| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 522042.2478 | 454262.6615 | 67779.5863 | 132677.773 | 240964.6299 | -108286.8568 |
| Total P&L (%) | 522.0422 | 454.2627 | 67.7796 | 132.6778 | 240.9646 | -108.2869 |
| Avg Daily Profit (%) | 0.2801 | 0.2437 | 0.0364 | 0.0453 | 0.0658 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -188446 | -110729 | -182902 | -262454 | -196845 | -275211 |
| Profit Factor | 1.4551 | 1.9576 | 1.1008 | 1.087 | 1.3701 | 0.876 |
| Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
| Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
| Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Profitability (%) | 43.9306 | 43.0233 | 44.8276 | 43.9306 | 43.0233 | 44.8276 |
| Ratio Avg Win / Avg Loss | 1.8572 | 2.5925 | 1.3548 | 1.3874 | 1.8144 | 1.0781 |
| Largest Winning Trade | 88637 | 88637 | 48286 | 119710 | 119710 | 50471 |
| Largest Losing Trade | -57221 | -44263 | -57221 | -113445 | -113445 | -103348 |
| Avg Bars in Trades | 21 | 21 | 20 | 21 | 21 | 20 |
| Avg Bars in Winners | 27 | 28 | 27 | 27 | 28 | 27 |
| Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
| Bars Traded | 3647 | 1835 | 1812 | 3647 | 1835 | 1812 |
| Profit Streak | 19.8883 | 0 | 79.8883 | 19.8883 | 0 | 79.8883 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 368804 | 322327 | -254851 | -257783 | -106173 | -579798 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3728,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1601208000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759526350712,
"expiration_time": 1764324288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 53,
"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": [
[
522042.2477706887,
454262.661461641,
67779.5863090476,
132677.7730213055,
240964.6298505235,
-108286.8568292181
],
[
522.042248,
454.262661,
67.779586,
132.677773,
240.96463,
-108.286857
],
[
0.280066,
0.243703,
0.036362,
0.045315,
0.065827,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-188446,
-110729,
-182902,
-262454,
-196845,
-275211
],
[
1.455116,
1.957622,
1.100759,
1.087046,
1.370061,
0.875971
],
[
173,
86,
87,
173,
86,
87
],
[
76,
37,
39,
76,
37,
39
],
[
97,
49,
48,
97,
49,
48
],
[
43.930636,
43.023256,
44.827586,
43.930636,
43.023256,
44.827586
],
[
1.857187,
2.592526,
1.354781,
1.387414,
1.814405,
1.078119
],
[
88637,
88637,
48286,
119710,
119710,
50471
],
[
-57221,
-44263,
-57221,
-113445,
-113445,
-103348
],
[
21,
21,
20,
21,
21,
20
],
[
27,
28,
27,
27,
28,
27
],
[
15,
15,
15,
15,
15,
15
],
[
3647,
1835,
1812,
3647,
1835,
1812
],
[
19.888318,
0,
79.888318,
19.888318,
0,
79.888318
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368804,
322327,
-254851,
-257783,
-106173,
-579798
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3728,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1601208000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759526350712,
"expiration_time": 1764324288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 53,
"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) |
|---|