| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 395528.2403 | 388430.3636 | 7097.8767 | -7015834.9954 | -277250.7963 | -6738584.1991 |
| Total P&L (%) | 395.5282 | 388.4304 | 7.0979 | -7015.835 | -277.2508 | -6738.5842 |
| Avg Daily Profit (%) | 0.2115 | 0.2077 | 0.0038 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -291189 | -94534 | -297164 | -14089269 | -7645753 | -8053013 |
| Profit Factor | 1.468 | 2.1858 | 1.0137 | 0.6983 | 0.9759 | 0.4273 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 48 | 21 | 27 | 48 | 22 | 26 |
| Losing Trades | 37 | 21 | 16 | 37 | 20 | 17 |
| Profitability (%) | 56.4706 | 50 | 62.7907 | 56.4706 | 52.381 | 60.4651 |
| Ratio Avg Win / Avg Loss | 1.1316 | 2.1858 | 0.6007 | 0.5383 | 0.8872 | 0.2794 |
| Largest Winning Trade | 146212 | 146212 | 47508 | 3602941 | 3602941 | 1129611 |
| Largest Losing Trade | -276313 | -40253 | -276313 | -5690072 | -5690072 | -3299076 |
| Avg Bars in Trades | 84 | 78 | 90 | 84 | 78 | 90 |
| Avg Bars in Winners | 86 | 79 | 92 | 76 | 76 | 76 |
| Avg Bars in Losers | 81 | 77 | 85 | 93 | 80 | 110 |
| Bars Traded | 7163 | 3292 | 3871 | 7163 | 3292 | 3871 |
| Profit Streak | 19.2087 | 0 | 47.7087 | 0 | 49.4587 | 0 |
| Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 376370 | 427996 | -557932 | -579712 | -579435 | -579370 |
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7481,
"evaluation_days": 1870.25,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1603238400000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760094033185,
"expiration_time": 1764923688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 220,
"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": [
[
395528.2403052592,
388430.3635690979,
7097.8767361616,
-7015834.995403212,
-277250.7962744802,
-6738584.199128733
],
[
395.52824,
388.430364,
7.097877,
-7015.834995,
-277.250796,
-6738.584199
],
[
0.211484,
0.207689,
0.003795,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-291189,
-94534,
-297164,
-14089269,
-7645753,
-8053013
],
[
1.468042,
2.185758,
1.013716,
0.698345,
0.975873,
0.427307
],
[
85,
42,
43,
85,
42,
43
],
[
48,
21,
27,
48,
22,
26
],
[
37,
21,
16,
37,
20,
17
],
[
56.470588,
50,
62.790698,
56.470588,
52.380952,
60.465116
],
[
1.131615,
2.185758,
0.600721,
0.538308,
0.887157,
0.279393
],
[
146212,
146212,
47508,
3602941,
3602941,
1129611
],
[
-276313,
-40253,
-276313,
-5690072,
-5690072,
-3299076
],
[
84,
78,
90,
84,
78,
90
],
[
86,
79,
92,
76,
76,
76
],
[
81,
77,
85,
93,
80,
110
],
[
7163,
3292,
3871,
7163,
3292,
3871
],
[
19.208717,
0,
47.708717,
0,
49.458717,
0
],
[
1,
0,
2,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
376370,
427996,
-557932,
-579712,
-579435,
-579370
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7481,
"evaluation_days": 1870.25,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1603238400000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760094033185,
"expiration_time": 1764923688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 220,
"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) |
|---|