| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 152424.8581 | 124757.3063 | 27667.5517 | 62345.6058 | 42752.0213 | 19593.5845 |
| Total P&L (%) | 152.4249 | 124.7573 | 27.6676 | 62.3456 | 42.752 | 19.5936 |
| Avg Daily Profit (%) | 0.2927 | 0.2395 | 0.0531 | 0.0931 | 0.0684 | 0.0344 |
| Buy And Hold Return (%) | 23.6324 | 23.6324 | 23.6324 | 23.6324 | 23.6324 | 23.6324 |
| Max Trade Drawdown | -94762 | -98275 | -7393 | -238225 | -230074 | -25803 |
| Profit Factor | 1.7023 | 1.6645 | 1.9444 | 1.1356 | 1.11 | 1.2756 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
| Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
| Profitability (%) | 55.9322 | 48.2759 | 63.3333 | 55.9322 | 48.2759 | 63.3333 |
| Ratio Avg Win / Avg Loss | 1.3412 | 1.7834 | 1.1257 | 0.8947 | 1.1892 | 0.7385 |
| Largest Winning Trade | 161815 | 161815 | 7695 | 220011 | 220011 | 10737 |
| Largest Losing Trade | -32905 | -32905 | -7248 | -94564 | -94564 | -25803 |
| Avg Bars in Trades | 379 | 755 | 15 | 379 | 755 | 15 |
| Avg Bars in Winners | 343 | 792 | 11 | 343 | 792 | 11 |
| Avg Bars in Losers | 425 | 720 | 22 | 425 | 720 | 22 |
| Bars Traded | 22375 | 21900 | 475 | 22375 | 21900 | 475 |
| Profit Streak | 0 | 8.8778 | 0 | 0 | 8.8778 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -169138 | 336202 | -230661 | -324501 | -210007 | -313113 |
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714370400000,
"first_datapoint_time": 1714597200000,
"last_datapoint_time": 1759368600000,
"evaluation_time": 1759370641162,
"expiration_time": 1765848600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 39,
"offset": 0,
"a": 0.97605
}
}
} {
"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": [
[
152424.8580672904,
124757.3063182268,
27667.5517490637,
62345.6057959997,
42752.021272315,
19593.5845236846
],
[
152.424858,
124.757306,
27.667552,
62.345606,
42.752021,
19.593585
],
[
0.292658,
0.239536,
0.053122,
0.093079,
0.068364,
0.03436
],
[
23.632385,
23.632385,
23.632385,
23.632385,
23.632385,
23.632385
],
[
-94762,
-98275,
-7393,
-238225,
-230074,
-25803
],
[
1.702266,
1.664479,
1.944439,
1.135569,
1.109965,
1.27557
],
[
59,
29,
30,
59,
29,
30
],
[
33,
14,
19,
33,
14,
19
],
[
26,
15,
11,
26,
15,
11
],
[
55.932203,
48.275862,
63.333333,
55.932203,
48.275862,
63.333333
],
[
1.341179,
1.78337,
1.125728,
0.894691,
1.189248,
0.738488
],
[
161815,
161815,
7695,
220011,
220011,
10737
],
[
-32905,
-32905,
-7248,
-94564,
-94564,
-25803
],
[
379,
755,
15,
379,
755,
15
],
[
343,
792,
11,
343,
792,
11
],
[
425,
720,
22,
425,
720,
22
],
[
22375,
21900,
475,
22375,
21900,
475
],
[
0,
8.877791,
0,
0,
8.877791,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-169138,
336202,
-230661,
-324501,
-210007,
-313113
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714370400000,
"first_datapoint_time": 1714597200000,
"last_datapoint_time": 1759368600000,
"evaluation_time": 1759370641162,
"expiration_time": 1765848600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 39,
"offset": 0,
"a": 0.97605
}
}
}
| # | 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) |
|---|