| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 215340.7341 | 157396.4475 | 57944.2867 | 216446.27 | 92677.6127 | 123768.6573 |
| Total P&L (%) | 215.3407 | 157.3964 | 57.9443 | 216.4463 | 92.6776 | 123.7687 |
| Avg Daily Profit (%) | 0.4135 | 0.3022 | 0.1113 | 0.2214 | 0.126 | 0.1548 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105803 | -77315 | -90744 | -98127 | -77370 | -60463 |
| Profit Factor | 1.3486 | 1.5041 | 1.1897 | 1.2884 | 1.2338 | 1.3494 |
| Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
| Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
| Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Profitability (%) | 47.6596 | 47.0085 | 48.3051 | 47.6596 | 47.0085 | 48.3051 |
| Ratio Avg Win / Avg Loss | 1.481 | 1.6955 | 1.2731 | 1.4149 | 1.3909 | 1.444 |
| Largest Winning Trade | 76918 | 76918 | 30453 | 38044 | 36188 | 38044 |
| Largest Losing Trade | -24325 | -20214 | -24325 | -39092 | -22308 | -39092 |
| Avg Bars in Trades | 105 | 116 | 94 | 105 | 116 | 94 |
| Avg Bars in Winners | 138 | 150 | 126 | 138 | 150 | 126 |
| Avg Bars in Losers | 75 | 86 | 64 | 75 | 86 | 64 |
| Bars Traded | 24779 | 13641 | 11138 | 24779 | 13641 | 11138 |
| Profit Streak | 17.057 | 17.057 | 18.4945 | 17.057 | 17.057 | 18.4945 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 398006 | 343139 | -57579 | 325672 | -26527 | 259818 |
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714982400000,
"first_datapoint_time": 1715337000000,
"last_datapoint_time": 1759980600000,
"evaluation_time": 1759981925086,
"expiration_time": 1766460600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 120,
"offset": 0,
"a": 0.75261
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 198,
"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": [
[
215340.7341277104,
157396.4474604656,
57944.2866672449,
216446.2699685353,
92677.6127075723,
123768.6572609629
],
[
215.340734,
157.396447,
57.944287,
216.44627,
92.677613,
123.768657
],
[
0.413457,
0.302203,
0.111254,
0.221427,
0.126003,
0.154766
],
[
10,
10,
10,
10,
10,
10
],
[
-105803,
-77315,
-90744,
-98127,
-77370,
-60463
],
[
1.34857,
1.504054,
1.189656,
1.288351,
1.233824,
1.349354
],
[
235,
117,
118,
235,
117,
118
],
[
112,
55,
57,
112,
55,
57
],
[
123,
62,
61,
123,
62,
61
],
[
47.659574,
47.008547,
48.305085,
47.659574,
47.008547,
48.305085
],
[
1.481019,
1.695479,
1.273141,
1.414886,
1.390857,
1.444046
],
[
76918,
76918,
30453,
38044,
36188,
38044
],
[
-24325,
-20214,
-24325,
-39092,
-22308,
-39092
],
[
105,
116,
94,
105,
116,
94
],
[
138,
150,
126,
138,
150,
126
],
[
75,
86,
64,
75,
86,
64
],
[
24779,
13641,
11138,
24779,
13641,
11138
],
[
17.057003,
17.057003,
18.494503,
17.057003,
17.057003,
18.494503
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398006,
343139,
-57579,
325672,
-26527,
259818
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714982400000,
"first_datapoint_time": 1715337000000,
"last_datapoint_time": 1759980600000,
"evaluation_time": 1759981925086,
"expiration_time": 1766460600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 120,
"offset": 0,
"a": 0.75261
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 198,
"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) |
|---|