Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433477.4497 | 436086.1286 | -2608.679 | -66059.7038 | 70512.8837 | -136572.5874 |
Total P&L (%) | 433.4775 | 436.0861 | -2.6087 | -66.0597 | 70.5129 | -136.5726 |
Avg Daily Profit (%) | 0.2332 | 0.2346 | -0.0014 | -0.0581 | 0.0287 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207478 | -185385 | -99501 | -240086 | -132109 | -115962 |
Profit Factor | 1.6463 | 2.0996 | 0.9905 | 0.8251 | 1.3572 | 0.2421 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 51.5625 | 46.875 | 56.25 | 51.5625 | 46.875 | 56.25 |
Ratio Avg Win / Avg Loss | 1.5466 | 2.3795 | 0.7704 | 0.7751 | 1.5381 | 0.1883 |
Largest Winning Trade | 330847 | 330847 | 38637 | 187579 | 187579 | 6111 |
Largest Losing Trade | -64521 | -64521 | -61875 | -96529 | -96529 | -57994 |
Avg Bars in Trades | 54 | 87 | 21 | 54 | 87 | 21 |
Avg Bars in Winners | 51 | 78 | 29 | 51 | 78 | 29 |
Avg Bars in Losers | 57 | 94 | 12 | 57 | 94 | 12 |
Bars Traded | 3498 | 2796 | 702 | 3498 | 2796 | 702 |
Profit Streak | 65.2236 | 65.2236 | 73.7236 | 65.2236 | 65.2236 | 73.7236 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130890 | 403928 | -578756 | -722690 | -153670 | -578756 |
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1859, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1604966400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759080116187, "expiration_time": 1763879328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 3.85092 } } }
{ "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": [ [ 433477.4496580641, 436086.1286338005, -2608.6789757365, -66059.7037846357, 70512.8836574705, -136572.5874421064 ], [ 433.47745, 436.086129, -2.608679, -66.059704, 70.512884, -136.572587 ], [ 0.233178, 0.234581, -0.001403, -0.058109, 0.02871, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -207478, -185385, -99501, -240086, -132109, -115962 ], [ 1.646328, 2.099563, 0.990482, 0.825061, 1.357179, 0.2421 ], [ 64, 32, 32, 64, 32, 32 ], [ 33, 15, 18, 33, 15, 18 ], [ 31, 17, 14, 31, 17, 14 ], [ 51.5625, 46.875, 56.25, 51.5625, 46.875, 56.25 ], [ 1.54655, 2.379505, 0.770375, 0.775057, 1.538136, 0.1883 ], [ 330847, 330847, 38637, 187579, 187579, 6111 ], [ -64521, -64521, -61875, -96529, -96529, -57994 ], [ 54, 87, 21, 54, 87, 21 ], [ 51, 78, 29, 51, 78, 29 ], [ 57, 94, 12, 57, 94, 12 ], [ 3498, 2796, 702, 3498, 2796, 702 ], [ 65.223567, 65.223567, 73.723567, 65.223567, 65.223567, 73.723567 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -130890, 403928, -578756, -722690, -153670, -578756 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1859, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1604966400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759080116187, "expiration_time": 1763879328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 3.85092 } } }
# | 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) |
---|