Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466016.3819 | 336345.0451 | 129671.3368 | 472972.0712 | 437325.2317 | 35646.8396 |
Total P&L (%) | 466.0164 | 336.345 | 129.6713 | 472.9721 | 437.3252 | 35.6468 |
Avg Daily Profit (%) | 0.2503 | 0.1806 | 0.0696 | 0.0938 | 0.0903 | 0.0164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131905 | -76194 | -83844 | -737343 | -668869 | -639718 |
Profit Factor | 1.7179 | 1.8787 | 1.4868 | 1.1194 | 1.1913 | 1.0213 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 55.1724 | 56.8182 | 53.4884 | 55.1724 | 56.8182 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.3958 | 1.4278 | 1.2929 | 0.9095 | 0.9054 | 0.8881 |
Largest Winning Trade | 100384 | 100384 | 47110 | 444523 | 444523 | 253031 |
Largest Losing Trade | -54884 | -53716 | -54884 | -487015 | -346776 | -487015 |
Avg Bars in Trades | 40 | 54 | 27 | 40 | 54 | 27 |
Avg Bars in Winners | 51 | 67 | 34 | 51 | 67 | 34 |
Avg Bars in Losers | 27 | 36 | 19 | 27 | 36 | 19 |
Bars Traded | 3552 | 2376 | 1176 | 3552 | 2376 | 1176 |
Profit Streak | 0 | 0 | 49.6545 | 0 | 0 | 49.6545 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399538 | 390699 | -97381 | -157648 | -83178 | -371002 |
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3724, "evaluation_days": 1862, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1604966400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759333351714, "expiration_time": 1764146304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 192, "offset": 0, "multiplier": 4.28322 } } }
{ "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": [ [ 466016.3818922223, 336345.0450839084, 129671.3368083138, 472972.0712222939, 437325.2316521499, 35646.8395701436 ], [ 466.016382, 336.345045, 129.671337, 472.972071, 437.325232, 35.64684 ], [ 0.250277, 0.180636, 0.069641, 0.093796, 0.090343, 0.016375 ], [ 10, 10, 10, 10, 10, 10 ], [ -131905, -76194, -83844, -737343, -668869, -639718 ], [ 1.71787, 1.878658, 1.486807, 1.119443, 1.191293, 1.021299 ], [ 87, 44, 43, 87, 44, 43 ], [ 48, 25, 23, 48, 25, 23 ], [ 39, 19, 20, 39, 19, 20 ], [ 55.172414, 56.818182, 53.488372, 55.172414, 56.818182, 53.488372 ], [ 1.39577, 1.42778, 1.292876, 0.909548, 0.905383, 0.888086 ], [ 100384, 100384, 47110, 444523, 444523, 253031 ], [ -54884, -53716, -54884, -487015, -346776, -487015 ], [ 40, 54, 27, 40, 54, 27 ], [ 51, 67, 34, 51, 67, 34 ], [ 27, 36, 19, 27, 36, 19 ], [ 3552, 2376, 1176, 3552, 2376, 1176 ], [ 0, 0, 49.654534, 0, 0, 49.654534 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399538, 390699, -97381, -157648, -83178, -371002 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3724, "evaluation_days": 1862, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1604966400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759333351714, "expiration_time": 1764146304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 192, "offset": 0, "multiplier": 4.28322 } } }
# | 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) |
---|