| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 373258.3999 | 338286.7595 | 34971.6405 | -1160513.5849 | -5428.1753 | -1155085.4096 |
| Total P&L (%) | 373.2584 | 338.2868 | 34.9716 | -1160.5136 | -5.4282 | -1155.0854 |
| Avg Daily Profit (%) | 0.2001 | 0.1813 | 0.0187 | 0 | -0.003 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -203259 | -99049 | -187094 | -3385677 | -1635452 | -1880977 |
| Profit Factor | 1.5127 | 2.1003 | 1.0831 | 0.7979 | 0.9978 | 0.6412 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 60 | 29 | 31 | 56 | 27 | 29 |
| Losing Trades | 27 | 14 | 13 | 31 | 16 | 15 |
| Profitability (%) | 68.9655 | 67.4419 | 70.4545 | 64.3678 | 62.7907 | 65.9091 |
| Ratio Avg Win / Avg Loss | 0.6807 | 1.014 | 0.4542 | 0.4417 | 0.5913 | 0.3316 |
| Largest Winning Trade | 57106 | 57106 | 47364 | 1211944 | 1211944 | 644532 |
| Largest Losing Trade | -171528 | -71731 | -171528 | -1665733 | -509522 | -1665733 |
| Avg Bars in Trades | 62 | 66 | 58 | 62 | 66 | 58 |
| Avg Bars in Winners | 38 | 40 | 37 | 54 | 56 | 52 |
| Avg Bars in Losers | 113 | 119 | 106 | 76 | 83 | 68 |
| Bars Traded | 5404 | 2852 | 2552 | 5404 | 2852 | 2552 |
| Profit Streak | 17.265 | 0 | 65.265 | 0 | 53.9316 | 0 |
| Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 391545 | 455618 | -297538 | -578405 | -578506 | -578657 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5597,
"evaluation_days": 1865.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1601424000000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759674093431,
"expiration_time": 1764487008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 103,
"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": [
[
373258.3999247481,
338286.7594513706,
34971.6404733776,
-1160513.58486519,
-5428.175259625,
-1155085.409605565
],
[
373.2584,
338.286759,
34.97164,
-1160.513585,
-5.428175,
-1155.08541
],
[
0.200067,
0.181322,
0.018745,
0,
-0.002991,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-203259,
-99049,
-187094,
-3385677,
-1635452,
-1880977
],
[
1.512675,
2.100343,
1.083142,
0.797865,
0.997848,
0.641184
],
[
87,
43,
44,
87,
43,
44
],
[
60,
29,
31,
56,
27,
29
],
[
27,
14,
13,
31,
16,
15
],
[
68.965517,
67.44186,
70.454545,
64.367816,
62.790698,
65.909091
],
[
0.680704,
1.013958,
0.454221,
0.441675,
0.591317,
0.331647
],
[
57106,
57106,
47364,
1211944,
1211944,
644532
],
[
-171528,
-71731,
-171528,
-1665733,
-509522,
-1665733
],
[
62,
66,
58,
62,
66,
58
],
[
38,
40,
37,
54,
56,
52
],
[
113,
119,
106,
76,
83,
68
],
[
5404,
2852,
2552,
5404,
2852,
2552
],
[
17.26497,
0,
65.26497,
0,
53.931637,
0
],
[
1,
0,
2,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
391545,
455618,
-297538,
-578405,
-578506,
-578657
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5597,
"evaluation_days": 1865.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1601424000000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759674093431,
"expiration_time": 1764487008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 53,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 103,
"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) |
|---|