| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 342746.6522 | 307660.3857 | 35086.2664 | -580700.7808 | -158487.565 | -422213.2158 |
| Total P&L (%) | 342.7467 | 307.6604 | 35.0863 | -580.7008 | -158.4876 | -422.2132 |
| Avg Daily Profit (%) | 0.1841 | 0.1653 | 0.0188 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -210996 | -191442 | -151372 | -1082759 | -725007 | -555363 |
| Profit Factor | 1.4314 | 1.8151 | 1.0841 | 0.7323 | 0.8547 | 0.6085 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 68 | 33 | 35 | 60 | 30 | 30 |
| Losing Trades | 46 | 24 | 22 | 54 | 27 | 27 |
| Profitability (%) | 59.6491 | 57.8947 | 61.4035 | 52.6316 | 52.6316 | 52.6316 |
| Ratio Avg Win / Avg Loss | 0.9683 | 1.3201 | 0.6815 | 0.6591 | 0.7692 | 0.5477 |
| Largest Winning Trade | 80522 | 80522 | 36864 | 287733 | 287733 | 207000 |
| Largest Losing Trade | -151372 | -62240 | -151372 | -423292 | -222352 | -423292 |
| Avg Bars in Trades | 48 | 53 | 42 | 48 | 53 | 42 |
| Avg Bars in Winners | 34 | 38 | 31 | 44 | 47 | 42 |
| Avg Bars in Losers | 67 | 74 | 59 | 51 | 60 | 42 |
| Bars Traded | 5476 | 3065 | 2411 | 5476 | 3065 | 2411 |
| Profit Streak | 11.7226 | 0 | 59.3893 | 0 | 47.0559 | 0 |
| Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 319940 | -169375 | -477163 | -580134 | -759503 | -760492 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5585,
"evaluation_days": 1861.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1600761600000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759310433646,
"expiration_time": 1764131040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 80,
"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": [
[
342746.6521754221,
307660.3857383835,
35086.2664370384,
-580700.7807696022,
-158487.5649676021,
-422213.2158020001
],
[
342.746652,
307.660386,
35.086266,
-580.700781,
-158.487565,
-422.213216
],
[
0.184107,
0.16526,
0.018847,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-210996,
-191442,
-151372,
-1082759,
-725007,
-555363
],
[
1.43142,
1.815123,
1.084135,
0.732292,
0.854683,
0.608527
],
[
114,
57,
57,
114,
57,
57
],
[
68,
33,
35,
60,
30,
30
],
[
46,
24,
22,
54,
27,
27
],
[
59.649123,
57.894737,
61.403509,
52.631579,
52.631579,
52.631579
],
[
0.968313,
1.320089,
0.681457,
0.659063,
0.769215,
0.547675
],
[
80522,
80522,
36864,
287733,
287733,
207000
],
[
-151372,
-62240,
-151372,
-423292,
-222352,
-423292
],
[
48,
53,
42,
48,
53,
42
],
[
34,
38,
31,
44,
47,
42
],
[
67,
74,
59,
51,
60,
42
],
[
5476,
3065,
2411,
5476,
3065,
2411
],
[
11.722612,
0,
59.389278,
0,
47.055945,
0
],
[
1,
0,
3,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319940,
-169375,
-477163,
-580134,
-759503,
-760492
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5585,
"evaluation_days": 1861.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1600761600000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759310433646,
"expiration_time": 1764131040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 80,
"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) |
|---|