Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 864884.9649 | 945143.7942 | -80258.8293 | -82118.1338 | 44879.5632 | -126997.6969 |
Total P&L (%) | 864.885 | 945.1438 | -80.2588 | -82.1181 | 44.8796 | -126.9977 |
Avg Daily Profit (%) | 0.4482 | 0.4898 | -0.0416 | -0.0892 | 0.0192 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -307490 | -238123 | -78751 | -1738344 | -1626672 | -133320 |
Profit Factor | 2.3166 | 2.7404 | 0.2948 | 0.9655 | 1.0207 | 0.3825 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 35.1064 | 40.4255 | 29.7872 | 35.1064 | 40.4255 | 29.7872 |
Ratio Avg Win / Avg Loss | 4.2823 | 4.0384 | 0.695 | 1.7847 | 1.5041 | 0.9016 |
Largest Winning Trade | 855791 | 855791 | 6806 | 1572399 | 1572399 | 22020 |
Largest Losing Trade | -64481 | -64481 | -20178 | -1111557 | -1111557 | -37118 |
Avg Bars in Trades | 223 | 442 | 4 | 223 | 442 | 4 |
Avg Bars in Winners | 370 | 641 | 3 | 370 | 641 | 3 |
Avg Bars in Losers | 144 | 307 | 5 | 144 | 307 | 5 |
Bars Traded | 21027 | 20800 | 227 | 21027 | 20800 | 227 |
Profit Streak | 170.8771 | 0 | 193.5438 | 170.8771 | 0 | 193.5438 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345974 | 435642 | -588159 | -582960 | -369313 | -588159 |
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 2.61386 } } }
{ "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": [ [ 864884.9648892928, 945143.7942095035, -80258.8293202101, -82118.1337512159, 44879.5631861151, -126997.6969373309 ], [ 864.884965, 945.143794, -80.258829, -82.118134, 44.879563, -126.997697 ], [ 0.448185, 0.489775, -0.04159, -0.089163, 0.019213, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -307490, -238123, -78751, -1738344, -1626672, -133320 ], [ 2.316641, 2.740372, 0.294846, 0.965471, 1.020657, 0.382499 ], [ 94, 47, 47, 94, 47, 47 ], [ 33, 19, 14, 33, 19, 14 ], [ 61, 28, 33, 61, 28, 33 ], [ 35.106383, 40.425532, 29.787234, 35.106383, 40.425532, 29.787234 ], [ 4.282276, 4.038443, 0.694993, 1.784659, 1.504126, 0.901604 ], [ 855791, 855791, 6806, 1572399, 1572399, 22020 ], [ -64481, -64481, -20178, -1111557, -1111557, -37118 ], [ 223, 442, 4, 223, 442, 4 ], [ 370, 641, 3, 370, 641, 3 ], [ 144, 307, 5, 144, 307, 5 ], [ 21027, 20800, 227, 21027, 20800, 227 ], [ 170.877147, 0, 193.543813, 170.877147, 0, 193.543813 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345974, 435642, -588159, -582960, -369313, -588159 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592582400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758790985482, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 2.61386 } } }
# | 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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