Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462139.6051 | 381872.456 | 80267.1491 | 218241.9138 | 301504.2342 | -83262.3204 |
Total P&L (%) | 462.1396 | 381.8725 | 80.2671 | 218.2419 | 301.5042 | -83.2623 |
Avg Daily Profit (%) | 0.2484 | 0.2052 | 0.0431 | 0.0622 | 0.0747 | -0.096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118937 | -111704 | -143805 | -410257 | -323633 | -399044 |
Profit Factor | 1.3626 | 1.6303 | 1.12 | 1.0802 | 1.2199 | 0.9383 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Losing Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Profitability (%) | 52.1186 | 54.2373 | 50 | 52.1186 | 54.2373 | 50 |
Ratio Avg Win / Avg Loss | 1.2518 | 1.3756 | 1.12 | 0.9924 | 1.0293 | 0.9383 |
Largest Winning Trade | 88427 | 88427 | 59569 | 208638 | 208638 | 90194 |
Largest Losing Trade | -62001 | -26495 | -62001 | -110269 | -95652 | -110269 |
Avg Bars in Trades | 22 | 18 | 26 | 22 | 18 | 26 |
Avg Bars in Winners | 24 | 18 | 31 | 24 | 18 | 31 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 5373 | 2191 | 3182 | 5373 | 2191 | 3182 |
Profit Streak | 0 | 0 | 18.7446 | 0 | 0 | 18.7446 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370378 | 368205 | -223176 | -241959 | -92978 | -580179 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 2.75562 } }, "second_band": { "type": "linreg", "factors": { "length": 59, "offset": 0 } } }
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{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5582, "evaluation_days": 1860.67, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1602806400000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759225934055, "expiration_time": 1764042048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 2.75562 } }, "second_band": { "type": "linreg", "factors": { "length": 59, "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) |
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