Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375945.8279 | 393984.0422 | -18038.2143 | -74908.8674 | -8522.9459 | -66385.9216 |
Total P&L (%) | 375.9458 | 393.984 | -18.0382 | -74.9089 | -8.5229 | -66.3859 |
Avg Daily Profit (%) | 0.1947 | 0.2041 | -0.0093 | -0.0716 | -0.0046 | -0.0565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193998 | -74661 | -179078 | -157305 | -62418 | -112374 |
Profit Factor | 1.4919 | 2.084 | 0.955 | 0.8053 | 0.9548 | 0.6614 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 44.7059 | 41.8605 | 47.619 | 44.7059 | 41.8605 | 47.619 |
Ratio Avg Win / Avg Loss | 1.8453 | 2.8944 | 1.0505 | 0.9961 | 1.3262 | 0.7276 |
Largest Winning Trade | 353123 | 353123 | 54325 | 52352 | 52352 | 21837 |
Largest Losing Trade | -85127 | -40578 | -85127 | -83672 | -50006 | -83672 |
Avg Bars in Trades | 87 | 55 | 120 | 87 | 55 | 120 |
Avg Bars in Winners | 130 | 80 | 176 | 130 | 80 | 176 |
Avg Bars in Losers | 53 | 38 | 70 | 53 | 38 | 70 |
Bars Traded | 7479 | 2404 | 5075 | 7479 | 2404 | 5075 |
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 | 292038 | 306137 | -579993 | -582609 | -582225 | -581660 |
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{ "first_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 210, "offset": 0, "multiplier": 2.67909 } } }
{ "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": [ [ 375945.8278925307, 393984.0422353176, -18038.2143427866, -74908.8674419219, -8522.9458792026, -66385.9215627194 ], [ 375.945828, 393.984042, -18.038214, -74.908867, -8.522946, -66.385922 ], [ 0.19474, 0.204084, -0.009344, -0.071596, -0.004614, -0.056458 ], [ 10, 10, 10, 10, 10, 10 ], [ -193998, -74661, -179078, -157305, -62418, -112374 ], [ 1.491915, 2.084003, 0.954994, 0.805333, 0.954842, 0.661414 ], [ 85, 43, 42, 85, 43, 42 ], [ 38, 18, 20, 38, 18, 20 ], [ 47, 25, 22, 47, 25, 22 ], [ 44.705882, 41.860465, 47.619048, 44.705882, 41.860465, 47.619048 ], [ 1.845263, 2.894448, 1.050494, 0.996069, 1.32617, 0.727555 ], [ 353123, 353123, 54325, 52352, 52352, 21837 ], [ -85127, -40578, -85127, -83672, -50006, -83672 ], [ 87, 55, 120, 87, 55, 120 ], [ 130, 80, 176, 130, 80, 176 ], [ 53, 38, 70, 53, 38, 70 ], [ 7479, 2404, 5075, 7479, 2404, 5075 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 292038, 306137, -579993, -582609, -582225, -581660 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7722, "evaluation_days": 1930.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596866400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759032724755, "expiration_time": 1763719056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 210, "offset": 0, "multiplier": 2.67909 } } }
# | 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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