| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 71965.3078 | 108329.7024 | -36364.3946 | -189000.9018 | 338415.3172 | -527416.219 |
| Total P&L (%) | 71.9653 | 108.3297 | -36.3644 | -189.0009 | 338.4153 | -527.4162 |
| Avg Daily Profit (%) | 0.1382 | 0.208 | -0.0698 | 0 | 0.2842 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -188088 | -50219 | -169889 | -753722 | -72177 | -785731 |
| Profit Factor | 1.0937 | 1.3493 | 0.9206 | 0.8931 | 1.6427 | 0.5754 |
| Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
| Winning Trades | 123 | 55 | 68 | 132 | 60 | 72 |
| Losing Trades | 131 | 72 | 59 | 122 | 67 | 55 |
| Profitability (%) | 48.4252 | 43.3071 | 53.5433 | 51.9685 | 47.2441 | 56.6929 |
| Ratio Avg Win / Avg Loss | 1.1648 | 1.7664 | 0.7988 | 0.8255 | 1.8344 | 0.4396 |
| Largest Winning Trade | 62887 | 62887 | 39612 | 129097 | 129097 | 47529 |
| Largest Losing Trade | -130593 | -22679 | -130593 | -502155 | -51395 | -502155 |
| Avg Bars in Trades | 97 | 86 | 108 | 97 | 86 | 108 |
| Avg Bars in Winners | 126 | 107 | 142 | 97 | 97 | 97 |
| Avg Bars in Losers | 69 | 70 | 69 | 97 | 76 | 122 |
| Bars Traded | 24725 | 10944 | 13781 | 24725 | 10944 | 13781 |
| Profit Streak | 0 | 0 | 3.9459 | 3.5292 | 3.5709 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -125910 | 208695 | -581374 | -580417 | 323187 | -580696 |
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714671000000,
"first_datapoint_time": 1714996800000,
"last_datapoint_time": 1759669200000,
"evaluation_time": 1759669925800,
"expiration_time": 1766149200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 182,
"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": [
[
71965.3077725527,
108329.7024140122,
-36364.3946414597,
-189000.9017597914,
338415.3171949973,
-527416.218954789
],
[
71.965308,
108.329702,
-36.364395,
-189.000902,
338.415317,
-527.416219
],
[
0.138174,
0.207994,
-0.06982,
0,
0.28418,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-188088,
-50219,
-169889,
-753722,
-72177,
-785731
],
[
1.093676,
1.349334,
0.920624,
0.893142,
1.642746,
0.575414
],
[
254,
127,
127,
254,
127,
127
],
[
123,
55,
68,
132,
60,
72
],
[
131,
72,
59,
122,
67,
55
],
[
48.425197,
43.307087,
53.543307,
51.968504,
47.244094,
56.692913
],
[
1.16481,
1.7664,
0.798777,
0.825479,
1.8344,
0.439553
],
[
62887,
62887,
39612,
129097,
129097,
47529
],
[
-130593,
-22679,
-130593,
-502155,
-51395,
-502155
],
[
97,
86,
108,
97,
86,
108
],
[
126,
107,
142,
97,
97,
97
],
[
69,
70,
69,
97,
76,
122
],
[
24725,
10944,
13781,
24725,
10944,
13781
],
[
0,
0,
3.9459,
3.529234,
3.5709,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-125910,
208695,
-581374,
-580417,
323187,
-580696
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714671000000,
"first_datapoint_time": 1714996800000,
"last_datapoint_time": 1759669200000,
"evaluation_time": 1759669925800,
"expiration_time": 1766149200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 182,
"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) |
|---|