| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343239.6268 | 285800.5649 | 57439.0619 | 415778.3443 | 201483.9897 | 214294.3546 |
| Total P&L (%) | 343.2396 | 285.8006 | 57.4391 | 415.7783 | 201.484 | 214.2944 |
| Avg Daily Profit (%) | 0.3295 | 0.2744 | 0.0551 | 0.1576 | 0.106 | 0.11 |
| Buy And Hold Return (%) | 55 | 55 | 55 | 55 | 55 | 55 |
| Max Trade Drawdown | -111558 | -49737 | -157956 | -357306 | -160941 | -214491 |
| Profit Factor | 1.3629 | 1.6442 | 1.1144 | 1.2283 | 1.2219 | 1.2346 |
| Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
| Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
| Losing Trades | 142 | 75 | 67 | 142 | 75 | 67 |
| Profitability (%) | 42.9719 | 40 | 45.9677 | 42.9719 | 40 | 45.9677 |
| Ratio Avg Win / Avg Loss | 1.8087 | 2.4663 | 1.3099 | 1.63 | 1.8328 | 1.4512 |
| Largest Winning Trade | 76388 | 76388 | 36988 | 105812 | 91742 | 105812 |
| Largest Losing Trade | -35677 | -21765 | -35677 | -76710 | -67357 | -76710 |
| Avg Bars in Trades | 99 | 103 | 95 | 99 | 103 | 95 |
| Avg Bars in Winners | 144 | 149 | 139 | 144 | 149 | 139 |
| Avg Bars in Losers | 65 | 72 | 58 | 65 | 72 | 58 |
| Bars Traded | 24759 | 12894 | 11865 | 24759 | 12894 | 11865 |
| Profit Streak | 14.3525 | 14.3525 | 80.6442 | 14.3525 | 14.3525 | 80.6442 |
| Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 340033 | 239378 | -366279 | 275749 | -56800 | -49063 |
{
"trading_pair": "RSR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669694400000,
"first_datapoint_time": 1670508000000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759696057498,
"expiration_time": 1766174400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 110,
"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": [
[
343239.6268149511,
285800.5649456232,
57439.0618693279,
415778.3443237667,
201483.9897188811,
214294.3546048858
],
[
343.239627,
285.800565,
57.439062,
415.778344,
201.48399,
214.294355
],
[
0.329509,
0.274368,
0.055141,
0.157612,
0.105996,
0.109995
],
[
55,
55,
55,
55,
55,
55
],
[
-111558,
-49737,
-157956,
-357306,
-160941,
-214491
],
[
1.362873,
1.644207,
1.114364,
1.228259,
1.221899,
1.234581
],
[
249,
125,
124,
249,
125,
124
],
[
107,
50,
57,
107,
50,
57
],
[
142,
75,
67,
142,
75,
67
],
[
42.971888,
40,
45.967742,
42.971888,
40,
45.967742
],
[
1.808673,
2.466311,
1.309867,
1.630026,
1.832848,
1.451174
],
[
76388,
76388,
36988,
105812,
91742,
105812
],
[
-35677,
-21765,
-35677,
-76710,
-67357,
-76710
],
[
99,
103,
95,
99,
103,
95
],
[
144,
149,
139,
144,
149,
139
],
[
65,
72,
58,
65,
72,
58
],
[
24759,
12894,
11865,
24759,
12894,
11865
],
[
14.352517,
14.352517,
80.644184,
14.352517,
14.352517,
80.644184
],
[
2,
1,
6,
2,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340033,
239378,
-366279,
275749,
-56800,
-49063
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669694400000,
"first_datapoint_time": 1670508000000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759696057498,
"expiration_time": 1766174400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 110,
"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) |
|---|