| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 576500.5269 | 566942.123 | 9558.4039 | -4938.2915 | 30714.9143 | -35653.2058 |
| Total P&L (%) | 576.5005 | 566.9421 | 9.5584 | -4.9383 | 30.7149 | -35.6532 |
| Avg Daily Profit (%) | 0.2987 | 0.2937 | 0.005 | -0.0026 | 0.0139 | -0.0228 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -181321 | -85083 | -186592 | -86760 | -50182 | -65958 |
| Profit Factor | 1.3754 | 1.6872 | 1.0135 | 0.9937 | 1.0761 | 0.9071 |
| Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
| Winning Trades | 140 | 65 | 75 | 140 | 65 | 75 |
| Losing Trades | 183 | 97 | 86 | 183 | 97 | 86 |
| Profitability (%) | 43.3437 | 40.1235 | 46.5839 | 43.3437 | 40.1235 | 46.5839 |
| Ratio Avg Win / Avg Loss | 1.7979 | 2.5178 | 1.1621 | 1.2989 | 1.6058 | 1.0401 |
| Largest Winning Trade | 382006 | 382006 | 51736 | 38544 | 38544 | 17373 |
| Largest Losing Trade | -46145 | -28162 | -46145 | -62882 | -14075 | -62882 |
| Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
| Avg Bars in Winners | 48 | 40 | 56 | 48 | 40 | 56 |
| Avg Bars in Losers | 25 | 29 | 20 | 25 | 29 | 20 |
| Bars Traded | 11389 | 5442 | 5947 | 11389 | 5442 | 5947 |
| Profit Streak | 0 | 0 | 26.1879 | 0 | 0 | 26.1879 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346944 | 305547 | -557732 | -580010 | -316623 | -579133 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594108800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758904231195,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 208,
"offset": 0,
"multiplier": 2.88224
}
}
}
{
"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": [
[
576500.5268783958,
566942.1229945822,
9558.4038838138,
-4938.2915055878,
30714.9143346522,
-35653.2058402399
],
[
576.500527,
566.942123,
9.558404,
-4.938292,
30.714914,
-35.653206
],
[
0.298654,
0.293702,
0.004952,
-0.002624,
0.013877,
-0.022837
],
[
10,
10,
10,
10,
10,
10
],
[
-181321,
-85083,
-186592,
-86760,
-50182,
-65958
],
[
1.375438,
1.68717,
1.013453,
0.993729,
1.076083,
0.907103
],
[
323,
162,
161,
323,
162,
161
],
[
140,
65,
75,
140,
65,
75
],
[
183,
97,
86,
183,
97,
86
],
[
43.343653,
40.123457,
46.583851,
43.343653,
40.123457,
46.583851
],
[
1.797894,
2.517776,
1.162093,
1.298946,
1.605847,
1.040145
],
[
382006,
382006,
51736,
38544,
38544,
17373
],
[
-46145,
-28162,
-46145,
-62882,
-14075,
-62882
],
[
35,
33,
36,
35,
33,
36
],
[
48,
40,
56,
48,
40,
56
],
[
25,
29,
20,
25,
29,
20
],
[
11389,
5442,
5947,
11389,
5442,
5947
],
[
0,
0,
26.187861,
0,
0,
26.187861
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346944,
305547,
-557732,
-580010,
-316623,
-579133
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594108800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758904231195,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 208,
"offset": 0,
"multiplier": 2.88224
}
}
}
| # | 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) |
|---|