| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 347902.6999 | 300625.3754 | 47277.3246 | -28784.7793 | 73891.5056 | -102676.2849 |
| Total P&L (%) | 347.9027 | 300.6254 | 47.2773 | -28.7848 | 73.8915 | -102.6763 |
| Avg Daily Profit (%) | 0.1871 | 0.1617 | 0.0254 | -0.0183 | 0.0298 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -169733 | -88438 | -165433 | -215081 | -153094 | -136414 |
| Profit Factor | 1.4121 | 1.8583 | 1.0957 | 0.9582 | 1.2237 | 0.7137 |
| Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
| Winning Trades | 86 | 46 | 40 | 86 | 46 | 40 |
| Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
| Profitability (%) | 61.8705 | 65.7143 | 57.971 | 61.8705 | 65.7143 | 57.971 |
| Ratio Avg Win / Avg Loss | 0.8702 | 0.9695 | 0.7944 | 0.5905 | 0.6384 | 0.5174 |
| Largest Winning Trade | 57251 | 49518 | 57251 | 63954 | 63954 | 25014 |
| Largest Losing Trade | -74601 | -41766 | -74601 | -87820 | -87820 | -82899 |
| Avg Bars in Trades | 77 | 52 | 102 | 77 | 52 | 102 |
| Avg Bars in Winners | 78 | 51 | 110 | 78 | 51 | 110 |
| Avg Bars in Losers | 75 | 54 | 92 | 75 | 54 | 92 |
| Bars Traded | 10760 | 3654 | 7106 | 10760 | 3654 | 7106 |
| Profit Streak | 35.5032 | 35.5032 | 47.5032 | 35.5032 | 35.5032 | 47.5032 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342396 | -83558 | -377484 | -577879 | -246782 | -680865 |
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11158,
"evaluation_days": 1859.67,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1601496000000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759176279882,
"expiration_time": 1763981856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 109,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
347902.6999222306,
300625.3753511758,
47277.3245710549,
-28784.7792669634,
73891.5056190878,
-102676.2848860512
],
[
347.9027,
300.625375,
47.277325,
-28.784779,
73.891506,
-102.676285
],
[
0.187078,
0.161655,
0.025422,
-0.018252,
0.029755,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-169733,
-88438,
-165433,
-215081,
-153094,
-136414
],
[
1.412093,
1.858253,
1.095711,
0.958221,
1.223673,
0.713694
],
[
139,
70,
69,
139,
70,
69
],
[
86,
46,
40,
86,
46,
40
],
[
53,
24,
29,
53,
24,
29
],
[
61.870504,
65.714286,
57.971014,
61.870504,
65.714286,
57.971014
],
[
0.870244,
0.969524,
0.794391,
0.590532,
0.638438,
0.517428
],
[
57251,
49518,
57251,
63954,
63954,
25014
],
[
-74601,
-41766,
-74601,
-87820,
-87820,
-82899
],
[
77,
52,
102,
77,
52,
102
],
[
78,
51,
110,
78,
51,
110
],
[
75,
54,
92,
75,
54,
92
],
[
10760,
3654,
7106,
10760,
3654,
7106
],
[
35.503239,
35.503239,
47.503239,
35.503239,
35.503239,
47.503239
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342396,
-83558,
-377484,
-577879,
-246782,
-680865
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11158,
"evaluation_days": 1859.67,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1601496000000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759176279882,
"expiration_time": 1763981856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 109,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|