Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392422.5756 | 343978.7231 | 48443.8525 | -7554.8104 | 214766.0475 | -222320.8579 |
Total P&L (%) | 392.4226 | 343.9787 | 48.4439 | -7.5548 | 214.766 | -222.3209 |
Avg Daily Profit (%) | 0.2101 | 0.1841 | 0.0259 | -0.0042 | 0.0614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175010 | -133108 | -132613 | -393589 | -285184 | -290829 |
Profit Factor | 1.4589 | 2.0223 | 1.0934 | 0.9953 | 1.3298 | 0.7661 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 47.2727 | 49.0909 | 45.4545 | 47.2727 | 49.0909 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.6272 | 2.0972 | 1.3121 | 1.1101 | 1.3791 | 0.9194 |
Largest Winning Trade | 138197 | 138197 | 64405 | 241903 | 241903 | 113360 |
Largest Losing Trade | -78079 | -35651 | -78079 | -155444 | -102832 | -155444 |
Avg Bars in Trades | 31 | 31 | 32 | 31 | 31 | 32 |
Avg Bars in Winners | 43 | 41 | 45 | 43 | 41 | 45 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 3519 | 1719 | 1800 | 3519 | 1719 | 1800 |
Profit Streak | 0 | 0 | 55.7086 | 0 | 0 | 55.7086 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327775 | -169080 | -458751 | -579879 | -291078 | -762039 |
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{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 21 } }, "second_band": { "type": "supertrend", "factors": { "length": 120, "offset": 0, "multiplier": 2.59184 } } }
{ "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": [ [ 392422.5756359681, 343978.7231161025, 48443.8525198656, -7554.8103948722, 214766.047459399, -222320.857854271 ], [ 392.422576, 343.978723, 48.443853, -7.55481, 214.766047, -222.320858 ], [ 0.210076, 0.184143, 0.025934, -0.004205, 0.061403, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -175010, -133108, -132613, -393589, -285184, -290829 ], [ 1.45888, 2.02227, 1.093397, 0.995284, 1.329837, 0.766142 ], [ 110, 55, 55, 110, 55, 55 ], [ 52, 27, 25, 52, 27, 25 ], [ 58, 28, 30, 58, 28, 30 ], [ 47.272727, 49.090909, 45.454545, 47.272727, 49.090909, 45.454545 ], [ 1.627212, 2.097169, 1.312076, 1.110124, 1.37909, 0.919371 ], [ 138197, 138197, 64405, 241903, 241903, 113360 ], [ -78079, -35651, -78079, -155444, -102832, -155444 ], [ 31, 31, 32, 31, 31, 32 ], [ 43, 41, 45, 43, 41, 45 ], [ 21, 21, 22, 21, 21, 22 ], [ 3519, 1719, 1800, 3519, 1719, 1800 ], [ 0, 0, 55.708587, 0, 0, 55.708587 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327775, -169080, -458751, -579879, -291078, -762039 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3736, "evaluation_days": 1868, "actual_first_datapoint_time": 1598486400000, "first_datapoint_time": 1603670400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759856421943, "expiration_time": 1764680256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 21 } }, "second_band": { "type": "supertrend", "factors": { "length": 120, "offset": 0, "multiplier": 2.59184 } } }
# | 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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