| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 644977.6603 | 509527.5699 | 135450.0904 | 159171.2557 | 1893756.6067 | -1734585.3509 |
| Total P&L (%) | 644.9777 | 509.5276 | 135.4501 | 159.1713 | 1893.7566 | -1734.5854 |
| Avg Daily Profit (%) | 0.3477 | 0.2747 | 0.073 | 0.0514 | 0.1615 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105732 | -76138 | -141495 | -2005278 | -915374 | -2588621 |
| Profit Factor | 1.402 | 1.8004 | 1.1399 | 1.0134 | 1.4329 | 0.7692 |
| Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
| Winning Trades | 171 | 84 | 87 | 171 | 84 | 87 |
| Losing Trades | 159 | 81 | 78 | 159 | 81 | 78 |
| Profitability (%) | 51.8182 | 50.9091 | 52.7273 | 51.8182 | 50.9091 | 52.7273 |
| Ratio Avg Win / Avg Loss | 1.3036 | 1.7361 | 1.022 | 0.9423 | 1.3817 | 0.6897 |
| Largest Winning Trade | 152827 | 152827 | 44677 | 697233 | 697233 | 386590 |
| Largest Losing Trade | -89744 | -22770 | -89744 | -1647959 | -453072 | -1647959 |
| Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
| Avg Bars in Winners | 13 | 13 | 12 | 13 | 13 | 12 |
| Avg Bars in Losers | 8 | 10 | 7 | 8 | 10 | 7 |
| Bars Traded | 3657 | 1935 | 1721 | 3657 | 1935 | 1721 |
| Profit Streak | 0 | 0 | 24.305 | 0 | 0 | 24.305 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 440861 | 460639 | -160566 | -329569 | 335109 | -579293 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3710,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914348783,
"expiration_time": 1763523360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 29,
"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": [
[
644977.6603305163,
509527.5698995315,
135450.090430985,
159171.255740945,
1893756.6066731252,
-1734585.3509321802
],
[
644.97766,
509.52757,
135.45009,
159.171256,
1893.756607,
-1734.585351
],
[
0.347697,
0.274678,
0.073019,
0.051351,
0.161457,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-105732,
-76138,
-141495,
-2005278,
-915374,
-2588621
],
[
1.401966,
1.800417,
1.139931,
1.013385,
1.43287,
0.769244
],
[
330,
165,
165,
330,
165,
165
],
[
171,
84,
87,
171,
84,
87
],
[
159,
81,
78,
159,
81,
78
],
[
51.818182,
50.909091,
52.727273,
51.818182,
50.909091,
52.727273
],
[
1.303582,
1.736116,
1.022007,
0.94227,
1.381696,
0.689667
],
[
152827,
152827,
44677,
697233,
697233,
386590
],
[
-89744,
-22770,
-89744,
-1647959,
-453072,
-1647959
],
[
11,
11,
10,
11,
11,
10
],
[
13,
13,
12,
13,
13,
12
],
[
8,
10,
7,
8,
10,
7
],
[
3657,
1935,
1721,
3657,
1935,
1721
],
[
0,
0,
24.304963,
0,
0,
24.304963
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440861,
460639,
-160566,
-329569,
335109,
-579293
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3710,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914348783,
"expiration_time": 1763523360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 29,
"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) |
|---|