| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 340707.3122 | 327066.3895 | 13640.9227 | -291119.3006 | 222968.3943 | -514087.6949 |
| Total P&L (%) | 340.7073 | 327.0664 | 13.6409 | -291.1193 | 222.9684 | -514.0877 |
| Avg Daily Profit (%) | 0.183 | 0.1757 | 0.0073 | 0 | 0.063 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167366 | -121219 | -182356 | -849109 | -483605 | -626347 |
| Profit Factor | 1.3582 | 1.8552 | 1.024 | 0.8913 | 1.2128 | 0.6848 |
| Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Winning Trades | 81 | 43 | 38 | 71 | 37 | 34 |
| Losing Trades | 59 | 27 | 32 | 69 | 33 | 36 |
| Profitability (%) | 57.8571 | 61.4286 | 54.2857 | 50.7143 | 52.8571 | 48.5714 |
| Ratio Avg Win / Avg Loss | 0.9893 | 1.1649 | 0.8623 | 0.8662 | 1.0817 | 0.7251 |
| Largest Winning Trade | 61695 | 61695 | 40142 | 170265 | 170265 | 98619 |
| Largest Losing Trade | -134181 | -66935 | -134181 | -442188 | -221192 | -442188 |
| Avg Bars in Trades | 25 | 27 | 24 | 25 | 27 | 24 |
| Avg Bars in Winners | 18 | 18 | 19 | 22 | 22 | 22 |
| Avg Bars in Losers | 35 | 41 | 30 | 29 | 33 | 25 |
| Bars Traded | 3619 | 1913 | 1706 | 3619 | 1913 | 1706 |
| Profit Streak | 37.1754 | 37.1754 | 59.1754 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 340257 | -81608 | -523242 | -580036 | -202808 | -675513 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3724,
"evaluation_days": 1862,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759335156576,
"expiration_time": 1764146304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 125,
"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": [
[
340707.312206138,
327066.3894877647,
13640.9227183736,
-291119.3005915385,
222968.3943448296,
-514087.6949363679
],
[
340.707312,
327.066389,
13.640923,
-291.119301,
222.968394,
-514.087695
],
[
0.182979,
0.175653,
0.007326,
0,
0.062984,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-167366,
-121219,
-182356,
-849109,
-483605,
-626347
],
[
1.35824,
1.855249,
1.023989,
0.89133,
1.212815,
0.684845
],
[
140,
70,
70,
140,
70,
70
],
[
81,
43,
38,
71,
37,
34
],
[
59,
27,
32,
69,
33,
36
],
[
57.857143,
61.428571,
54.285714,
50.714286,
52.857143,
48.571429
],
[
0.989335,
1.164924,
0.862306,
0.866222,
1.0817,
0.72513
],
[
61695,
61695,
40142,
170265,
170265,
98619
],
[
-134181,
-66935,
-134181,
-442188,
-221192,
-442188
],
[
25,
27,
24,
25,
27,
24
],
[
18,
18,
19,
22,
22,
22
],
[
35,
41,
30,
29,
33,
25
],
[
3619,
1913,
1706,
3619,
1913,
1706
],
[
37.175423,
37.175423,
59.175423,
0,
0,
0
],
[
5,
2,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340257,
-81608,
-523242,
-580036,
-202808,
-675513
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3724,
"evaluation_days": 1862,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759335156576,
"expiration_time": 1764146304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 125,
"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) |
|---|