Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118583.8829 | 316958.2008 | -198374.3178 | -98714.4821 | 223650.0915 | -322364.5736 |
Total P&L (%) | 118.5839 | 316.9582 | -198.3743 | -98.7145 | 223.6501 | -322.3646 |
Avg Daily Profit (%) | 0.0611 | 0.1633 | -0.1022 | -0.2241 | 0.0605 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -388137 | -268379 | -282207 | -330960 | -226130 | -399483 |
Profit Factor | 1.0549 | 1.2933 | 0.8161 | 0.9441 | 1.267 | 0.6523 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 207 | 106 | 101 | 207 | 106 | 101 |
Losing Trades | 212 | 104 | 108 | 212 | 104 | 108 |
Profitability (%) | 49.4033 | 50.4762 | 48.3254 | 49.4033 | 50.4762 | 48.3254 |
Ratio Avg Win / Avg Loss | 1.0804 | 1.2689 | 0.8726 | 0.9669 | 1.2431 | 0.6975 |
Largest Winning Trade | 155036 | 155036 | 27769 | 82981 | 82981 | 51631 |
Largest Losing Trade | -61149 | -51642 | -61149 | -153545 | -88054 | -153545 |
Avg Bars in Trades | 18 | 22 | 14 | 18 | 22 | 14 |
Avg Bars in Winners | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Losers | 18 | 26 | 11 | 18 | 26 | 11 |
Bars Traded | 7692 | 4675 | 3017 | 7692 | 4675 | 3017 |
Profit Streak | 11.5419 | 12.5419 | 0 | 11.5419 | 12.5419 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -268571 | 318563 | -580612 | -577910 | -110700 | -580612 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7762, "evaluation_days": 1940.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1592395200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759604422043, "expiration_time": 1764608976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 11, "offset": 0, "multiplier": 2.87339 } } }
{ "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": [ [ 118583.8829425908, 316958.2007555851, -198374.3178129944, -98714.4821045439, 223650.091450593, -322364.573555137 ], [ 118.583883, 316.958201, -198.374318, -98.714482, 223.650091, -322.364574 ], [ 0.06111, 0.163338, -0.102228, -0.224124, 0.060544, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -388137, -268379, -282207, -330960, -226130, -399483 ], [ 1.054923, 1.293303, 0.816055, 0.944065, 1.26701, 0.652319 ], [ 419, 210, 209, 419, 210, 209 ], [ 207, 106, 101, 207, 106, 101 ], [ 212, 104, 108, 212, 104, 108 ], [ 49.403341, 50.47619, 48.325359, 49.403341, 50.47619, 48.325359 ], [ 1.080404, 1.268901, 0.872614, 0.966868, 1.243104, 0.697529 ], [ 155036, 155036, 27769, 82981, 82981, 51631 ], [ -61149, -51642, -61149, -153545, -88054, -153545 ], [ 18, 22, 14, 18, 22, 14 ], [ 17, 18, 17, 17, 18, 17 ], [ 18, 26, 11, 18, 26, 11 ], [ 7692, 4675, 3017, 7692, 4675, 3017 ], [ 11.541922, 12.541922, 0, 11.541922, 12.541922, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -268571, 318563, -580612, -577910, -110700, -580612 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7762, "evaluation_days": 1940.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1592395200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759604422043, "expiration_time": 1764608976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 11, "offset": 0, "multiplier": 2.87339 } } }
# | 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) |
---|