| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 195840.3894 | 220620.2067 | -24779.8173 | 6288.0518 | 52177.4613 | -45889.4095 |
| Total P&L (%) | 195.8404 | 220.6202 | -24.7798 | 6.2881 | 52.1775 | -45.8894 |
| Avg Daily Profit (%) | 0.188 | 0.2118 | -0.0238 | 0.0059 | 0.0403 | -0.0589 |
| Buy And Hold Return (%) | 58.0412 | 58.0412 | 58.0412 | 58.0412 | 58.0412 | 58.0412 |
| Max Trade Drawdown | -102885 | -95633 | -42314 | -142831 | -123928 | -62381 |
| Profit Factor | 1.5727 | 1.7874 | 0.5988 | 1.0143 | 1.1461 | 0.4346 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Profitability (%) | 48.1013 | 51.2821 | 45 | 48.1013 | 51.2821 | 45 |
| Ratio Avg Win / Avg Loss | 1.6969 | 1.698 | 0.7318 | 1.0944 | 1.0888 | 0.5311 |
| Largest Winning Trade | 212245 | 212245 | 7811 | 95507 | 95507 | 5895 |
| Largest Losing Trade | -55478 | -55478 | -10711 | -111557 | -111557 | -17195 |
| Avg Bars in Trades | 309 | 616 | 9 | 309 | 616 | 9 |
| Avg Bars in Winners | 397 | 747 | 8 | 397 | 747 | 8 |
| Avg Bars in Losers | 227 | 479 | 9 | 227 | 479 | 9 |
| Bars Traded | 24421 | 24057 | 364 | 24421 | 24057 | 364 |
| Profit Streak | 4.7661 | 0 | 97.8494 | 4.7661 | 0 | 97.8494 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -23917 | 320385 | -581059 | -587041 | -364460 | -581059 |
{
"trading_pair": "RSR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669208400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758788590686,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 134,
"offset": 0,
"std": 1.40413
}
}
}
{
"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": [
[
195840.3893819175,
220620.2067186536,
-24779.8173367362,
6288.051821557,
52177.4612783907,
-45889.4094568337
],
[
195.840389,
220.620207,
-24.779817,
6.288052,
52.177461,
-45.889409
],
[
0.188015,
0.211805,
-0.02379,
0.005855,
0.040318,
-0.058943
],
[
58.041237,
58.041237,
58.041237,
58.041237,
58.041237,
58.041237
],
[
-102885,
-95633,
-42314,
-142831,
-123928,
-62381
],
[
1.572692,
1.787353,
0.59877,
1.014347,
1.146097,
0.434553
],
[
79,
39,
40,
79,
39,
40
],
[
38,
20,
18,
38,
20,
18
],
[
41,
19,
22,
41,
19,
22
],
[
48.101266,
51.282051,
45,
48.101266,
51.282051,
45
],
[
1.696852,
1.697985,
0.73183,
1.094426,
1.088792,
0.53112
],
[
212245,
212245,
7811,
95507,
95507,
5895
],
[
-55478,
-55478,
-10711,
-111557,
-111557,
-17195
],
[
309,
616,
9,
309,
616,
9
],
[
397,
747,
8,
397,
747,
8
],
[
227,
479,
9,
227,
479,
9
],
[
24421,
24057,
364,
24421,
24057,
364
],
[
4.766096,
0,
97.849429,
4.766096,
0,
97.849429
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-23917,
320385,
-581059,
-587041,
-364460,
-581059
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669208400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758788590686,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 134,
"offset": 0,
"std": 1.40413
}
}
}
| # | 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) |
|---|