| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -157360.3221 | -12673.8039 | -144686.5182 | -97658.7177 | 167461.8004 | -265120.5181 |
| Total P&L (%) | -157.3603 | -12.6738 | -144.6865 | -97.6587 | 167.4618 | -265.1205 |
| Avg Daily Profit (%) | -0.3021 | -0.0243 | -0.2778 | -0.7183 | 0.1891 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -340030 | -149038 | -234924 | -383359 | -91349 | -372907 |
| Profit Factor | 0.8597 | 0.9756 | 0.7602 | 0.9106 | 1.4488 | 0.6317 |
| Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
| Winning Trades | 215 | 106 | 109 | 215 | 106 | 109 |
| Losing Trades | 157 | 80 | 77 | 157 | 80 | 77 |
| Profitability (%) | 57.7957 | 56.9892 | 58.6022 | 57.7957 | 56.9892 | 58.6022 |
| Ratio Avg Win / Avg Loss | 0.6278 | 0.7363 | 0.537 | 0.665 | 1.0934 | 0.4462 |
| Largest Winning Trade | 27256 | 27256 | 16428 | 51789 | 51789 | 24430 |
| Largest Losing Trade | -85033 | -34203 | -85033 | -245166 | -31109 | -245166 |
| Avg Bars in Trades | 66 | 64 | 68 | 66 | 64 | 68 |
| Avg Bars in Winners | 47 | 45 | 49 | 47 | 45 | 49 |
| Avg Bars in Losers | 92 | 89 | 94 | 92 | 89 | 94 |
| Bars Traded | 24709 | 12020 | 12689 | 24709 | 12020 | 12689 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578391 | -580022 | -579813 | -578391 | 333944 | -579813 |
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714660200000,
"first_datapoint_time": 1715081400000,
"last_datapoint_time": 1759658400000,
"evaluation_time": 1759660196866,
"expiration_time": 1766138400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 34,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 222,
"offset": 0
}
}
} {
"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": [
[
-157360.3220880739,
-12673.8039060945,
-144686.5181819796,
-97658.7176552491,
167461.8004148353,
-265120.5180700842
],
[
-157.360322,
-12.673804,
-144.686518,
-97.658718,
167.4618,
-265.120518
],
[
-0.302134,
-0.024334,
-0.2778,
-0.718271,
0.189071,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-340030,
-149038,
-234924,
-383359,
-91349,
-372907
],
[
0.859717,
0.975552,
0.760189,
0.910648,
1.448757,
0.631671
],
[
372,
186,
186,
372,
186,
186
],
[
215,
106,
109,
215,
106,
109
],
[
157,
80,
77,
157,
80,
77
],
[
57.795699,
56.989247,
58.602151,
57.795699,
56.989247,
58.602151
],
[
0.627793,
0.736266,
0.537015,
0.664985,
1.093401,
0.446226
],
[
27256,
27256,
16428,
51789,
51789,
24430
],
[
-85033,
-34203,
-85033,
-245166,
-31109,
-245166
],
[
66,
64,
68,
66,
64,
68
],
[
47,
45,
49,
47,
45,
49
],
[
92,
89,
94,
92,
89,
94
],
[
24709,
12020,
12689,
24709,
12020,
12689
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578391,
-580022,
-579813,
-578391,
333944,
-579813
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714660200000,
"first_datapoint_time": 1715081400000,
"last_datapoint_time": 1759658400000,
"evaluation_time": 1759660196866,
"expiration_time": 1766138400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 34,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 222,
"offset": 0
}
}
}
| # | 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) |
|---|