| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 468170.8248 | 436865.3656 | 31305.4592 | -43018.7927 | -27763.941 | -15254.8517 |
| Total P&L (%) | 468.1708 | 436.8654 | 31.3055 | -43.0188 | -27.7639 | -15.2549 |
| Avg Daily Profit (%) | 0.2517 | 0.2349 | 0.0168 | -0.0302 | -0.0175 | -0.0089 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -282537 | -240098 | -108246 | -2629508 | -2045206 | -819208 |
| Profit Factor | 1.3001 | 1.3964 | 1.0684 | 0.9936 | 0.9943 | 0.992 |
| Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
| Winning Trades | 156 | 74 | 82 | 156 | 74 | 82 |
| Losing Trades | 165 | 86 | 79 | 165 | 86 | 79 |
| Profitability (%) | 48.5981 | 46.25 | 50.9317 | 48.5981 | 46.25 | 50.9317 |
| Ratio Avg Win / Avg Loss | 1.3751 | 1.6228 | 1.0293 | 1.0509 | 1.1555 | 0.9557 |
| Largest Winning Trade | 152818 | 152818 | 42761 | 1474937 | 1474937 | 367708 |
| Largest Losing Trade | -47310 | -43157 | -47310 | -999790 | -999790 | -210882 |
| Avg Bars in Trades | 22 | 40 | 5 | 22 | 40 | 5 |
| Avg Bars in Winners | 26 | 50 | 5 | 26 | 50 | 5 |
| Avg Bars in Losers | 19 | 32 | 5 | 19 | 32 | 5 |
| Bars Traded | 7377 | 6544 | 833 | 7377 | 6544 | 833 |
| Profit Streak | 5.7754 | 0 | 26.5254 | 5.7754 | 0 | 26.5254 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 369366 | 306985 | -316499 | -576998 | -580286 | -578627 |
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7440,
"evaluation_days": 1860,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1599328800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759214196528,
"expiration_time": 1764011520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 39,
"offset": 0,
"std": 1.71051
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
468170.8248292183,
436865.3655803672,
31305.4592488514,
-43018.7926625292,
-27763.9409978702,
-15254.8516646589
],
[
468.170825,
436.865366,
31.305459,
-43.018793,
-27.763941,
-15.254852
],
[
0.251705,
0.234874,
0.016831,
-0.030235,
-0.017484,
-0.008899
],
[
10,
10,
10,
10,
10,
10
],
[
-282537,
-240098,
-108246,
-2629508,
-2045206,
-819208
],
[
1.300129,
1.396359,
1.068397,
0.993609,
0.994251,
0.991978
],
[
321,
160,
161,
321,
160,
161
],
[
156,
74,
82,
156,
74,
82
],
[
165,
86,
79,
165,
86,
79
],
[
48.598131,
46.25,
50.931677,
48.598131,
46.25,
50.931677
],
[
1.375136,
1.622796,
1.029309,
1.050932,
1.155481,
0.955686
],
[
152818,
152818,
42761,
1474937,
1474937,
367708
],
[
-47310,
-43157,
-47310,
-999790,
-999790,
-210882
],
[
22,
40,
5,
22,
40,
5
],
[
26,
50,
5,
26,
50,
5
],
[
19,
32,
5,
19,
32,
5
],
[
7377,
6544,
833,
7377,
6544,
833
],
[
5.775423,
0,
26.525423,
5.775423,
0,
26.525423
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
369366,
306985,
-316499,
-576998,
-580286,
-578627
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7440,
"evaluation_days": 1860,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1599328800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759214196528,
"expiration_time": 1764011520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 39,
"offset": 0,
"std": 1.71051
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|