| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 502389.7333 | 427224.5059 | 75165.2273 | 97984.8032 | 155213.2482 | -57228.445 |
| Total P&L (%) | 502.3897 | 427.2245 | 75.1652 | 97.9848 | 155.2132 | -57.2284 |
| Avg Daily Profit (%) | 0.2686 | 0.2284 | 0.0402 | 0.0365 | 0.0501 | -0.0454 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -261677 | -177583 | -148449 | -218527 | -131025 | -186956 |
| Profit Factor | 1.2233 | 1.4057 | 1.0628 | 1.0621 | 1.212 | 0.9323 |
| Total Trades | 529 | 265 | 264 | 529 | 265 | 264 |
| Winning Trades | 285 | 141 | 144 | 285 | 141 | 144 |
| Losing Trades | 244 | 124 | 120 | 244 | 124 | 120 |
| Profitability (%) | 53.8752 | 53.2075 | 54.5455 | 53.8752 | 53.2075 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.0474 | 1.2362 | 0.8857 | 0.9093 | 1.0659 | 0.7769 |
| Largest Winning Trade | 62077 | 62077 | 53088 | 53514 | 36782 | 53514 |
| Largest Losing Trade | -46026 | -36183 | -46026 | -58088 | -58088 | -40583 |
| Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
| Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
| Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
| Bars Traded | 11085 | 5551 | 5534 | 11085 | 5551 | 5534 |
| Profit Streak | 0 | 0 | 11.1053 | 0 | 0 | 11.1053 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 424203 | 364232 | -289975 | -294452 | -124938 | -578446 |
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11224,
"evaluation_days": 1870.67,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760121094277,
"expiration_time": 1764960768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.10283,
"nb": 0.1,
"nc": 0.38908
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 134,
"offset": 0,
"std": 4.16451
}
}
} {
"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": [
[
502389.7332646397,
427224.5059391051,
75165.2273255353,
97984.8032390282,
155213.2481996134,
-57228.4449605851
],
[
502.389733,
427.224506,
75.165227,
97.984803,
155.213248,
-57.228445
],
[
0.268561,
0.22838,
0.040181,
0.036519,
0.050098,
-0.04539
],
[
10,
10,
10,
10,
10,
10
],
[
-261677,
-177583,
-148449,
-218527,
-131025,
-186956
],
[
1.223345,
1.405662,
1.062835,
1.062101,
1.21201,
0.932332
],
[
529,
265,
264,
529,
265,
264
],
[
285,
141,
144,
285,
141,
144
],
[
244,
124,
120,
244,
124,
120
],
[
53.875236,
53.207547,
54.545455,
53.875236,
53.207547,
54.545455
],
[
1.047355,
1.236185,
0.885696,
0.909308,
1.065882,
0.776943
],
[
62077,
62077,
53088,
53514,
36782,
53514
],
[
-46026,
-36183,
-46026,
-58088,
-58088,
-40583
],
[
20,
20,
20,
20,
20,
20
],
[
20,
20,
20,
20,
20,
20
],
[
20,
20,
20,
20,
20,
20
],
[
11085,
5551,
5534,
11085,
5551,
5534
],
[
0,
0,
11.105258,
0,
0,
11.105258
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424203,
364232,
-289975,
-294452,
-124938,
-578446
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11224,
"evaluation_days": 1870.67,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760121094277,
"expiration_time": 1764960768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.10283,
"nb": 0.1,
"nc": 0.38908
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 134,
"offset": 0,
"std": 4.16451
}
}
}
| # | 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) |
|---|