| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 808882.1238 | 728708.2207 | 80173.9032 | 399827.2896 | -560844.565 | 960671.8546 |
| Total P&L (%) | 808.8821 | 728.7082 | 80.1739 | 399.8273 | -560.8446 | 960.6719 |
| Avg Daily Profit (%) | 0.4161 | 0.3749 | 0.0412 | 0.0828 | 0 | 0.1216 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149433 | -161527 | -24599 | -5537925 | -6083748 | -452121 |
| Profit Factor | 2.3178 | 2.4488 | 1.7233 | 1.037 | 0.9406 | 1.6987 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
| Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
| Profitability (%) | 61.4865 | 55.4054 | 67.5676 | 61.4865 | 55.4054 | 67.5676 |
| Ratio Avg Win / Avg Loss | 1.4518 | 1.971 | 0.8272 | 0.6495 | 0.757 | 0.8154 |
| Largest Winning Trade | 461126 | 461126 | 11963 | 4796309 | 4796309 | 283710 |
| Largest Losing Trade | -58830 | -58830 | -23331 | -3252675 | -3252675 | -423698 |
| Avg Bars in Trades | 74 | 141 | 7 | 74 | 141 | 7 |
| Avg Bars in Winners | 49 | 100 | 7 | 49 | 100 | 7 |
| Avg Bars in Losers | 113 | 191 | 6 | 113 | 191 | 6 |
| Bars Traded | 10972 | 10437 | 535 | 10972 | 10437 | 535 |
| Profit Streak | 102.9628 | 102.9628 | 170.4628 | 102.9628 | 102.9628 | 170.4628 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 591232 | -48720 | -197570 | -260676 | -643696 | -90124 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11664,
"evaluation_days": 1944,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593244800000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759907182554,
"expiration_time": 1764934848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 19,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 90,
"offset": 0,
"multiplier": 3.49318
}
}
} {
"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": [
[
808882.1238393489,
728708.2206592263,
80173.9031801228,
399827.2895560744,
-560844.5650032832,
960671.8545593582
],
[
808.882124,
728.708221,
80.173903,
399.82729,
-560.844565,
960.671855
],
[
0.416092,
0.37485,
0.041242,
0.082807,
0,
0.12155
],
[
10,
10,
10,
10,
10,
10
],
[
-149433,
-161527,
-24599,
-5537925,
-6083748,
-452121
],
[
2.317812,
2.448848,
1.723267,
1.03698,
0.940571,
1.698723
],
[
148,
74,
74,
148,
74,
74
],
[
91,
41,
50,
91,
41,
50
],
[
57,
33,
24,
57,
33,
24
],
[
61.486486,
55.405405,
67.567568,
61.486486,
55.405405,
67.567568
],
[
1.451817,
1.971024,
0.827168,
0.649537,
0.757045,
0.815387
],
[
461126,
461126,
11963,
4796309,
4796309,
283710
],
[
-58830,
-58830,
-23331,
-3252675,
-3252675,
-423698
],
[
74,
141,
7,
74,
141,
7
],
[
49,
100,
7,
49,
100,
7
],
[
113,
191,
6,
113,
191,
6
],
[
10972,
10437,
535,
10972,
10437,
535
],
[
102.962761,
102.962761,
170.462761,
102.962761,
102.962761,
170.462761
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
591232,
-48720,
-197570,
-260676,
-643696,
-90124
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11664,
"evaluation_days": 1944,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593244800000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759907182554,
"expiration_time": 1764934848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 19,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 90,
"offset": 0,
"multiplier": 3.49318
}
}
}
| # | 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) |
|---|