| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 339597.9154 | 324033.3955 | 15564.5199 | -109764.2196 | 114390.4697 | -224154.6892 |
| Total P&L (%) | 339.5979 | 324.0334 | 15.5645 | -109.7642 | 114.3905 | -224.1547 |
| Avg Daily Profit (%) | 0.1823 | 0.174 | 0.0084 | 0 | 0.041 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -212944 | -84673 | -232907 | -210414 | -102510 | -287942 |
| Profit Factor | 1.2049 | 1.5276 | 1.0149 | 0.9177 | 1.2465 | 0.742 |
| Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
| Winning Trades | 140 | 72 | 68 | 137 | 74 | 63 |
| Losing Trades | 104 | 50 | 54 | 107 | 48 | 59 |
| Profitability (%) | 57.377 | 59.0164 | 55.7377 | 56.1475 | 60.6557 | 51.6393 |
| Ratio Avg Win / Avg Loss | 0.8951 | 1.0608 | 0.806 | 0.7167 | 0.8086 | 0.6949 |
| Largest Winning Trade | 65171 | 65171 | 59446 | 48056 | 47230 | 48056 |
| Largest Losing Trade | -112473 | -35028 | -112473 | -75754 | -65920 | -75754 |
| Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
| Bars Traded | 3703 | 1847 | 1856 | 3703 | 1847 | 1856 |
| Profit Streak | 0 | 0 | 73.4462 | 12.9462 | 20.4462 | 0 |
| Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 281411 | 363235 | -395073 | -577817 | -138126 | -580517 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3725,
"evaluation_days": 1862.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759401754318,
"expiration_time": 1764190800000,
"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": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.57927
}
}
} {
"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": [
[
339597.9154278775,
324033.3954897882,
15564.5199380894,
-109764.219569706,
114390.4696607536,
-224154.6892304596
],
[
339.597915,
324.033395,
15.56452,
-109.76422,
114.39047,
-224.154689
],
[
0.182334,
0.173978,
0.008357,
0,
0.040955,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-212944,
-84673,
-232907,
-210414,
-102510,
-287942
],
[
1.204917,
1.527607,
1.014922,
0.917653,
1.246533,
0.742041
],
[
244,
122,
122,
244,
122,
122
],
[
140,
72,
68,
137,
74,
63
],
[
104,
50,
54,
107,
48,
59
],
[
57.377049,
59.016393,
55.737705,
56.147541,
60.655738,
51.639344
],
[
0.895081,
1.060838,
0.805967,
0.716707,
0.808562,
0.694927
],
[
65171,
65171,
59446,
48056,
47230,
48056
],
[
-112473,
-35028,
-112473,
-75754,
-65920,
-75754
],
[
15,
15,
15,
15,
15,
15
],
[
15,
15,
15,
15,
15,
15
],
[
15,
15,
15,
15,
15,
15
],
[
3703,
1847,
1856,
3703,
1847,
1856
],
[
0,
0,
73.44623,
12.94623,
20.446231,
0
],
[
0,
0,
4,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
281411,
363235,
-395073,
-577817,
-138126,
-580517
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3725,
"evaluation_days": 1862.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759401754318,
"expiration_time": 1764190800000,
"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": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.57927
}
}
}
| # | 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) |
|---|