Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501059.8531 | 405395.8028 | 95664.0503 | 176648.9884 | 147263.0115 | 29385.9769 |
Total P&L (%) | 501.0599 | 405.3958 | 95.6641 | 176.649 | 147.263 | 29.386 |
Avg Daily Profit (%) | 0.2674 | 0.2164 | 0.0511 | 0.0543 | 0.0483 | 0.0138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127277 | -174358 | -26273 | -397955 | -417797 | -167744 |
Profit Factor | 2.0548 | 1.9982 | 2.3889 | 1.1221 | 1.1239 | 1.1136 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 59.0164 | 56.6667 | 61.2903 | 59.0164 | 56.6667 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.427 | 1.528 | 1.5088 | 0.7792 | 0.8595 | 0.7033 |
Largest Winning Trade | 159874 | 159874 | 31489 | 266799 | 266799 | 37344 |
Largest Losing Trade | -73241 | -73241 | -26273 | -252226 | -252226 | -167744 |
Avg Bars in Trades | 100 | 195 | 7 | 100 | 195 | 7 |
Avg Bars in Winners | 59 | 112 | 10 | 59 | 112 | 10 |
Avg Bars in Losers | 159 | 303 | 3 | 159 | 303 | 3 |
Bars Traded | 6106 | 5860 | 246 | 6106 | 5860 | 246 |
Profit Streak | 232.3119 | 0 | 311.5619 | 232.3119 | 0 | 311.5619 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152831 | 445473 | -117893 | -372536 | -213437 | -272622 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 2.79213 } }, "second_band": { "type": "bbu", "factors": { "length": 85, "offset": 0, "std": 2.24929 } } }
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{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7495, "evaluation_days": 1873.75, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1601748000000, "last_datapoint_time": 1760378400000, "evaluation_time": 1760383750800, "expiration_time": 1765235160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 197, "offset": 0, "multiplier": 2.79213 } }, "second_band": { "type": "bbu", "factors": { "length": 85, "offset": 0, "std": 2.24929 } } }
# | 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) |
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