| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 225739.5612 | 316617.6623 | -90878.1011 | -173119.947 | 71263.474 | -244383.4209 |
| Total P&L (%) | 225.7396 | 316.6177 | -90.8781 | -173.1199 | 71.2635 | -244.3834 |
| Avg Daily Profit (%) | 0.1208 | 0.1695 | -0.0486 | 0 | 0.0288 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -200060 | -109912 | -224436 | -231172 | -56630 | -252750 |
| Profit Factor | 1.1496 | 1.5263 | 0.8999 | 0.7815 | 1.2509 | 0.5193 |
| Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
| Winning Trades | 126 | 62 | 64 | 109 | 55 | 54 |
| Losing Trades | 108 | 55 | 53 | 125 | 62 | 63 |
| Profitability (%) | 53.8462 | 52.9915 | 54.7009 | 46.5812 | 47.0085 | 46.1538 |
| Ratio Avg Win / Avg Loss | 0.9853 | 1.354 | 0.7452 | 0.8963 | 1.4102 | 0.6059 |
| Largest Winning Trade | 77320 | 77320 | 44139 | 55455 | 55455 | 19250 |
| Largest Losing Trade | -167467 | -58659 | -167467 | -100334 | -27251 | -100334 |
| Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 18 |
| Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 13 |
| Bars Traded | 3627 | 1815 | 1812 | 3627 | 1815 | 1812 |
| Profit Streak | 17.6839 | 17.6839 | 20.1839 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -86332 | 353369 | -579579 | -580605 | -155752 | -582239 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3737,
"evaluation_days": 1868.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1602720000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759897489944,
"expiration_time": 1764724752000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 99,
"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": [
[
225739.561194315,
316617.6622927643,
-90878.1010984495,
-173119.9469762706,
71263.4739511168,
-244383.4209273875
],
[
225.739561,
316.617662,
-90.878101,
-173.119947,
71.263474,
-244.383421
],
[
0.120813,
0.16945,
-0.048637,
0,
0.028799,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-200060,
-109912,
-224436,
-231172,
-56630,
-252750
],
[
1.14956,
1.526324,
0.899892,
0.78153,
1.250949,
0.519349
],
[
234,
117,
117,
234,
117,
117
],
[
126,
62,
64,
109,
55,
54
],
[
108,
55,
53,
125,
62,
63
],
[
53.846154,
52.991453,
54.700855,
46.581197,
47.008547,
46.153846
],
[
0.985337,
1.353997,
0.745223,
0.89625,
1.410161,
0.605908
],
[
77320,
77320,
44139,
55455,
55455,
19250
],
[
-167467,
-58659,
-167467,
-100334,
-27251,
-100334
],
[
15,
15,
15,
15,
15,
15
],
[
16,
15,
16,
16,
15,
18
],
[
14,
15,
14,
14,
15,
13
],
[
3627,
1815,
1812,
3627,
1815,
1812
],
[
17.683911,
17.683911,
20.183911,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-86332,
353369,
-579579,
-580605,
-155752,
-582239
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3737,
"evaluation_days": 1868.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1602720000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759897489944,
"expiration_time": 1764724752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 99,
"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) |
|---|