| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 432102.4922 | 376834.146 | 55268.3462 | -38419.5068 | 74433.7737 | -112853.2805 |
| Total P&L (%) | 432.1025 | 376.8341 | 55.2683 | -38.4195 | 74.4338 | -112.8533 |
| Avg Daily Profit (%) | 0.2324 | 0.2027 | 0.0297 | -0.0261 | 0.0299 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -155475 | -133662 | -147071 | -265678 | -173205 | -192910 |
| Profit Factor | 1.3073 | 1.5318 | 1.0792 | 0.9637 | 1.1473 | 0.796 |
| Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
| Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
| Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
| Profitability (%) | 45.1777 | 42.8571 | 47.4747 | 45.1777 | 42.8571 | 47.4747 |
| Ratio Avg Win / Avg Loss | 1.5864 | 2.0424 | 1.1941 | 1.1694 | 1.5298 | 0.8807 |
| Largest Winning Trade | 134409 | 134409 | 43692 | 118124 | 118124 | 46550 |
| Largest Losing Trade | -48339 | -43272 | -48339 | -100338 | -68261 | -100338 |
| Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
| Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
| Bars Traded | 3708 | 1848 | 1860 | 3708 | 1848 | 1860 |
| Profit Streak | 12.0272 | 0 | 21.5272 | 12.0272 | 0 | 21.5272 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330994 | 268656 | -287966 | -579054 | -213031 | -581222 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3719,
"evaluation_days": 1859.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759106349533,
"expiration_time": 1763923824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.06234,
"nc": 0.54126
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
432102.4921547266,
376834.1459706388,
55268.346184088,
-38419.5067864884,
74433.7736873496,
-112853.2804738381
],
[
432.102492,
376.834146,
55.268346,
-38.419507,
74.433774,
-112.85328
],
[
0.232376,
0.202653,
0.029722,
-0.026069,
0.029925,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-155475,
-133662,
-147071,
-265678,
-173205,
-192910
],
[
1.30732,
1.531836,
1.07924,
0.963699,
1.147349,
0.796006
],
[
197,
98,
99,
197,
98,
99
],
[
89,
42,
47,
89,
42,
47
],
[
108,
56,
52,
108,
56,
52
],
[
45.177665,
42.857143,
47.474747,
45.177665,
42.857143,
47.474747
],
[
1.586411,
2.042447,
1.194053,
1.169433,
1.529799,
0.880687
],
[
134409,
134409,
43692,
118124,
118124,
46550
],
[
-48339,
-43272,
-48339,
-100338,
-68261,
-100338
],
[
18,
18,
18,
18,
18,
18
],
[
18,
19,
18,
18,
19,
18
],
[
18,
18,
18,
18,
18,
18
],
[
3708,
1848,
1860,
3708,
1848,
1860
],
[
12.027194,
0,
21.527194,
12.027194,
0,
21.527194
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330994,
268656,
-287966,
-579054,
-213031,
-581222
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3719,
"evaluation_days": 1859.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759106349533,
"expiration_time": 1763923824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.06234,
"nc": 0.54126
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|