Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388391.9488 | 366830.4584 | 21561.4904 | -43707.9528 | 16152.4578 | -59860.4106 |
Total P&L (%) | 388.3919 | 366.8305 | 21.5615 | -43.708 | 16.1525 | -59.8604 |
Avg Daily Profit (%) | 0.2079 | 0.1964 | 0.0115 | -0.0308 | 0.008 | -0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143308 | -156608 | -51803 | -439263 | -463171 | -132051 |
Profit Factor | 1.2472 | 1.3245 | 1.0489 | 0.9785 | 1.011 | 0.8926 |
Total Trades | 471 | 235 | 236 | 471 | 235 | 236 |
Winning Trades | 228 | 99 | 129 | 228 | 99 | 129 |
Losing Trades | 243 | 136 | 107 | 243 | 136 | 107 |
Profitability (%) | 48.4076 | 42.1277 | 54.661 | 48.4076 | 42.1277 | 54.661 |
Ratio Avg Win / Avg Loss | 1.3292 | 1.8195 | 0.87 | 1.0429 | 1.3888 | 0.7403 |
Largest Winning Trade | 179182 | 179182 | 12077 | 165928 | 165928 | 21633 |
Largest Losing Trade | -41561 | -41561 | -16439 | -126418 | -126418 | -40410 |
Avg Bars in Trades | 47 | 86 | 7 | 47 | 86 | 7 |
Avg Bars in Winners | 56 | 119 | 7 | 56 | 119 | 7 |
Avg Bars in Losers | 38 | 62 | 7 | 38 | 62 | 7 |
Bars Traded | 22154 | 20371 | 1783 | 22154 | 20371 | 1783 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334510 | 235707 | -350089 | -577269 | -402429 | -579216 |
{ "trading_pair": "RSR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22418, "evaluation_days": 1868.17, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1599271200000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759961244868, "expiration_time": 1765764345600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 3.06852 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.40086 } } }
{ "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": [ [ 388391.9488188776, 366830.4584249187, 21561.4903939594, -43707.952801573, 16152.4578195022, -59860.4106210751 ], [ 388.391949, 366.830458, 21.56149, -43.707953, 16.152458, -59.860411 ], [ 0.2079, 0.196358, 0.011542, -0.030754, 0.008015, -0.048849 ], [ 10, 10, 10, 10, 10, 10 ], [ -143308, -156608, -51803, -439263, -463171, -132051 ], [ 1.247196, 1.324512, 1.048916, 0.978476, 1.010962, 0.892567 ], [ 471, 235, 236, 471, 235, 236 ], [ 228, 99, 129, 228, 99, 129 ], [ 243, 136, 107, 243, 136, 107 ], [ 48.407643, 42.12766, 54.661017, 48.407643, 42.12766, 54.661017 ], [ 1.329248, 1.819532, 0.870031, 1.04285, 1.388796, 0.740346 ], [ 179182, 179182, 12077, 165928, 165928, 21633 ], [ -41561, -41561, -16439, -126418, -126418, -40410 ], [ 47, 86, 7, 47, 86, 7 ], [ 56, 119, 7, 56, 119, 7 ], [ 38, 62, 7, 38, 62, 7 ], [ 22154, 20371, 1783, 22154, 20371, 1783 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334510, 235707, -350089, -577269, -402429, -579216 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22418, "evaluation_days": 1868.17, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1599271200000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759961244868, "expiration_time": 1765764345600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 106, "offset": 0, "multiplier": 3.06852 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.40086 } } }
# | 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) |
---|