| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -193941.2307 | -38468.2912 | -155472.9394 | -99221.1806 | 183247.5742 | -282468.7548 |
| Total P&L (%) | -193.9412 | -38.4683 | -155.4729 | -99.2212 | 183.2476 | -282.4688 |
| Avg Daily Profit (%) | -0.3724 | -0.0739 | -0.2985 | -0.9279 | 0.2001 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -369973 | -170064 | -239777 | -334069 | -83488 | -374351 |
| Profit Factor | 0.8373 | 0.9306 | 0.7564 | 0.8938 | 1.6619 | 0.5704 |
| Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
| Winning Trades | 281 | 138 | 143 | 281 | 138 | 143 |
| Losing Trades | 175 | 90 | 85 | 175 | 90 | 85 |
| Profitability (%) | 61.6228 | 60.5263 | 62.7193 | 61.6228 | 60.5263 | 62.7193 |
| Ratio Avg Win / Avg Loss | 0.5215 | 0.6069 | 0.4496 | 0.5566 | 1.0838 | 0.339 |
| Largest Winning Trade | 16363 | 16363 | 15209 | 24349 | 24349 | 19693 |
| Largest Losing Trade | -94209 | -31798 | -94209 | -315376 | -27060 | -315376 |
| Avg Bars in Trades | 54 | 54 | 54 | 54 | 54 | 54 |
| Avg Bars in Winners | 35 | 35 | 36 | 35 | 35 | 36 |
| Avg Bars in Losers | 84 | 84 | 83 | 84 | 84 | 83 |
| Bars Traded | 24824 | 12504 | 12320 | 24824 | 12504 | 12320 |
| Profit Streak | 0.7549 | 0 | 3.0049 | 0.7549 | 0 | 3.0049 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -580658 | -579344 | -580203 | -580658 | 399310 | -580203 |
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714703400000,
"first_datapoint_time": 1714975200000,
"last_datapoint_time": 1759701600000,
"evaluation_time": 1759702026485,
"expiration_time": 1766181600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 152,
"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": [
[
-193941.2306740221,
-38468.2912310601,
-155472.9394429619,
-99221.180584492,
183247.5742371168,
-282468.7548216087
],
[
-193.941231,
-38.468291,
-155.472939,
-99.221181,
183.247574,
-282.468755
],
[
-0.37237,
-0.07386,
-0.29851,
-0.927863,
0.200102,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-369973,
-170064,
-239777,
-334069,
-83488,
-374351
],
[
0.837341,
0.930581,
0.756379,
0.893808,
1.661894,
0.570394
],
[
456,
228,
228,
456,
228,
228
],
[
281,
138,
143,
281,
138,
143
],
[
175,
90,
85,
175,
90,
85
],
[
61.622807,
60.526316,
62.719298,
61.622807,
60.526316,
62.719298
],
[
0.521476,
0.6069,
0.449596,
0.556642,
1.083844,
0.339046
],
[
16363,
16363,
15209,
24349,
24349,
19693
],
[
-94209,
-31798,
-94209,
-315376,
-27060,
-315376
],
[
54,
54,
54,
54,
54,
54
],
[
35,
35,
36,
35,
35,
36
],
[
84,
84,
83,
84,
84,
83
],
[
24824,
12504,
12320,
24824,
12504,
12320
],
[
0.754936,
0,
3.004936,
0.754936,
0,
3.004936
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-580658,
-579344,
-580203,
-580658,
399310,
-580203
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714703400000,
"first_datapoint_time": 1714975200000,
"last_datapoint_time": 1759701600000,
"evaluation_time": 1759702026485,
"expiration_time": 1766181600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 152,
"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) |
|---|