| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 576760.2187 | 506548.2012 | 70212.0175 | 4331.7304 | 133914.1647 | -129582.4343 |
| Total P&L (%) | 576.7602 | 506.5482 | 70.212 | 4.3317 | 133.9142 | -129.5824 |
| Avg Daily Profit (%) | 0.3097 | 0.272 | 0.0377 | 0.0023 | 0.0456 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131561 | -85306 | -120487 | -190628 | -146231 | -178699 |
| Profit Factor | 1.4615 | 1.8814 | 1.104 | 1.0035 | 1.2397 | 0.8072 |
| Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
| Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
| Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
| Profitability (%) | 45.6647 | 43.0233 | 48.2759 | 45.6647 | 43.0233 | 48.2759 |
| Ratio Avg Win / Avg Loss | 1.739 | 2.4916 | 1.1829 | 1.1941 | 1.6418 | 0.8648 |
| Largest Winning Trade | 167798 | 167798 | 63874 | 94755 | 94755 | 52016 |
| Largest Losing Trade | -87019 | -35807 | -87019 | -92289 | -65172 | -92289 |
| Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
| Avg Bars in Winners | 36 | 31 | 40 | 36 | 31 | 40 |
| Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
| Bars Traded | 5482 | 2578 | 2904 | 5482 | 2578 | 2904 |
| Profit Streak | 12.7484 | 0 | 13.7484 | 12.7484 | 0 | 13.7484 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395618 | 340737 | -249060 | -572370 | -133884 | -581170 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5587,
"evaluation_days": 1862.33,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1600560000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759370262970,
"expiration_time": 1764190368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 60,
"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": [
[
576760.2186901392,
506548.2011567627,
70212.017533377,
4331.730352809,
133914.164667543,
-129582.434314734
],
[
576.760219,
506.548201,
70.212018,
4.33173,
133.914165,
-129.582434
],
[
0.309698,
0.271997,
0.037701,
0.002277,
0.045641,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-131561,
-85306,
-120487,
-190628,
-146231,
-178699
],
[
1.461465,
1.881389,
1.103998,
1.00352,
1.239715,
0.807171
],
[
173,
86,
87,
173,
86,
87
],
[
79,
37,
42,
79,
37,
42
],
[
94,
49,
45,
94,
49,
45
],
[
45.66474,
43.023256,
48.275862,
45.66474,
43.023256,
48.275862
],
[
1.738958,
2.49157,
1.182855,
1.194062,
1.641785,
0.864826
],
[
167798,
167798,
63874,
94755,
94755,
52016
],
[
-87019,
-35807,
-87019,
-92289,
-65172,
-92289
],
[
31,
29,
33,
31,
29,
33
],
[
36,
31,
40,
36,
31,
40
],
[
27,
28,
26,
27,
28,
26
],
[
5482,
2578,
2904,
5482,
2578,
2904
],
[
12.748414,
0,
13.748414,
12.748414,
0,
13.748414
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395618,
340737,
-249060,
-572370,
-133884,
-581170
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5587,
"evaluation_days": 1862.33,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1600560000000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759370262970,
"expiration_time": 1764190368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 60,
"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) |
|---|