| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 174194.5831 | 282117.6683 | -107923.0852 | -459727.5661 | 761095.7437 | -1220823.3098 |
| Total P&L (%) | 174.1946 | 282.1177 | -107.9231 | -459.7276 | 761.0957 | -1220.8233 |
| Avg Daily Profit (%) | 0.0939 | 0.152 | -0.0582 | 0 | 0.1161 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -388168 | -110103 | -351872 | -2564931 | -813565 | -2461931 |
| Profit Factor | 1.1751 | 1.7043 | 0.8184 | 0.9176 | 1.4044 | 0.67 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 64 | 28 | 36 | 58 | 25 | 33 |
| Losing Trades | 33 | 20 | 13 | 39 | 23 | 16 |
| Profitability (%) | 65.9794 | 58.3333 | 73.4694 | 59.7938 | 52.0833 | 67.3469 |
| Ratio Avg Win / Avg Loss | 0.6059 | 1.2174 | 0.2955 | 0.617 | 1.292 | 0.3249 |
| Largest Winning Trade | 73087 | 73087 | 36297 | 515680 | 460347 | 515680 |
| Largest Losing Trade | -263826 | -58472 | -263826 | -2461931 | -605875 | -2461931 |
| Avg Bars in Trades | 55 | 58 | 53 | 55 | 58 | 53 |
| Avg Bars in Winners | 37 | 37 | 37 | 49 | 51 | 48 |
| Avg Bars in Losers | 90 | 86 | 96 | 65 | 66 | 64 |
| Bars Traded | 5412 | 2796 | 2616 | 5412 | 2796 | 2616 |
| Profit Streak | 55.8582 | 88.5249 | 55.8582 | 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 | -93128 | 412514 | -576657 | -579250 | -36519 | -578433 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5567,
"evaluation_days": 1855.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1599494400000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758803750910,
"expiration_time": 1763597088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 111,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
174194.5831047626,
282117.6682605161,
-107923.0851557534,
-459727.5660850843,
761095.7437220849,
-1220823.309807169
],
[
174.194583,
282.117668,
-107.923085,
-459.727566,
761.095744,
-1220.82331
],
[
0.093872,
0.15203,
-0.058159,
0,
0.116092,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-388168,
-110103,
-351872,
-2564931,
-813565,
-2461931
],
[
1.175125,
1.704305,
0.81835,
0.917642,
1.404365,
0.670033
],
[
97,
48,
49,
97,
48,
49
],
[
64,
28,
36,
58,
25,
33
],
[
33,
20,
13,
39,
23,
16
],
[
65.979381,
58.333333,
73.469388,
59.793814,
52.083333,
67.346939
],
[
0.605924,
1.217361,
0.295515,
0.617035,
1.292015,
0.324864
],
[
73087,
73087,
36297,
515680,
460347,
515680
],
[
-263826,
-58472,
-263826,
-2461931,
-605875,
-2461931
],
[
55,
58,
53,
55,
58,
53
],
[
37,
37,
37,
49,
51,
48
],
[
90,
86,
96,
65,
66,
64
],
[
5412,
2796,
2616,
5412,
2796,
2616
],
[
55.858228,
88.524895,
55.858228,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-93128,
412514,
-576657,
-579250,
-36519,
-578433
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5567,
"evaluation_days": 1855.67,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1599494400000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758803750910,
"expiration_time": 1763597088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 111,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|