| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 334907.5072 | 299844.1453 | 35063.3619 | -48919.8098 | 70904.5288 | -119824.3386 |
| Total P&L (%) | 334.9075 | 299.8441 | 35.0634 | -48.9198 | 70.9045 | -119.8243 |
| Avg Daily Profit (%) | 0.1798 | 0.161 | 0.0188 | -0.0361 | 0.0288 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147599 | -139710 | -117644 | -158936 | -58127 | -163620 |
| Profit Factor | 1.482 | 2.2658 | 1.0766 | 0.8729 | 1.7254 | 0.5825 |
| Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
| Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
| Profitability (%) | 50.4 | 47.619 | 53.2258 | 50.4 | 47.619 | 53.2258 |
| Ratio Avg Win / Avg Loss | 1.4585 | 2.4923 | 0.9461 | 0.859 | 1.898 | 0.5119 |
| Largest Winning Trade | 130840 | 130840 | 63936 | 49231 | 49231 | 27123 |
| Largest Losing Trade | -80794 | -29830 | -80794 | -127043 | -14115 | -127043 |
| Avg Bars in Trades | 85 | 81 | 88 | 85 | 81 | 88 |
| Avg Bars in Winners | 114 | 107 | 119 | 114 | 107 | 119 |
| Avg Bars in Losers | 56 | 58 | 53 | 56 | 58 | 53 |
| Bars Traded | 10668 | 5161 | 5507 | 10668 | 5161 | 5507 |
| Profit Streak | 0 | 0 | 177.8942 | 0 | 0 | 177.8942 |
| Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325000 | -136005 | -460606 | -580394 | -298776 | -733046 |
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1601193600000,
"last_datapoint_time": 1759435200000,
"evaluation_time": 1759440461947,
"expiration_time": 1764263664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 187
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 71,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
334907.5071865885,
299844.1452802406,
35063.3619063481,
-48919.8097937294,
70904.5287659094,
-119824.3385596389
],
[
334.907507,
299.844145,
35.063362,
-48.91981,
70.904529,
-119.824339
],
[
0.179784,
0.160962,
0.018823,
-0.036055,
0.028774,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-147599,
-139710,
-117644,
-158936,
-58127,
-163620
],
[
1.482007,
2.265757,
1.076569,
0.872862,
1.725422,
0.582544
],
[
125,
63,
62,
125,
63,
62
],
[
63,
30,
33,
63,
30,
33
],
[
62,
33,
29,
62,
33,
29
],
[
50.4,
47.619048,
53.225806,
50.4,
47.619048,
53.225806
],
[
1.458483,
2.492333,
0.946076,
0.859007,
1.897964,
0.511933
],
[
130840,
130840,
63936,
49231,
49231,
27123
],
[
-80794,
-29830,
-80794,
-127043,
-14115,
-127043
],
[
85,
81,
88,
85,
81,
88
],
[
114,
107,
119,
114,
107,
119
],
[
56,
58,
53,
56,
58,
53
],
[
10668,
5161,
5507,
10668,
5161,
5507
],
[
0,
0,
177.894235,
0,
0,
177.894235
],
[
0,
0,
8,
0,
0,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325000,
-136005,
-460606,
-580394,
-298776,
-733046
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1598500800000,
"first_datapoint_time": 1601193600000,
"last_datapoint_time": 1759435200000,
"evaluation_time": 1759440461947,
"expiration_time": 1764263664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 187
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 71,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|