Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321751.4308 | 473490.1274 | -151738.6966 | -99381.6623 | 10788.1598 | -110169.8221 |
Total P&L (%) | 321.7514 | 473.4901 | -151.7387 | -99.3817 | 10.7882 | -110.1698 |
Avg Daily Profit (%) | 0.1663 | 0.2447 | -0.0784 | -0.2625 | 0.0053 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -348226 | -112076 | -271434 | -194261 | -80807 | -128921 |
Profit Factor | 1.2374 | 1.7078 | 0.779 | 0.6396 | 1.1108 | 0.3826 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 41.0959 | 39.0909 | 43.1193 | 41.0959 | 39.0909 | 43.1193 |
Ratio Avg Win / Avg Loss | 1.7736 | 2.6611 | 1.0276 | 0.9168 | 1.7309 | 0.5047 |
Largest Winning Trade | 518916 | 518916 | 46437 | 47365 | 47365 | 36911 |
Largest Losing Trade | -95711 | -50507 | -95711 | -69651 | -26179 | -69651 |
Avg Bars in Trades | 26 | 29 | 22 | 26 | 29 | 22 |
Avg Bars in Winners | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Losers | 21 | 24 | 19 | 21 | 24 | 19 |
Bars Traded | 5717 | 3220 | 2497 | 5717 | 3220 | 2497 |
Profit Streak | 46.4035 | 58.7368 | 46.4035 | 46.4035 | 58.7368 | 46.4035 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270905 | 302748 | -581215 | -581398 | -427319 | -582882 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5804, "evaluation_days": 1934.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593705600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759081259615, "expiration_time": 1764089856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 30, "offset": 0, "multiplier": 3.04224 } } }
{ "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": [ [ 321751.4307870162, 473490.1273826461, -151738.6965956299, -99381.6623253211, 10788.1597528414, -110169.8220781624 ], [ 321.751431, 473.490127, -151.738697, -99.381662, 10.78816, -110.169822 ], [ 0.166308, 0.244739, -0.078431, -0.262536, 0.005296, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -348226, -112076, -271434, -194261, -80807, -128921 ], [ 1.237376, 1.707841, 0.778978, 0.639624, 1.110845, 0.382613 ], [ 219, 110, 109, 219, 110, 109 ], [ 90, 43, 47, 90, 43, 47 ], [ 129, 67, 62, 129, 67, 62 ], [ 41.09589, 39.090909, 43.119266, 41.09589, 39.090909, 43.119266 ], [ 1.773572, 2.661055, 1.027588, 0.916795, 1.730851, 0.504724 ], [ 518916, 518916, 46437, 47365, 47365, 36911 ], [ -95711, -50507, -95711, -69651, -26179, -69651 ], [ 26, 29, 22, 26, 29, 22 ], [ 32, 37, 27, 32, 37, 27 ], [ 21, 24, 19, 21, 24, 19 ], [ 5717, 3220, 2497, 5717, 3220, 2497 ], [ 46.403468, 58.736801, 46.403468, 46.403468, 58.736801, 46.403468 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 270905, 302748, -581215, -581398, -427319, -582882 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5804, "evaluation_days": 1934.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593705600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759081259615, "expiration_time": 1764089856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 30, "offset": 0, "multiplier": 3.04224 } } }
# | 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) |
---|