| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 191733.4452 | 138748.761 | 52984.6842 | 164275.2019 | 55393.826 | 108881.3759 |
| Total P&L (%) | 191.7334 | 138.7488 | 52.9847 | 164.2752 | 55.3938 | 108.8814 |
| Avg Daily Profit (%) | 0.3681 | 0.2664 | 0.1017 | 0.1868 | 0.0847 | 0.1415 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102620 | -62929 | -55223 | -341047 | -217842 | -180081 |
| Profit Factor | 1.4476 | 1.6171 | 1.2603 | 1.148 | 1.089 | 1.2233 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
| Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
| Profitability (%) | 44 | 41.9355 | 46.0317 | 44 | 41.9355 | 46.0317 |
| Ratio Avg Win / Avg Loss | 1.8424 | 2.239 | 1.4776 | 1.4611 | 1.5079 | 1.4342 |
| Largest Winning Trade | 96418 | 96418 | 27836 | 118696 | 118696 | 97275 |
| Largest Losing Trade | -20541 | -20541 | -17125 | -86911 | -86911 | -80094 |
| Avg Bars in Trades | 195 | 191 | 198 | 195 | 191 | 198 |
| Avg Bars in Winners | 269 | 278 | 260 | 269 | 278 | 260 |
| Avg Bars in Losers | 136 | 128 | 145 | 136 | 128 | 145 |
| Bars Traded | 24378 | 11868 | 12510 | 24378 | 11868 | 12510 |
| Profit Streak | 10.965 | 0 | 13.4442 | 10.965 | 0 | 13.4442 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 332152 | -146913 | -206647 | -52113 | -360523 | -152677 |
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714404600000,
"first_datapoint_time": 1715079600000,
"last_datapoint_time": 1759402800000,
"evaluation_time": 1759403374650,
"expiration_time": 1765882800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 216,
"offset": 160
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 112,
"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": [
[
191733.4451988332,
138748.7609959175,
52984.6842029156,
164275.2019357834,
55393.8260197767,
108881.3759160067
],
[
191.733445,
138.748761,
52.984684,
164.275202,
55.393826,
108.881376
],
[
0.368131,
0.266399,
0.101731,
0.186765,
0.084669,
0.141527
],
[
10,
10,
10,
10,
10,
10
],
[
-102620,
-62929,
-55223,
-341047,
-217842,
-180081
],
[
1.447586,
1.61708,
1.260335,
1.148031,
1.08904,
1.223295
],
[
125,
62,
63,
125,
62,
63
],
[
55,
26,
29,
55,
26,
29
],
[
70,
36,
34,
70,
36,
34
],
[
44,
41.935484,
46.031746,
44,
41.935484,
46.031746
],
[
1.842382,
2.239033,
1.477634,
1.46113,
1.507901,
1.434208
],
[
96418,
96418,
27836,
118696,
118696,
97275
],
[
-20541,
-20541,
-17125,
-86911,
-86911,
-80094
],
[
195,
191,
198,
195,
191,
198
],
[
269,
278,
260,
269,
278,
260
],
[
136,
128,
145,
136,
128,
145
],
[
24378,
11868,
12510,
24378,
11868,
12510
],
[
10.964984,
0,
13.444151,
10.964984,
0,
13.444151
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
332152,
-146913,
-206647,
-52113,
-360523,
-152677
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714404600000,
"first_datapoint_time": 1715079600000,
"last_datapoint_time": 1759402800000,
"evaluation_time": 1759403374650,
"expiration_time": 1765882800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 216,
"offset": 160
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 112,
"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) |
|---|