Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396939.6293 | 362131.0476 | 34808.5816 | -5533.3973 | -36111.5547 | 30578.1574 |
Total P&L (%) | 396.9396 | 362.131 | 34.8086 | -5.5334 | -36.1116 | 30.5782 |
Avg Daily Profit (%) | 0.2125 | 0.1939 | 0.0186 | -0.003 | -0.024 | 0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98024 | -83002 | -179796 | -318695 | -291420 | -246694 |
Profit Factor | 1.2916 | 1.6135 | 1.0451 | 0.9971 | 0.9643 | 1.0337 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Losing Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Profitability (%) | 58.5153 | 60.5263 | 56.5217 | 58.5153 | 60.5263 | 56.5217 |
Ratio Avg Win / Avg Loss | 0.9157 | 1.0523 | 0.804 | 0.7069 | 0.6289 | 0.7951 |
Largest Winning Trade | 64557 | 64557 | 55828 | 79494 | 79494 | 77578 |
Largest Losing Trade | -56855 | -37172 | -56855 | -130106 | -130106 | -84451 |
Avg Bars in Trades | 31 | 27 | 36 | 31 | 27 | 36 |
Avg Bars in Winners | 26 | 20 | 33 | 26 | 20 | 33 |
Avg Bars in Losers | 39 | 38 | 39 | 39 | 38 | 39 |
Bars Traded | 7308 | 3168 | 4140 | 7308 | 3168 | 4140 |
Profit Streak | 49.2409 | 0 | 59.7409 | 49.2409 | 0 | 59.7409 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322539 | 392522 | -341606 | -577912 | -579386 | -360389 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 4.7587 } }, "second_band": { "type": "ssf", "factors": { "length": 104, "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": [ [ 396939.629276328, 362131.0476454015, 34808.5816309265, -5533.397284218, -36111.5547108523, 30578.1574266341 ], [ 396.939629, 362.131048, 34.808582, -5.533397, -36.111555, 30.578157 ], [ 0.212523, 0.193886, 0.018637, -0.003048, -0.023985, 0.014286 ], [ 10, 10, 10, 10, 10, 10 ], [ -98024, -83002, -179796, -318695, -291420, -246694 ], [ 1.291577, 1.613541, 1.04514, 0.997118, 0.964319, 1.03368 ], [ 229, 114, 115, 229, 114, 115 ], [ 134, 69, 65, 134, 69, 65 ], [ 95, 45, 50, 95, 45, 50 ], [ 58.515284, 60.526316, 56.521739, 58.515284, 60.526316, 56.521739 ], [ 0.91567, 1.052309, 0.803954, 0.706912, 0.628903, 0.795138 ], [ 64557, 64557, 55828, 79494, 79494, 77578 ], [ -56855, -37172, -56855, -130106, -130106, -84451 ], [ 31, 27, 36, 31, 27, 36 ], [ 26, 20, 33, 26, 20, 33 ], [ 39, 38, 39, 39, 38, 39 ], [ 7308, 3168, 4140, 7308, 3168, 4140 ], [ 49.24092, 0, 59.74092, 49.24092, 0, 59.74092 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322539, 392522, -341606, -577912, -579386, -360389 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7471, "evaluation_days": 1867.75, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1599004800000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759880815524, "expiration_time": 1764701208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 4.7587 } }, "second_band": { "type": "ssf", "factors": { "length": 104, "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) |
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