| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 361215.0595 | 305229.5451 | 55985.5144 | 49709.4741 | 99296.572 | -49587.0979 |
| Total P&L (%) | 361.2151 | 305.2295 | 55.9855 | 49.7095 | 99.2966 | -49.5871 |
| Avg Daily Profit (%) | 0.1942 | 0.1641 | 0.0301 | 0.0217 | 0.0371 | -0.0368 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -265481 | -231826 | -61290 | -611671 | -503565 | -137261 |
| Profit Factor | 1.5752 | 1.7736 | 1.2398 | 1.0443 | 1.1409 | 0.8815 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Profitability (%) | 62.6374 | 62.2222 | 63.0435 | 62.6374 | 62.2222 | 63.0435 |
| Ratio Avg Win / Avg Loss | 0.9396 | 1.0768 | 0.7268 | 0.6229 | 0.6927 | 0.5168 |
| Largest Winning Trade | 131370 | 131370 | 28433 | 154127 | 154127 | 79259 |
| Largest Losing Trade | -61415 | -61415 | -39188 | -372350 | -372350 | -94864 |
| Avg Bars in Trades | 57 | 103 | 12 | 57 | 103 | 12 |
| Avg Bars in Winners | 30 | 49 | 12 | 30 | 49 | 12 |
| Avg Bars in Losers | 101 | 191 | 11 | 101 | 191 | 11 |
| Bars Traded | 5207 | 4643 | 564 | 5207 | 4643 | 564 |
| Profit Streak | 69.9937 | 69.9937 | 74.3271 | 69.9937 | 69.9937 | 74.3271 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 403450 | 423893 | -152558 | -335216 | -208338 | -577770 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5581,
"evaluation_days": 1860.33,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1601539200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759218658784,
"expiration_time": 1764012384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 107,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
361215.059495006,
305229.5450554962,
55985.5144395098,
49709.4740932343,
99296.571969498,
-49587.0978762636
],
[
361.215059,
305.229545,
55.985514,
49.709474,
99.296572,
-49.587098
],
[
0.194167,
0.164073,
0.030094,
0.021693,
0.037077,
-0.036811
],
[
10,
10,
10,
10,
10,
10
],
[
-265481,
-231826,
-61290,
-611671,
-503565,
-137261
],
[
1.575153,
1.773634,
1.239774,
1.044256,
1.140925,
0.881545
],
[
91,
45,
46,
91,
45,
46
],
[
57,
28,
29,
57,
28,
29
],
[
34,
17,
17,
34,
17,
17
],
[
62.637363,
62.222222,
63.043478,
62.637363,
62.222222,
63.043478
],
[
0.939565,
1.076849,
0.726764,
0.62289,
0.692705,
0.516768
],
[
131370,
131370,
28433,
154127,
154127,
79259
],
[
-61415,
-61415,
-39188,
-372350,
-372350,
-94864
],
[
57,
103,
12,
57,
103,
12
],
[
30,
49,
12,
30,
49,
12
],
[
101,
191,
11,
101,
191,
11
],
[
5207,
4643,
564,
5207,
4643,
564
],
[
69.993736,
69.993736,
74.327069,
69.993736,
69.993736,
74.327069
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
403450,
423893,
-152558,
-335216,
-208338,
-577770
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5581,
"evaluation_days": 1860.33,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1601539200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759218658784,
"expiration_time": 1764012384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 107,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|