| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 191006.1047 | 284569.1935 | -93563.0888 | -879278.4207 | 853779.5826 | -1733058.0033 |
| Total P&L (%) | 191.0061 | 284.5692 | -93.5631 | -879.2784 | 853.7796 | -1733.058 |
| Avg Daily Profit (%) | 0.1028 | 0.1531 | -0.0503 | 0 | 0.1214 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -373600 | -103050 | -330068 | -4364848 | -1258885 | -4256101 |
| Profit Factor | 1.2114 | 1.7375 | 0.8193 | 0.9018 | 1.2701 | 0.7007 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 63.7363 | 62.2222 | 65.2174 | 63.7363 | 62.2222 | 65.2174 |
| Ratio Avg Win / Avg Loss | 0.6892 | 1.0549 | 0.437 | 0.5131 | 0.7711 | 0.3737 |
| Largest Winning Trade | 74467 | 74467 | 33510 | 1071530 | 649928 | 1071530 |
| Largest Losing Trade | -254435 | -64513 | -254435 | -4256101 | -602218 | -4256101 |
| Avg Bars in Trades | 59 | 63 | 54 | 59 | 63 | 54 |
| Avg Bars in Winners | 38 | 38 | 38 | 49 | 49 | 48 |
| Avg Bars in Losers | 95 | 105 | 85 | 77 | 87 | 66 |
| Bars Traded | 5402 | 2879 | 2523 | 5402 | 2879 | 2523 |
| Profit Streak | 58.6315 | 89.9649 | 58.6315 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -54154 | 432470 | -577753 | -578476 | -30623 | -578731 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5576,
"evaluation_days": 1858.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1600675200000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759072163106,
"expiration_time": 1763864064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 70,
"offset": 0,
"std": 2.18071
}
}
} {
"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": [
[
191006.104665161,
284569.1935022364,
-93563.0888370755,
-879278.4206782709,
853779.5826457607,
-1733058.0033240328
],
[
191.006105,
284.569194,
-93.563089,
-879.278421,
853.779583,
-1733.058003
],
[
0.102765,
0.153104,
-0.050339,
0,
0.121411,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-373600,
-103050,
-330068,
-4364848,
-1258885,
-4256101
],
[
1.211354,
1.737524,
0.819335,
0.901773,
1.270119,
0.700717
],
[
91,
45,
46,
91,
45,
46
],
[
58,
28,
30,
58,
28,
30
],
[
33,
17,
16,
33,
17,
16
],
[
63.736264,
62.222222,
65.217391,
63.736264,
62.222222,
65.217391
],
[
0.689219,
1.054925,
0.436978,
0.513078,
0.771143,
0.373716
],
[
74467,
74467,
33510,
1071530,
649928,
1071530
],
[
-254435,
-64513,
-254435,
-4256101,
-602218,
-4256101
],
[
59,
63,
54,
59,
63,
54
],
[
38,
38,
38,
49,
49,
48
],
[
95,
105,
85,
77,
87,
66
],
[
5402,
2879,
2523,
5402,
2879,
2523
],
[
58.631517,
89.964851,
58.631517,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-54154,
432470,
-577753,
-578476,
-30623,
-578731
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5576,
"evaluation_days": 1858.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1600675200000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759072163106,
"expiration_time": 1763864064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 70,
"offset": 0,
"std": 2.18071
}
}
}
| # | 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) |
|---|