| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 461596.2976 | 388259.438 | 73336.8596 | 316118.9429 | 219045.0696 | 97073.8734 |
| Total P&L (%) | 461.5963 | 388.2594 | 73.3369 | 316.1189 | 219.0451 | 97.0739 |
| Avg Daily Profit (%) | 0.2391 | 0.2011 | 0.038 | 0.0739 | 0.0601 | 0.0351 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -81641 | -107431 | -89579 | -405671 | -533812 | -293462 |
| Profit Factor | 1.4852 | 1.7766 | 1.1625 | 1.0817 | 1.1066 | 1.0535 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
| Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
| Profitability (%) | 46.0526 | 44.7368 | 47.3684 | 46.0526 | 44.7368 | 47.3684 |
| Ratio Avg Win / Avg Loss | 1.7398 | 2.1946 | 1.2916 | 1.2671 | 1.367 | 1.1705 |
| Largest Winning Trade | 124265 | 124265 | 46536 | 253854 | 206450 | 253854 |
| Largest Losing Trade | -33112 | -33112 | -29189 | -206885 | -121451 | -206885 |
| Avg Bars in Trades | 49 | 39 | 60 | 49 | 39 | 60 |
| Avg Bars in Winners | 69 | 44 | 94 | 69 | 44 | 94 |
| Avg Bars in Losers | 32 | 34 | 29 | 32 | 34 | 29 |
| Bars Traded | 7536 | 2966 | 4570 | 7536 | 2966 | 4570 |
| 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 | 343571 | -40505 | -234441 | -225695 | -267378 | -358134 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7722,
"evaluation_days": 1930.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594382400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758867076891,
"expiration_time": 1763719056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 98,
"offset": 0,
"multiplier": 3.43181
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 114,
"offset": 0
}
}
}
{
"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": [
[
461596.2976135939,
388259.4380443125,
73336.8595692816,
316118.9429432354,
219045.0695660107,
97073.8733772247
],
[
461.596298,
388.259438,
73.33686,
316.118943,
219.04507,
97.073873
],
[
0.239107,
0.201119,
0.037989,
0.073884,
0.060115,
0.035148
],
[
10,
10,
10,
10,
10,
10
],
[
-81641,
-107431,
-89579,
-405671,
-533812,
-293462
],
[
1.485218,
1.776611,
1.162474,
1.081695,
1.106642,
1.05347
],
[
152,
76,
76,
152,
76,
76
],
[
70,
34,
36,
70,
34,
36
],
[
82,
42,
40,
82,
42,
40
],
[
46.052632,
44.736842,
47.368421,
46.052632,
44.736842,
47.368421
],
[
1.739826,
2.194637,
1.291637,
1.267128,
1.367028,
1.170522
],
[
124265,
124265,
46536,
253854,
206450,
253854
],
[
-33112,
-33112,
-29189,
-206885,
-121451,
-206885
],
[
49,
39,
60,
49,
39,
60
],
[
69,
44,
94,
69,
44,
94
],
[
32,
34,
29,
32,
34,
29
],
[
7536,
2966,
4570,
7536,
2966,
4570
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343571,
-40505,
-234441,
-225695,
-267378,
-358134
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7722,
"evaluation_days": 1930.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594382400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758867076891,
"expiration_time": 1763719056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 98,
"offset": 0,
"multiplier": 3.43181
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 114,
"offset": 0
}
}
}
| # | 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) |
|---|