1785 | 11338.8708 |
| Total P&L (%) | 323.5961 | 286.4442 | 37.1519 | 153.084 | 141.7452 | 11.3389 |
| Avg Daily Profit (%) | 0.3107 | 0.275 | 0.0357 | 0.0892 | 0.0848 | 0.0103 |
| Buy And Hold Return (%) | 30.0237 | 30.0237 | 30.0237 | 30.0237 | 30.0237 | 30.0237 |
| Max Trade Drawdown | -103223 | -81749 | -127061 | -393950 | -227847 | -236919 |
| Profit Factor | 1.3056 | 1.5914 | 1.0647 | 1.1116 | 1.2228 | 1.0154 |
| Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
| Winning Trades | 128 | 62 | 66 | 128 | 62 | 66 |
| Losing Trades | 147 | 76 | 71 | 147 | 76 | 71 |
| Profitability (%) | 46.5455 | 44.9275 | 48.1752 | 46.5455 | 44.9275 | 48.1752 |
| Ratio Avg Win / Avg Loss | 1.4994 | 1.9507 | 1.1453 | 1.2766 | 1.4989 | 1.0924 |
| Largest Winning Trade | 136515 | 136515 | 33606 | 97496 | 97496 | 67215 |
| Largest Losing Trade | -51038 | -22999 | -51038 | -91486 | -55871 | -91486 |
| Avg Bars in Trades | 89 | 83 | 95 | 89 | 83 | 95 |
| Avg Bars in Winners | 101 | 90 | 111 | 101 | 90 | 111 |
| Avg Bars in Losers | 79 | 78 | 79 | 79 | 78 | 79 |
| Bars Traded | 24590 | 11565 | 13025 | 24590 | 11565 | 13025 |
| Profit Streak | 0 | 0 | 15.5808 | 0 | 0 | 15.5808 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316087 | 326752 | -386370 | -172801 | -83901 | -548223 |
{
"trading_pair": "RSR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669046400000,
"first_datapoint_time": 1669888800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759049782577,
"expiration_time": 1765526400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 174,
"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": [
[
323596.0864556716,
286444.1850974406,
37151.9013582309,
153084.0493684865,
141745.17852238,
11338.8708461066
],
[
323.596086,
286.444185,
37.151901,
153.084049,
141.745179,
11.338871
],
[
0.310651,
0.274986,
0.035666,
0.08918,
0.084776,
0.010312
],
[
30.023697,
30.023697,
30.023697,
30.023697,
30.023697,
30.023697
],
[
-103223,
-81749,
-127061,
-393950,
-227847,
-236919
],
[
1.305642,
1.591363,
1.064684,
1.111634,
1.222781,
1.015426
],
[
275,
138,
137,
275,
138,
137
],
[
128,
62,
66,
128,
62,
66
],
[
147,
76,
71,
147,
76,
71
],
[
46.545455,
44.927536,
48.175182,
46.545455,
44.927536,
48.175182
],
[
1.499448,
1.950703,
1.145342,
1.276642,
1.498893,
1.092352
],
[
136515,
136515,
33606,
97496,
97496,
67215
],
[
-51038,
-22999,
-51038,
-91486,
-55871,
-91486
],
[
89,
83,
95,
89,
83,
95
],
[
101,
90,
111,
101,
90,
111
],
[
79,
78,
79,
79,
78,
79
],
[
24590,
11565,
13025,
24590,
11565,
13025
],
[
0,
0,
15.580817,
0,
0,
15.580817
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316087,
326752,
-386370,
-172801,
-83901,
-548223
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669046400000,
"first_datapoint_time": 1669888800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759049782577,
"expiration_time": 1765526400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 174,
"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) |
|---|