Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180622.3298 | 326224.2776 | -145601.9478 | -94945.5267 | 172139.2376 | -267084.7643 |
Total P&L (%) | 180.6223 | 326.2243 | -145.6019 | -94.9455 | 172.1392 | -267.0848 |
Avg Daily Profit (%) | 0.0929 | 0.1678 | -0.0749 | -0.1535 | 0.0515 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297247 | -185985 | -292943 | -371733 | -118252 | -391093 |
Profit Factor | 1.0863 | 1.2984 | 0.8545 | 0.9277 | 1.2923 | 0.6314 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 228 | 111 | 117 | 228 | 111 | 117 |
Losing Trades | 216 | 111 | 105 | 216 | 111 | 105 |
Profitability (%) | 51.3514 | 50 | 52.7027 | 51.3514 | 50 | 52.7027 |
Ratio Avg Win / Avg Loss | 1.0291 | 1.2984 | 0.7669 | 0.8789 | 1.2923 | 0.5666 |
Largest Winning Trade | 122110 | 122110 | 27379 | 126794 | 126794 | 67205 |
Largest Losing Trade | -57530 | -57530 | -45583 | -140711 | -51018 | -140711 |
Avg Bars in Trades | 26 | 35 | 16 | 26 | 35 | 16 |
Avg Bars in Winners | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Losers | 27 | 42 | 13 | 27 | 42 | 13 |
Bars Traded | 11567 | 7796 | 3771 | 11567 | 7796 | 3771 |
Profit Streak | 15.8744 | 15.8744 | 55.5411 | 15.8744 | 15.8744 | 55.5411 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190289 | 309790 | -577971 | -576520 | -122889 | -577971 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11662, "evaluation_days": 1943.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592899200000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759885151137, "expiration_time": 1764905184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 3.41817 } } }
{ "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": [ [ 180622.3298220017, 326224.2775790507, -145601.9477570493, -94945.526725123, 172139.2376042673, -267084.7643293904 ], [ 180.62233, 326.224278, -145.601948, -94.945527, 172.139238, -267.084764 ], [ 0.092928, 0.167839, -0.074911, -0.153452, 0.051521, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -297247, -185985, -292943, -371733, -118252, -391093 ], [ 1.086257, 1.298366, 0.854491, 0.927713, 1.292294, 0.631365 ], [ 444, 222, 222, 444, 222, 222 ], [ 228, 111, 117, 228, 111, 117 ], [ 216, 111, 105, 216, 111, 105 ], [ 51.351351, 50, 52.702703, 51.351351, 50, 52.702703 ], [ 1.029085, 1.298366, 0.766851, 0.878886, 1.292294, 0.56661 ], [ 122110, 122110, 27379, 126794, 126794, 67205 ], [ -57530, -57530, -45583, -140711, -51018, -140711 ], [ 26, 35, 16, 26, 35, 16 ], [ 24, 28, 20, 24, 28, 20 ], [ 27, 42, 13, 27, 42, 13 ], [ 11567, 7796, 3771, 11567, 7796, 3771 ], [ 15.874434, 15.874434, 55.541101, 15.874434, 15.874434, 55.541101 ], [ 3, 1, 6, 3, 1, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -190289, 309790, -577971, -576520, -122889, -577971 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11662, "evaluation_days": 1943.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592899200000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759885151137, "expiration_time": 1764905184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 3.41817 } } }
# | 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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