| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 224276.2419 | 167760.9259 | 56515.3159 | 227537.3216 | 175484.1534 | 52053.1682 |
| Total P&L (%) | 224.2762 | 167.7609 | 56.5153 | 227.5373 | 175.4842 | 52.0532 |
| Avg Daily Profit (%) | 0.4306 | 0.3221 | 0.1085 | 0.2281 | 0.1948 | 0.0805 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100079 | -88273 | -39580 | -373609 | -321792 | -154379 |
| Profit Factor | 1.3976 | 1.4921 | 1.2532 | 1.1386 | 1.1782 | 1.0792 |
| Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
| Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
| Losing Trades | 145 | 74 | 71 | 145 | 74 | 71 |
| Profitability (%) | 41.2955 | 39.8374 | 42.7419 | 41.2955 | 39.8374 | 42.7419 |
| Ratio Avg Win / Avg Loss | 1.9868 | 2.2534 | 1.6788 | 1.6186 | 1.7794 | 1.4457 |
| Largest Winning Trade | 101033 | 101033 | 26931 | 245452 | 245452 | 87431 |
| Largest Losing Trade | -13370 | -13370 | -10278 | -53419 | -53419 | -47560 |
| Avg Bars in Trades | 99 | 135 | 63 | 99 | 135 | 63 |
| Avg Bars in Winners | 152 | 217 | 93 | 152 | 217 | 93 |
| Avg Bars in Losers | 62 | 82 | 42 | 62 | 82 | 42 |
| Bars Traded | 24660 | 16725 | 7935 | 24660 | 16725 | 7935 |
| Profit Streak | 0 | 3.6752 | 0 | 0 | 3.6752 | 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 | 313989 | 207537 | -51732 | -61762 | -21062 | -223688 |
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715176800000,
"first_datapoint_time": 1715599800000,
"last_datapoint_time": 1760175000000,
"evaluation_time": 1760175733222,
"expiration_time": 1766655000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 37,
"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": [
[
224276.2418801931,
167760.9259459006,
56515.3159342921,
227537.3215763686,
175484.1533810039,
52053.1681953648
],
[
224.276242,
167.760926,
56.515316,
227.537322,
175.484153,
52.053168
],
[
0.430613,
0.322103,
0.10851,
0.228056,
0.194756,
0.080492
],
[
10,
10,
10,
10,
10,
10
],
[
-100079,
-88273,
-39580,
-373609,
-321792,
-154379
],
[
1.397583,
1.492138,
1.253186,
1.138595,
1.178224,
1.079214
],
[
247,
123,
124,
247,
123,
124
],
[
102,
49,
53,
102,
49,
53
],
[
145,
74,
71,
145,
74,
71
],
[
41.295547,
39.837398,
42.741935,
41.295547,
39.837398,
42.741935
],
[
1.986761,
2.253432,
1.678797,
1.618591,
1.779358,
1.44574
],
[
101033,
101033,
26931,
245452,
245452,
87431
],
[
-13370,
-13370,
-10278,
-53419,
-53419,
-47560
],
[
99,
135,
63,
99,
135,
63
],
[
152,
217,
93,
152,
217,
93
],
[
62,
82,
42,
62,
82,
42
],
[
24660,
16725,
7935,
24660,
16725,
7935
],
[
0,
3.675153,
0,
0,
3.675153,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313989,
207537,
-51732,
-61762,
-21062,
-223688
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715176800000,
"first_datapoint_time": 1715599800000,
"last_datapoint_time": 1760175000000,
"evaluation_time": 1760175733222,
"expiration_time": 1766655000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 37,
"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) |
|---|