Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506763.9588 | 500365.3742 | 6398.5846 | 17196.1944 | 307888.1092 | -290691.9148 |
Total P&L (%) | 506.764 | 500.3654 | 6.3986 | 17.1962 | 307.8881 | -290.6919 |
Avg Daily Profit (%) | 0.2625 | 0.2592 | 0.0033 | 0.0082 | 0.0729 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178519 | -165637 | -123650 | -904139 | -749719 | -686651 |
Profit Factor | 1.2839 | 1.4728 | 1.0088 | 1.0031 | 1.0944 | 0.8704 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 252 | 115 | 137 | 252 | 115 | 137 |
Losing Trades | 260 | 141 | 119 | 260 | 141 | 119 |
Profitability (%) | 49.2188 | 44.9219 | 53.5156 | 49.2188 | 44.9219 | 53.5156 |
Ratio Avg Win / Avg Loss | 1.3246 | 1.8058 | 0.8763 | 1.035 | 1.3418 | 0.7561 |
Largest Winning Trade | 257976 | 257976 | 26126 | 383659 | 383659 | 128364 |
Largest Losing Trade | -54160 | -54160 | -32151 | -292686 | -292686 | -167046 |
Avg Bars in Trades | 22 | 30 | 14 | 22 | 30 | 14 |
Avg Bars in Winners | 22 | 31 | 13 | 22 | 31 | 13 |
Avg Bars in Losers | 22 | 28 | 16 | 22 | 28 | 16 |
Bars Traded | 11496 | 7682 | 3814 | 11496 | 7682 | 3814 |
Profit Streak | 6.3983 | 0 | 8.2317 | 6.3983 | 0 | 8.2317 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428344 | 345736 | -564484 | -404354 | -213594 | -578587 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 3.38219 } }, "second_band": { "type": "vwma", "factors": { "length": 64, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592856000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758850416599, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 3.38219 } }, "second_band": { "type": "vwma", "factors": { "length": 64, "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) |
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