Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548732.0377 | 464191.1557 | 84540.882 | 660471.2406 | 728299.5402 | -67828.2996 |
Total P&L (%) | 548.732 | 464.1912 | 84.5409 | 660.4712 | 728.2995 | -67.8283 |
Avg Daily Profit (%) | 0.2953 | 0.2498 | 0.0455 | 0.1093 | 0.1139 | -0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127134 | -80543 | -132523 | -502236 | -417737 | -292147 |
Profit Factor | 1.601 | 2.1387 | 1.1673 | 1.2859 | 1.6401 | 0.9421 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 48.4375 | 51.5625 | 45.3125 | 48.4375 | 51.5625 | 45.3125 |
Ratio Avg Win / Avg Loss | 1.7043 | 2.0091 | 1.4088 | 1.3689 | 1.5407 | 1.1371 |
Largest Winning Trade | 132330 | 132330 | 59974 | 519060 | 519060 | 203252 |
Largest Losing Trade | -35211 | -28079 | -35211 | -228079 | -228079 | -148052 |
Avg Bars in Trades | 41 | 30 | 51 | 41 | 30 | 51 |
Avg Bars in Winners | 54 | 36 | 75 | 54 | 36 | 75 |
Avg Bars in Losers | 28 | 23 | 32 | 28 | 23 | 32 |
Bars Traded | 5260 | 1933 | 3327 | 5260 | 1933 | 3327 |
Profit Streak | 168.5587 | 180.892 | 168.5587 | 168.5587 | 180.892 | 168.5587 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468924 | -125506 | -308940 | -45580 | -175099 | -719424 |
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5574, "evaluation_days": 1858, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1601654400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759008267350, "expiration_time": 1763804736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 3.17843 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } } }
{ "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": [ [ 548732.0376680983, 464191.1556700983, 84540.8819980003, 660471.2406335757, 728299.5402344208, -67828.299600845 ], [ 548.732038, 464.191156, 84.540882, 660.471241, 728.29954, -67.8283 ], [ 0.295335, 0.249834, 0.045501, 0.109251, 0.113854, -0.061019 ], [ 10, 10, 10, 10, 10, 10 ], [ -127134, -80543, -132523, -502236, -417737, -292147 ], [ 1.601047, 2.138673, 1.167308, 1.285932, 1.640128, 0.942133 ], [ 128, 64, 64, 128, 64, 64 ], [ 62, 33, 29, 62, 33, 29 ], [ 66, 31, 35, 66, 31, 35 ], [ 48.4375, 51.5625, 45.3125, 48.4375, 51.5625, 45.3125 ], [ 1.704341, 2.009057, 1.40882, 1.368895, 1.540726, 1.137058 ], [ 132330, 132330, 59974, 519060, 519060, 203252 ], [ -35211, -28079, -35211, -228079, -228079, -148052 ], [ 41, 30, 51, 41, 30, 51 ], [ 54, 36, 75, 54, 36, 75 ], [ 28, 23, 32, 28, 23, 32 ], [ 5260, 1933, 3327, 5260, 1933, 3327 ], [ 168.55865, 180.891983, 168.55865, 168.55865, 180.891983, 168.55865 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 468924, -125506, -308940, -45580, -175099, -719424 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5574, "evaluation_days": 1858, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1601654400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759008267350, "expiration_time": 1763804736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 3.17843 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "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) |
---|