| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 554386.5395 | 466805.6768 | 87580.8626 | 317537.3858 | 447504.0139 | -129966.6281 |
| Total P&L (%) | 554.3865 | 466.8057 | 87.5809 | 317.5374 | 447.504 | -129.9666 |
| Avg Daily Profit (%) | 0.2978 | 0.2507 | 0.047 | 0.0768 | 0.0914 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -187633 | -136943 | -148729 | -367045 | -167004 | -308906 |
| Profit Factor | 1.2424 | 1.4097 | 1.0763 | 1.1097 | 1.3228 | 0.9138 |
| Total Trades | 781 | 390 | 391 | 781 | 390 | 391 |
| Winning Trades | 285 | 142 | 143 | 285 | 142 | 143 |
| Losing Trades | 496 | 248 | 248 | 496 | 248 | 248 |
| Profitability (%) | 36.4917 | 36.4103 | 36.5729 | 36.4917 | 36.4103 | 36.5729 |
| Ratio Avg Win / Avg Loss | 2.1622 | 2.462 | 1.8666 | 1.9313 | 2.3102 | 1.5848 |
| Largest Winning Trade | 123734 | 123734 | 42401 | 153108 | 153108 | 81443 |
| Largest Losing Trade | -27583 | -16439 | -27583 | -64031 | -40575 | -64031 |
| Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
| Avg Bars in Winners | 51 | 53 | 49 | 51 | 53 | 49 |
| Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
| Bars Traded | 21960 | 11460 | 10500 | 21960 | 11460 | 10500 |
| Profit Streak | 11.1674 | 0 | 14.3341 | 11.1674 | 0 | 14.3341 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 340504 | 230260 | -267947 | -189413 | -73177 | -580380 |
{
"trading_pair": "RSR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22341,
"evaluation_days": 1861.75,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1599760800000,
"last_datapoint_time": 1759399200000,
"evaluation_time": 1759406467035,
"expiration_time": 1765189987200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.28782,
"nc": 0.1
}
}
} {
"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": [
[
554386.5394709469,
466805.6768322247,
87580.8626387222,
317537.3858368337,
447504.0138985276,
-129966.6280616939
],
[
554.386539,
466.805677,
87.580863,
317.537386,
447.504014,
-129.966628
],
[
0.297777,
0.250735,
0.047042,
0.076796,
0.091364,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-187633,
-136943,
-148729,
-367045,
-167004,
-308906
],
[
1.24239,
1.409706,
1.076303,
1.109702,
1.322792,
0.913825
],
[
781,
390,
391,
781,
390,
391
],
[
285,
142,
143,
285,
142,
143
],
[
496,
248,
248,
496,
248,
248
],
[
36.491677,
36.410256,
36.57289,
36.491677,
36.410256,
36.57289
],
[
2.162194,
2.462023,
1.866596,
1.931272,
2.310228,
1.584816
],
[
123734,
123734,
42401,
153108,
153108,
81443
],
[
-27583,
-16439,
-27583,
-64031,
-40575,
-64031
],
[
28,
29,
26,
28,
29,
26
],
[
51,
53,
49,
51,
53,
49
],
[
14,
15,
13,
14,
15,
13
],
[
21960,
11460,
10500,
21960,
11460,
10500
],
[
11.167442,
0,
14.334109,
11.167442,
0,
14.334109
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340504,
230260,
-267947,
-189413,
-73177,
-580380
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22341,
"evaluation_days": 1861.75,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1599760800000,
"last_datapoint_time": 1759399200000,
"evaluation_time": 1759406467035,
"expiration_time": 1765189987200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.28782,
"nc": 0.1
}
}
}
| # | 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) |
|---|