| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 225581.7493 | 362258.1976 | -136676.4483 | -94524.4362 | 151542.6351 | -246067.0713 |
| Total P&L (%) | 225.5817 | 362.2582 | -136.6764 | -94.5244 | 151.5426 | -246.0671 |
| Avg Daily Profit (%) | 0.1166 | 0.1873 | -0.0707 | -0.1501 | 0.0477 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -244693 | -168197 | -275112 | -400996 | -157883 | -400032 |
| Profit Factor | 1.1017 | 1.3151 | 0.8722 | 0.9429 | 1.1844 | 0.7051 |
| Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
| Winning Trades | 247 | 123 | 124 | 247 | 123 | 124 |
| Losing Trades | 233 | 117 | 116 | 233 | 117 | 116 |
| Profitability (%) | 51.4583 | 51.25 | 51.6667 | 51.4583 | 51.25 | 51.6667 |
| Ratio Avg Win / Avg Loss | 1.0392 | 1.2509 | 0.8159 | 0.8895 | 1.1267 | 0.6596 |
| Largest Winning Trade | 125600 | 125600 | 27379 | 97852 | 97852 | 81882 |
| Largest Losing Trade | -52068 | -52068 | -43728 | -171281 | -116756 | -171281 |
| Avg Bars in Trades | 23 | 31 | 16 | 23 | 31 | 16 |
| Avg Bars in Winners | 24 | 28 | 20 | 24 | 28 | 20 |
| Avg Bars in Losers | 23 | 34 | 12 | 23 | 34 | 12 |
| Bars Traded | 11499 | 7539 | 3960 | 11499 | 7539 | 3960 |
| Profit Streak | 6.4311 | 0 | 46.0978 | 6.4311 | 0 | 46.0978 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -142337 | 307826 | -578092 | -577111 | -145989 | -578092 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11606,
"evaluation_days": 1934.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592596800000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759069250622,
"expiration_time": 1764074592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 45,
"offset": 0,
"multiplier": 3.34881
}
}
} {
"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": [
[
225581.7493410059,
362258.1976072003,
-136676.4482661946,
-94524.4362194998,
151542.6350570798,
-246067.0712765796
],
[
225.581749,
362.258198,
-136.676448,
-94.524436,
151.542635,
-246.067071
],
[
0.11662,
0.187278,
-0.070658,
-0.150062,
0.047699,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-244693,
-168197,
-275112,
-400996,
-157883,
-400032
],
[
1.101669,
1.31509,
0.872156,
0.942924,
1.184439,
0.705118
],
[
480,
240,
240,
480,
240,
240
],
[
247,
123,
124,
247,
123,
124
],
[
233,
117,
116,
233,
117,
116
],
[
51.458333,
51.25,
51.666667,
51.458333,
51.25,
51.666667
],
[
1.039226,
1.25094,
0.815888,
0.889478,
1.126661,
0.659627
],
[
125600,
125600,
27379,
97852,
97852,
81882
],
[
-52068,
-52068,
-43728,
-171281,
-116756,
-171281
],
[
23,
31,
16,
23,
31,
16
],
[
24,
28,
20,
24,
28,
20
],
[
23,
34,
12,
23,
34,
12
],
[
11499,
7539,
3960,
11499,
7539,
3960
],
[
6.431141,
0,
46.097808,
6.431141,
0,
46.097808
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142337,
307826,
-578092,
-577111,
-145989,
-578092
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11606,
"evaluation_days": 1934.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592596800000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759069250622,
"expiration_time": 1764074592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 45,
"offset": 0,
"multiplier": 3.34881
}
}
}
| # | 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) |
|---|