| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 273360.0899 | 277419.7327 | -4059.6427 | -296391.7347 | 590034.7211 | -886426.4558 |
| Total P&L (%) | 273.3601 | 277.4197 | -4.0596 | -296.3917 | 590.0347 | -886.4265 |
| Avg Daily Profit (%) | 0.1471 | 0.1493 | -0.0022 | 0 | 0.104 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -223418 | -101835 | -207344 | -2332258 | -743099 | -2011165 |
| Profit Factor | 1.419 | 2.1634 | 0.9902 | 0.9209 | 1.4101 | 0.6162 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 52 | 24 | 28 | 22 | 15 | 7 |
| Losing Trades | 22 | 13 | 9 | 52 | 22 | 30 |
| Profitability (%) | 70.2703 | 64.8649 | 75.6757 | 29.7297 | 40.5405 | 18.9189 |
| Ratio Avg Win / Avg Loss | 0.6004 | 1.1719 | 0.3183 | 2.1767 | 2.0682 | 2.6409 |
| Largest Winning Trade | 57978 | 57978 | 36874 | 1010886 | 1010886 | 856275 |
| Largest Losing Trade | -207344 | -49251 | -207344 | -440691 | -401598 | -440691 |
| Avg Bars in Trades | 72 | 86 | 57 | 72 | 86 | 57 |
| Avg Bars in Winners | 35 | 45 | 27 | 138 | 144 | 127 |
| Avg Bars in Losers | 158 | 161 | 152 | 43 | 47 | 41 |
| Bars Traded | 5344 | 3206 | 2138 | 5344 | 3206 | 2138 |
| Profit Streak | 13.9411 | 0 | 242.9411 | 0 | 48.2745 | 0 |
| Trades During Streak | 1 | 0 | 6 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -62803 | 402335 | -576020 | -655746 | -54973 | -634611 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5575,
"evaluation_days": 1858.33,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1604016000000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759041313119,
"expiration_time": 1763834400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 193,
"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": [
[
273360.0899484452,
277419.7326881738,
-4059.6427397286,
-296391.7346758017,
590034.721109199,
-886426.4557850006
],
[
273.36009,
277.419733,
-4.059643,
-296.391735,
590.034721,
-886.426456
],
[
0.1471,
0.149284,
-0.002185,
0,
0.103995,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-223418,
-101835,
-207344,
-2332258,
-743099,
-2011165
],
[
1.419024,
2.163447,
0.990192,
0.920928,
1.410113,
0.616213
],
[
74,
37,
37,
74,
37,
37
],
[
52,
24,
28,
22,
15,
7
],
[
22,
13,
9,
52,
22,
30
],
[
70.27027,
64.864865,
75.675676,
29.72973,
40.540541,
18.918919
],
[
0.600356,
1.171867,
0.318276,
2.17674,
2.068166,
2.640911
],
[
57978,
57978,
36874,
1010886,
1010886,
856275
],
[
-207344,
-49251,
-207344,
-440691,
-401598,
-440691
],
[
72,
86,
57,
72,
86,
57
],
[
35,
45,
27,
138,
144,
127
],
[
158,
161,
152,
43,
47,
41
],
[
5344,
3206,
2138,
5344,
3206,
2138
],
[
13.941124,
0,
242.941124,
0,
48.274457,
0
],
[
1,
0,
6,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-62803,
402335,
-576020,
-655746,
-54973,
-634611
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5575,
"evaluation_days": 1858.33,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1604016000000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759041313119,
"expiration_time": 1763834400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 193,
"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) |
|---|