| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 424459.896 | 360207.6914 | 64252.2046 | 4039.1607 | 94042.0589 | -90002.8982 |
| Total P&L (%) | 424.4599 | 360.2077 | 64.2522 | 4.0392 | 94.0421 | -90.0029 |
| Avg Daily Profit (%) | 0.227 | 0.1927 | 0.0344 | 0.0021 | 0.0355 | -0.1231 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -201254 | -153317 | -157027 | -186545 | -87353 | -201530 |
| Profit Factor | 1.252 | 1.4961 | 1.067 | 1.0036 | 1.1978 | 0.862 |
| Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
| Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
| Losing Trades | 180 | 93 | 87 | 180 | 93 | 87 |
| Profitability (%) | 43.3962 | 41.5094 | 45.283 | 43.3962 | 41.5094 | 45.283 |
| Ratio Avg Win / Avg Loss | 1.633 | 2.1082 | 1.2893 | 1.309 | 1.6878 | 1.0416 |
| Largest Winning Trade | 96020 | 96020 | 46707 | 57342 | 57342 | 39899 |
| Largest Losing Trade | -42997 | -20193 | -42997 | -45787 | -33029 | -45787 |
| Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
| Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
| Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
| Bars Traded | 3723 | 1795 | 1928 | 3723 | 1795 | 1928 |
| Profit Streak | 18.5857 | 18.5857 | 21.0857 | 18.5857 | 18.5857 | 21.0857 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330917 | 279618 | -294871 | -571909 | -149536 | -579838 |
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3739,
"evaluation_days": 1869.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759975406888,
"expiration_time": 1764813744000,
"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": "vwap",
"factors": {
"length": 0,
"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": [
[
424459.8960491942,
360207.6914142892,
64252.2046349051,
4039.1607478574,
94042.0589276007,
-90002.8981797434
],
[
424.459896,
360.207691,
64.252205,
4.039161,
94.042059,
-90.002898
],
[
0.227045,
0.192676,
0.034369,
0.002118,
0.035465,
-0.123105
],
[
10,
10,
10,
10,
10,
10
],
[
-201254,
-153317,
-157027,
-186545,
-87353,
-201530
],
[
1.251994,
1.49613,
1.067043,
1.003581,
1.197804,
0.862046
],
[
318,
159,
159,
318,
159,
159
],
[
138,
66,
72,
138,
66,
72
],
[
180,
93,
87,
180,
93,
87
],
[
43.396226,
41.509434,
45.283019,
43.396226,
41.509434,
45.283019
],
[
1.633036,
2.108184,
1.289344,
1.309019,
1.687815,
1.041638
],
[
96020,
96020,
46707,
57342,
57342,
39899
],
[
-42997,
-20193,
-42997,
-45787,
-33029,
-45787
],
[
11,
11,
12,
11,
11,
12
],
[
16,
15,
17,
16,
15,
17
],
[
7,
8,
7,
7,
8,
7
],
[
3723,
1795,
1928,
3723,
1795,
1928
],
[
18.585728,
18.585728,
21.085728,
18.585728,
18.585728,
21.085728
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330917,
279618,
-294871,
-571909,
-149536,
-579838
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3739,
"evaluation_days": 1869.5,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759975406888,
"expiration_time": 1764813744000,
"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": "vwap",
"factors": {
"length": 0,
"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) |
|---|