| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 286776.9435 | 325679.8729 | -38902.9294 | -68995.1009 | 67935.2652 | -136930.3661 |
| Total P&L (%) | 286.7769 | 325.6799 | -38.9029 | -68.9951 | 67.9353 | -136.9304 |
| Avg Daily Profit (%) | 0.1546 | 0.1756 | -0.021 | -0.0631 | 0.028 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -237453 | -225112 | -63194 | -466597 | -439938 | -187839 |
| Profit Factor | 1.3779 | 1.5292 | 0.7289 | 0.9337 | 1.0894 | 0.5112 |
| Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Losing Trades | 56 | 25 | 31 | 56 | 25 | 31 |
| Profitability (%) | 51.3043 | 56.1404 | 46.5517 | 51.3043 | 56.1404 | 46.5517 |
| Ratio Avg Win / Avg Loss | 1.3078 | 1.1947 | 0.8369 | 0.8862 | 0.8511 | 0.587 |
| Largest Winning Trade | 185353 | 185353 | 21541 | 201153 | 201153 | 84450 |
| Largest Losing Trade | -65913 | -65913 | -25624 | -314071 | -314071 | -104499 |
| Avg Bars in Trades | 93 | 184 | 3 | 93 | 184 | 3 |
| Avg Bars in Winners | 59 | 106 | 3 | 59 | 106 | 3 |
| Avg Bars in Losers | 129 | 284 | 3 | 129 | 284 | 3 |
| Bars Traded | 10748 | 10528 | 220 | 10748 | 10528 | 220 |
| Profit Streak | 15.6214 | 0 | 45.6214 | 15.6214 | 0 | 45.6214 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 318544 | -170362 | -760908 | -579722 | -458808 | -760908 |
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11127,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1599552000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758812090157,
"expiration_time": 1763522064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 184,
"offset": 0,
"std": 2.78339
}
}
} {
"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": [
[
286776.943505581,
325679.8729246628,
-38902.929419082,
-68995.1008908848,
67935.2651764713,
-136930.366067356
],
[
286.776944,
325.679873,
-38.902929,
-68.995101,
67.935265,
-136.930366
],
[
0.154638,
0.175616,
-0.020978,
-0.063125,
0.027958,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-237453,
-225112,
-63194,
-466597,
-439938,
-187839
],
[
1.377859,
1.529175,
0.728905,
0.933676,
1.089374,
0.511231
],
[
115,
57,
58,
115,
57,
58
],
[
59,
32,
27,
59,
32,
27
],
[
56,
25,
31,
56,
25,
31
],
[
51.304348,
56.140351,
46.551724,
51.304348,
56.140351,
46.551724
],
[
1.307799,
1.194668,
0.836891,
0.886201,
0.851073,
0.586969
],
[
185353,
185353,
21541,
201153,
201153,
84450
],
[
-65913,
-65913,
-25624,
-314071,
-314071,
-104499
],
[
93,
184,
3,
93,
184,
3
],
[
59,
106,
3,
59,
106,
3
],
[
129,
284,
3,
129,
284,
3
],
[
10748,
10528,
220,
10748,
10528,
220
],
[
15.621414,
0,
45.621414,
15.621414,
0,
45.621414
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318544,
-170362,
-760908,
-579722,
-458808,
-760908
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11127,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1599552000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758812090157,
"expiration_time": 1763522064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 184,
"offset": 0,
"std": 2.78339
}
}
}
| # | 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) |
|---|