| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 366245.5767 | 298177.5925 | 68067.9842 | 80076.3088 | 18182.4316 | 61893.8772 |
| Total P&L (%) | 366.2456 | 298.1776 | 68.068 | 80.0763 | 18.1824 | 61.8939 |
| Avg Daily Profit (%) | 0.1967 | 0.1602 | 0.0366 | 0.0316 | 0.009 | 0.0259 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -200554 | -201789 | -134381 | -1597759 | -1377433 | -548422 |
| Profit Factor | 1.4822 | 1.8198 | 1.1719 | 1.0286 | 1.0103 | 1.0596 |
| Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
| Winning Trades | 88 | 50 | 38 | 88 | 50 | 38 |
| Losing Trades | 47 | 17 | 30 | 47 | 17 | 30 |
| Profitability (%) | 65.1852 | 74.6269 | 55.8824 | 65.1852 | 74.6269 | 55.8824 |
| Ratio Avg Win / Avg Loss | 0.7916 | 0.6187 | 0.9252 | 0.5494 | 0.3435 | 0.8365 |
| Largest Winning Trade | 107248 | 107248 | 31507 | 285374 | 285374 | 170457 |
| Largest Losing Trade | -65905 | -65905 | -41216 | -886023 | -886023 | -285224 |
| Avg Bars in Trades | 51 | 86 | 16 | 51 | 86 | 16 |
| Avg Bars in Winners | 34 | 46 | 18 | 34 | 46 | 18 |
| Avg Bars in Losers | 82 | 204 | 14 | 82 | 204 | 14 |
| Bars Traded | 6956 | 5820 | 1136 | 6956 | 5820 | 1136 |
| Profit Streak | 66.6863 | 66.6863 | 146.4363 | 66.6863 | 66.6863 | 146.4363 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 389956 | -104974 | -284012 | -337678 | -512694 | -422267 |
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7447,
"evaluation_days": 1861.75,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1603627200000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759357697287,
"expiration_time": 1764167256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 213,
"offset": 0,
"std": 4.44476
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 238,
"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": [
[
366245.5767383524,
298177.5925048931,
68067.9842334593,
80076.3087865529,
18182.4315953056,
61893.877191247
],
[
366.245577,
298.177593,
68.067984,
80.076309,
18.182432,
61.893877
],
[
0.196721,
0.16016,
0.036561,
0.031599,
0.008974,
0.025881
],
[
10,
10,
10,
10,
10,
10
],
[
-200554,
-201789,
-134381,
-1597759,
-1377433,
-548422
],
[
1.48215,
1.81982,
1.171933,
1.028619,
1.010337,
1.059566
],
[
135,
67,
68,
135,
67,
68
],
[
88,
50,
38,
88,
50,
38
],
[
47,
17,
30,
47,
17,
30
],
[
65.185185,
74.626866,
55.882353,
65.185185,
74.626866,
55.882353
],
[
0.791603,
0.618739,
0.92521,
0.549376,
0.343515,
0.836499
],
[
107248,
107248,
31507,
285374,
285374,
170457
],
[
-65905,
-65905,
-41216,
-886023,
-886023,
-285224
],
[
51,
86,
16,
51,
86,
16
],
[
34,
46,
18,
34,
46,
18
],
[
82,
204,
14,
82,
204,
14
],
[
6956,
5820,
1136,
6956,
5820,
1136
],
[
66.686311,
66.686311,
146.436311,
66.686311,
66.686311,
146.436311
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389956,
-104974,
-284012,
-337678,
-512694,
-422267
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7447,
"evaluation_days": 1861.75,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1603627200000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759357697287,
"expiration_time": 1764167256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 213,
"offset": 0,
"std": 4.44476
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 238,
"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) |
|---|