| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 237660.1923 | 303260.1355 | -65599.9432 | -137207.0139 | -50875.0825 | -86331.9314 |
| Total P&L (%) | 237.6602 | 303.2601 | -65.5999 | -137.207 | -50.8751 | -86.3319 |
| Avg Daily Profit (%) | 0.1281 | 0.1635 | -0.0354 | 0 | -0.0383 | -0.1072 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191862 | -57856 | -198306 | -320392 | -97936 | -218359 |
| Profit Factor | 1.3191 | 2.2409 | 0.8689 | 0.7766 | 0.8004 | 0.7597 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 36 | 18 | 18 | 33 | 18 | 15 |
| Losing Trades | 35 | 18 | 17 | 38 | 18 | 20 |
| Profitability (%) | 50.7042 | 50 | 51.4286 | 46.4789 | 50 | 42.8571 |
| Ratio Avg Win / Avg Loss | 1.2825 | 2.2409 | 0.8206 | 0.8943 | 0.8004 | 1.013 |
| Largest Winning Trade | 117666 | 117666 | 64130 | 81862 | 55612 | 81862 |
| Largest Losing Trade | -129110 | -31375 | -129110 | -82712 | -54229 | -82712 |
| Avg Bars in Trades | 49 | 31 | 67 | 49 | 31 | 67 |
| Avg Bars in Winners | 46 | 33 | 59 | 50 | 29 | 75 |
| Avg Bars in Losers | 52 | 30 | 75 | 48 | 33 | 61 |
| Bars Traded | 3495 | 1148 | 2347 | 3495 | 1148 | 2347 |
| Profit Streak | 0 | 0 | 44.305 | 42.805 | 71.305 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -112966 | 416588 | -580048 | -672872 | -579403 | -581898 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3710,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1602720000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914354643,
"expiration_time": 1763523360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 62,
"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": [
[
237660.1922796606,
303260.1354543566,
-65599.943174696,
-137207.0138856735,
-50875.082531126,
-86331.9313545474
],
[
237.660192,
303.260135,
-65.599943,
-137.207014,
-50.875083,
-86.331931
],
[
0.128119,
0.163483,
-0.035364,
0,
-0.038311,
-0.107226
],
[
10,
10,
10,
10,
10,
10
],
[
-191862,
-57856,
-198306,
-320392,
-97936,
-218359
],
[
1.319094,
2.240855,
0.868905,
0.776593,
0.800358,
0.75974
],
[
71,
36,
35,
71,
36,
35
],
[
36,
18,
18,
33,
18,
15
],
[
35,
18,
17,
38,
18,
20
],
[
50.704225,
50,
51.428571,
46.478873,
50,
42.857143
],
[
1.282453,
2.240855,
0.820632,
0.894259,
0.800358,
1.012986
],
[
117666,
117666,
64130,
81862,
55612,
81862
],
[
-129110,
-31375,
-129110,
-82712,
-54229,
-82712
],
[
49,
31,
67,
49,
31,
67
],
[
46,
33,
59,
50,
29,
75
],
[
52,
30,
75,
48,
33,
61
],
[
3495,
1148,
2347,
3495,
1148,
2347
],
[
0,
0,
44.305031,
42.805031,
71.305031,
0
],
[
0,
0,
1,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-112966,
416588,
-580048,
-672872,
-579403,
-581898
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3710,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1602720000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914354643,
"expiration_time": 1763523360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 62,
"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) |
|---|