| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 330402.0232 | 306691.7625 | 23710.2607 | -37677.3781 | -12910.942 | -24766.4361 |
| Total P&L (%) | 330.402 | 306.6918 | 23.7103 | -37.6774 | -12.9109 | -24.7664 |
| Avg Daily Profit (%) | 0.1772 | 0.1644 | 0.0127 | -0.0254 | -0.0074 | -0.0153 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -153665 | -111907 | -179270 | -305134 | -250023 | -193407 |
| Profit Factor | 1.3283 | 1.7851 | 1.0385 | 0.9703 | 0.9767 | 0.9654 |
| Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
| Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
| Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
| Profitability (%) | 60.9195 | 59.7701 | 62.069 | 60.9195 | 59.7701 | 62.069 |
| Ratio Avg Win / Avg Loss | 0.8521 | 1.2015 | 0.6346 | 0.6225 | 0.6574 | 0.59 |
| Largest Winning Trade | 98657 | 98657 | 65965 | 70967 | 67954 | 70967 |
| Largest Losing Trade | -72531 | -34334 | -72531 | -73667 | -72882 | -73667 |
| Avg Bars in Trades | 31 | 25 | 36 | 31 | 25 | 36 |
| Avg Bars in Winners | 29 | 26 | 33 | 29 | 26 | 33 |
| Avg Bars in Losers | 32 | 24 | 41 | 32 | 24 | 41 |
| Bars Traded | 5412 | 2247 | 3165 | 5412 | 2247 | 3165 |
| Profit Streak | 65.2914 | 65.2914 | 79.2914 | 65.2914 | 65.2914 | 79.2914 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 350201 | 409438 | -357212 | -577066 | -578996 | -577888 |
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5595,
"evaluation_days": 1865,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1602576000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759618777579,
"expiration_time": 1764427680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 12,
"offset": 0,
"multiplier": 4.15343
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 143,
"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": [
[
330402.0232281027,
306691.7625375587,
23710.260690544,
-37677.378099145,
-12910.9420382128,
-24766.4360609323
],
[
330.402023,
306.691763,
23.710261,
-37.677378,
-12.910942,
-24.766436
],
[
0.177159,
0.164446,
0.012713,
-0.02535,
-0.007412,
-0.015257
],
[
10,
10,
10,
10,
10,
10
],
[
-153665,
-111907,
-179270,
-305134,
-250023,
-193407
],
[
1.328338,
1.785123,
1.038512,
0.970324,
0.976658,
0.965433
],
[
174,
87,
87,
174,
87,
87
],
[
106,
52,
54,
106,
52,
54
],
[
68,
35,
33,
68,
35,
33
],
[
60.91954,
59.770115,
62.068966,
60.91954,
59.770115,
62.068966
],
[
0.852141,
1.201525,
0.634646,
0.622472,
0.657366,
0.589987
],
[
98657,
98657,
65965,
70967,
67954,
70967
],
[
-72531,
-34334,
-72531,
-73667,
-72882,
-73667
],
[
31,
25,
36,
31,
25,
36
],
[
29,
26,
33,
29,
26,
33
],
[
32,
24,
41,
32,
24,
41
],
[
5412,
2247,
3165,
5412,
2247,
3165
],
[
65.291407,
65.291407,
79.291407,
65.291407,
65.291407,
79.291407
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
350201,
409438,
-357212,
-577066,
-578996,
-577888
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5595,
"evaluation_days": 1865,
"actual_first_datapoint_time": 1598486400000,
"first_datapoint_time": 1602576000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759618777579,
"expiration_time": 1764427680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 12,
"offset": 0,
"multiplier": 4.15343
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 143,
"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) |
|---|