| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 393444.8511 | 337191.255 | 56253.5962 | 357030.2855 | 418895.824 | -61865.5385 |
| Total P&L (%) | 393.4449 | 337.1913 | 56.2536 | 357.0303 | 418.8958 | -61.8655 |
| Avg Daily Profit (%) | 0.2111 | 0.1809 | 0.0302 | 0.0816 | 0.0884 | -0.0517 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103937 | -107508 | -85809 | -273940 | -189068 | -231963 |
| Profit Factor | 1.707 | 2.504 | 1.1693 | 1.2719 | 1.8027 | 0.9218 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 32 | 19 | 13 | 32 | 19 | 13 |
| Losing Trades | 65 | 30 | 35 | 65 | 30 | 35 |
| Profitability (%) | 32.9897 | 38.7755 | 27.0833 | 32.9897 | 38.7755 | 27.0833 |
| Ratio Avg Win / Avg Loss | 3.4674 | 3.9536 | 3.1481 | 2.5836 | 2.8464 | 2.4818 |
| Largest Winning Trade | 159287 | 159287 | 68729 | 281780 | 281780 | 232155 |
| Largest Losing Trade | -24787 | -22774 | -24787 | -134156 | -79481 | -134156 |
| Avg Bars in Trades | 72 | 58 | 87 | 72 | 58 | 87 |
| Avg Bars in Winners | 166 | 120 | 234 | 166 | 120 | 234 |
| Avg Bars in Losers | 26 | 18 | 32 | 26 | 18 | 32 |
| Bars Traded | 7049 | 2858 | 4191 | 7049 | 2858 | 4191 |
| Profit Streak | 56.8661 | 91.8661 | 0 | 56.8661 | 91.8661 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 185588 | 321166 | -207487 | -88837 | -74866 | -598822 |
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7456,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1602806400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759546031848,
"expiration_time": 1764367488000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 200,
"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": [
[
393444.8511497534,
337191.2549721206,
56253.5961776327,
357030.2854655387,
418895.8239776517,
-61865.5385121131
],
[
393.444851,
337.191255,
56.253596,
357.030285,
418.895824,
-61.865539
],
[
0.211076,
0.180897,
0.030179,
0.081556,
0.088372,
-0.051706
],
[
10,
10,
10,
10,
10,
10
],
[
-103937,
-107508,
-85809,
-273940,
-189068,
-231963
],
[
1.707045,
2.503973,
1.169304,
1.271908,
1.802734,
0.92181
],
[
97,
49,
48,
97,
49,
48
],
[
32,
19,
13,
32,
19,
13
],
[
65,
30,
35,
65,
30,
35
],
[
32.989691,
38.77551,
27.083333,
32.989691,
38.77551,
27.083333
],
[
3.467435,
3.953642,
3.148127,
2.583562,
2.846421,
2.481796
],
[
159287,
159287,
68729,
281780,
281780,
232155
],
[
-24787,
-22774,
-24787,
-134156,
-79481,
-134156
],
[
72,
58,
87,
72,
58,
87
],
[
166,
120,
234,
166,
120,
234
],
[
26,
18,
32,
26,
18,
32
],
[
7049,
2858,
4191,
7049,
2858,
4191
],
[
56.866109,
91.866109,
0,
56.866109,
91.866109,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
185588,
321166,
-207487,
-88837,
-74866,
-598822
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7456,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1598508000000,
"first_datapoint_time": 1602806400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759546031848,
"expiration_time": 1764367488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 200,
"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) |
|---|