Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167601.1397 | 149938.4951 | 17662.6446 | -63180.4833 | 682189.4722 | -745369.9555 |
Total P&L (%) | 167.6011 | 149.9385 | 17.6626 | -63.1805 | 682.1895 | -745.37 |
Avg Daily Profit (%) | 0.3218 | 0.2879 | 0.0339 | -0.1917 | 0.3957 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136570 | -80504 | -108662 | -1075048 | -127529 | -1009490 |
Profit Factor | 1.0931 | 1.1825 | 1.018 | 0.9858 | 1.4292 | 0.7388 |
Total Trades | 1274 | 637 | 637 | 1274 | 637 | 637 |
Winning Trades | 698 | 346 | 352 | 698 | 346 | 352 |
Losing Trades | 576 | 291 | 285 | 576 | 291 | 285 |
Profitability (%) | 54.7881 | 54.3171 | 55.259 | 54.7881 | 54.3171 | 55.259 |
Ratio Avg Win / Avg Loss | 0.902 | 0.9945 | 0.8243 | 0.8135 | 1.202 | 0.5981 |
Largest Winning Trade | 28520 | 28520 | 17325 | 94294 | 84798 | 94294 |
Largest Losing Trade | -92865 | -16612 | -92865 | -874405 | -67577 | -874405 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Losers | 23 | 21 | 24 | 23 | 21 | 24 |
Bars Traded | 24809 | 11184 | 13625 | 24809 | 11184 | 13625 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104365 | -10067 | -355224 | -573987 | 490500 | -577615 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 3.21557 } }, "second_band": { "type": "t3", "factors": { "length": 22, "offset": 0, "a": 0.38947 } } }
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{ "trading_pair": "RSR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714222800000, "first_datapoint_time": 1714492800000, "last_datapoint_time": 1759221000000, "evaluation_time": 1759221150544, "expiration_time": 1765701000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 3.21557 } }, "second_band": { "type": "t3", "factors": { "length": 22, "offset": 0, "a": 0.38947 } } }
# | 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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