| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 245597.6032 | 315299.1309 | -69701.5277 | -90848.977 | -35851.458 | -54997.519 |
| Total P&L (%) | 245.5976 | 315.2991 | -69.7015 | -90.849 | -35.8515 | -54.9975 |
| Avg Daily Profit (%) | 0.1319 | 0.1694 | -0.0374 | -0.1284 | -0.0238 | -0.0429 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -268325 | -216819 | -190421 | -132082 | -112174 | -76091 |
| Profit Factor | 1.0981 | 1.2629 | 0.9465 | 0.8436 | 0.8826 | 0.8003 |
| Total Trades | 551 | 276 | 275 | 551 | 276 | 275 |
| Winning Trades | 290 | 145 | 145 | 290 | 145 | 145 |
| Losing Trades | 261 | 131 | 130 | 261 | 131 | 130 |
| Profitability (%) | 52.6316 | 52.5362 | 52.7273 | 52.6316 | 52.5362 | 52.7273 |
| Ratio Avg Win / Avg Loss | 0.9883 | 1.1409 | 0.8486 | 0.7592 | 0.7973 | 0.7175 |
| Largest Winning Trade | 58830 | 58830 | 42613 | 46115 | 46115 | 11162 |
| Largest Losing Trade | -53644 | -38176 | -53644 | -47030 | -47030 | -32753 |
| Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
| Bars Traded | 7319 | 3667 | 3653 | 7319 | 3667 | 3653 |
| Profit Streak | 6.8388 | 6.8388 | 23.5888 | 6.8388 | 6.8388 | 23.5888 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -126478 | 338287 | -577798 | -576122 | -578597 | -577798 |
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7446,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1601121600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759327672097,
"expiration_time": 1764145008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.85378
}
}
} {
"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": [
[
245597.603210355,
315299.1309311498,
-69701.5277207945,
-90848.9770303202,
-35851.4579922794,
-54997.5190380407
],
[
245.597603,
315.299131,
-69.701528,
-90.848977,
-35.851458,
-54.997519
],
[
0.131935,
0.169379,
-0.037444,
-0.128379,
-0.023847,
-0.042884
],
[
10,
10,
10,
10,
10,
10
],
[
-268325,
-216819,
-190421,
-132082,
-112174,
-76091
],
[
1.098139,
1.262855,
0.946508,
0.843554,
0.882553,
0.800335
],
[
551,
276,
275,
551,
276,
275
],
[
290,
145,
145,
290,
145,
145
],
[
261,
131,
130,
261,
131,
130
],
[
52.631579,
52.536232,
52.727273,
52.631579,
52.536232,
52.727273
],
[
0.988325,
1.140924,
0.848594,
0.759199,
0.797341,
0.717541
],
[
58830,
58830,
42613,
46115,
46115,
11162
],
[
-53644,
-38176,
-53644,
-47030,
-47030,
-32753
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
7319,
3667,
3653,
7319,
3667,
3653
],
[
6.838797,
6.838797,
23.588797,
6.838797,
6.838797,
23.588797
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-126478,
338287,
-577798,
-576122,
-578597,
-577798
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7446,
"evaluation_days": 1861.5,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1601121600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759327672097,
"expiration_time": 1764145008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.85378
}
}
}
| # | 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) |
|---|