Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9462.1518 | 371406.6182 | -380868.77 | -100008.5138 | 1031.2852 | -101039.799 |
Total P&L (%) | -9.4622 | 371.4066 | -380.8688 | -100.0085 | 1.0313 | -101.0398 |
Avg Daily Profit (%) | -0.0049 | 0.1918 | -0.1967 | 0 | 0.0005 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -420838 | -276435 | -406790 | -101343 | -22485 | -84982 |
Profit Factor | 0.9945 | 1.444 | 0.5689 | 0.5335 | 1.0162 | 0.3292 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 102 | 55 | 47 | 118 | 56 | 62 |
Losing Trades | 126 | 59 | 67 | 110 | 58 | 52 |
Profitability (%) | 44.7368 | 48.2456 | 41.2281 | 51.7544 | 49.1228 | 54.386 |
Ratio Avg Win / Avg Loss | 1.2285 | 1.549 | 0.8109 | 0.4973 | 1.0525 | 0.2761 |
Largest Winning Trade | 612925 | 612925 | 26435 | 15545 | 14017 | 15545 |
Largest Losing Trade | -109693 | -63467 | -109693 | -36081 | -22485 | -36081 |
Avg Bars in Trades | 16 | 21 | 10 | 16 | 21 | 10 |
Avg Bars in Winners | 18 | 20 | 15 | 14 | 21 | 7 |
Avg Bars in Losers | 14 | 23 | 6 | 18 | 22 | 14 |
Bars Traded | 3708 | 2491 | 1217 | 3708 | 2491 | 1217 |
Profit Streak | 25.4068 | 0 | 29.9068 | 0 | 30.4068 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579144 | 322929 | -583622 | -579079 | -560388 | -580182 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3873, "evaluation_days": 1936.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1596672000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759225548150, "expiration_time": 1764209808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 17, "offset": 0, "std": 1.69515 } }, "second_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 2.06032 } } }
{ "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": [ [ -9462.151751734, 371406.6182492615, -380868.7700009957, -100008.5137567659, 1031.2851933151, -101039.798950081 ], [ -9.462152, 371.406618, -380.86877, -100.008514, 1.031285, -101.039799 ], [ -0.004886, 0.191793, -0.196679, 0, 0.00053, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -420838, -276435, -406790, -101343, -22485, -84982 ], [ 0.994499, 1.443984, 0.568862, 0.533515, 1.016173, 0.329173 ], [ 228, 114, 114, 228, 114, 114 ], [ 102, 55, 47, 118, 56, 62 ], [ 126, 59, 67, 110, 58, 52 ], [ 44.736842, 48.245614, 41.22807, 51.754386, 49.122807, 54.385965 ], [ 1.228498, 1.549001, 0.810932, 0.497344, 1.052464, 0.276081 ], [ 612925, 612925, 26435, 15545, 14017, 15545 ], [ -109693, -63467, -109693, -36081, -22485, -36081 ], [ 16, 21, 10, 16, 21, 10 ], [ 18, 20, 15, 14, 21, 7 ], [ 14, 23, 6, 18, 22, 14 ], [ 3708, 2491, 1217, 3708, 2491, 1217 ], [ 25.406807, 0, 29.906807, 0, 30.406807, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579144, 322929, -583622, -579079, -560388, -580182 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3873, "evaluation_days": 1936.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1596672000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759225548150, "expiration_time": 1764209808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 17, "offset": 0, "std": 1.69515 } }, "second_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 2.06032 } } }
# | 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) |
---|