| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 227838.9552 | 279733.5842 | -51894.629 | -92562.4397 | -19224.9046 | -73337.5351 |
| Total P&L (%) | 227.839 | 279.7336 | -51.8946 | -92.5624 | -19.2249 | -73.3375 |
| Avg Daily Profit (%) | 0.1221 | 0.1499 | -0.0278 | -0.1392 | -0.0114 | -0.0708 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -195445 | -128682 | -158939 | -686928 | -634000 | -355447 |
| Profit Factor | 1.4185 | 2.2192 | 0.8352 | 0.9221 | 0.972 | 0.854 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Profitability (%) | 63.6364 | 66.6667 | 60.6061 | 63.6364 | 66.6667 | 60.6061 |
| Ratio Avg Win / Avg Loss | 0.8106 | 1.1096 | 0.5429 | 0.5269 | 0.486 | 0.5551 |
| Largest Winning Trade | 185300 | 185300 | 47508 | 232862 | 232862 | 99639 |
| Largest Losing Trade | -93468 | -93468 | -79172 | -453576 | -453576 | -263584 |
| Avg Bars in Trades | 48 | 83 | 13 | 48 | 83 | 13 |
| Avg Bars in Winners | 16 | 21 | 11 | 16 | 21 | 11 |
| Avg Bars in Losers | 104 | 208 | 16 | 104 | 208 | 16 |
| Bars Traded | 3217 | 2767 | 450 | 3217 | 2767 | 450 |
| Profit Streak | 154.4192 | 0 | 260.9192 | 154.4192 | 0 | 260.9192 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -157021 | 443625 | -578179 | -706934 | -578642 | -578179 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3732,
"evaluation_days": 1866,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1607126400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759701822286,
"expiration_time": 1764502272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 20,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 201,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
227838.9551590895,
279733.5841628161,
-51894.6290037267,
-92562.4397244682,
-19224.904608755,
-73337.5351157132
],
[
227.838955,
279.733584,
-51.894629,
-92.56244,
-19.224905,
-73.337535
],
[
0.1221,
0.149911,
-0.027811,
-0.139165,
-0.011441,
-0.070817
],
[
10,
10,
10,
10,
10,
10
],
[
-195445,
-128682,
-158939,
-686928,
-634000,
-355447
],
[
1.418548,
2.219228,
0.835214,
0.922114,
0.971976,
0.854031
],
[
66,
33,
33,
66,
33,
33
],
[
42,
22,
20,
42,
22,
20
],
[
24,
11,
13,
24,
11,
13
],
[
63.636364,
66.666667,
60.606061,
63.636364,
66.666667,
60.606061
],
[
0.810599,
1.109614,
0.542889,
0.526922,
0.485988,
0.55512
],
[
185300,
185300,
47508,
232862,
232862,
99639
],
[
-93468,
-93468,
-79172,
-453576,
-453576,
-263584
],
[
48,
83,
13,
48,
83,
13
],
[
16,
21,
11,
16,
21,
11
],
[
104,
208,
16,
104,
208,
16
],
[
3217,
2767,
450,
3217,
2767,
450
],
[
154.419239,
0,
260.919239,
154.419239,
0,
260.919239
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157021,
443625,
-578179,
-706934,
-578642,
-578179
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3732,
"evaluation_days": 1866,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1607126400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759701822286,
"expiration_time": 1764502272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 20,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 201,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|