| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 947964.9162 | 727670.1918 | 220294.7243 | 10986447.4117 | 562127.4291 | 10424319.9827 |
| Total P&L (%) | 947.9649 | 727.6702 | 220.2947 | 10986.4474 | 562.1274 | 10424.32 |
| Avg Daily Profit (%) | 0.4875 | 0.3742 | 0.1133 | 0.2424 | 0.0973 | 0.2397 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94133 | -68184 | -51848 | -9875561 | -6707034 | -5046714 |
| Profit Factor | 2.7313 | 3.4687 | 1.8715 | 1.3628 | 1.0327 | 1.7956 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
| Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Profitability (%) | 49.0385 | 46.1538 | 51.9231 | 49.0385 | 46.1538 | 51.9231 |
| Ratio Avg Win / Avg Loss | 2.8384 | 4.0468 | 1.7328 | 1.4162 | 1.2048 | 1.6626 |
| Largest Winning Trade | 369824 | 369824 | 67564 | 3871316 | 3400051 | 3871316 |
| Largest Losing Trade | -40291 | -40291 | -24527 | -2937688 | -1836286 | -2937688 |
| Avg Bars in Trades | 108 | 79 | 136 | 108 | 79 | 136 |
| Avg Bars in Winners | 162 | 110 | 209 | 162 | 110 | 209 |
| Avg Bars in Losers | 55 | 53 | 58 | 55 | 53 | 58 |
| Bars Traded | 11260 | 4151 | 7109 | 11260 | 4151 | 7109 |
| Profit Streak | 0 | 0 | 56.1047 | 0 | 0 | 56.1047 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 561923 | -165390 | -217037 | 315741 | -428806 | -167041 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11668,
"evaluation_days": 1944.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595145600000,
"last_datapoint_time": 1759953600000,
"evaluation_time": 1759962641954,
"expiration_time": 1764994176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 35,
"offset": 145,
"multiplier": 3.41124
}
}
} {
"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": [
[
947964.916151509,
727670.1918044452,
220294.724347064,
10986447.411728643,
562127.4290782395,
10424319.98265041
],
[
947.964916,
727.670192,
220.294724,
10986.447412,
562.127429,
10424.319983
],
[
0.487468,
0.374187,
0.113281,
0.242407,
0.097251,
0.239725
],
[
10,
10,
10,
10,
10,
10
],
[
-94133,
-68184,
-51848,
-9875561,
-6707034,
-5046714
],
[
2.731297,
3.468668,
1.871475,
1.362801,
1.032721,
1.795565
],
[
104,
52,
52,
104,
52,
52
],
[
51,
24,
27,
51,
24,
27
],
[
53,
28,
25,
53,
28,
25
],
[
49.038462,
46.153846,
51.923077,
49.038462,
46.153846,
51.923077
],
[
2.838406,
4.046779,
1.732847,
1.416244,
1.204841,
1.66256
],
[
369824,
369824,
67564,
3871316,
3400051,
3871316
],
[
-40291,
-40291,
-24527,
-2937688,
-1836286,
-2937688
],
[
108,
79,
136,
108,
79,
136
],
[
162,
110,
209,
162,
110,
209
],
[
55,
53,
58,
55,
53,
58
],
[
11260,
4151,
7109,
11260,
4151,
7109
],
[
0,
0,
56.104652,
0,
0,
56.104652
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
561923,
-165390,
-217037,
315741,
-428806,
-167041
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11668,
"evaluation_days": 1944.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595145600000,
"last_datapoint_time": 1759953600000,
"evaluation_time": 1759962641954,
"expiration_time": 1764994176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 35,
"offset": 145,
"multiplier": 3.41124
}
}
}
| # | 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) |
|---|