Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335960.7107 | 381631.3287 | -45670.618 | -83393.9869 | -3356.5786 | -80037.4083 |
Total P&L (%) | 335.9607 | 381.6313 | -45.6706 | -83.394 | -3.3566 | -80.0374 |
Avg Daily Profit (%) | 0.1728 | 0.1962 | -0.0235 | -0.0923 | -0.0018 | -0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233252 | -79371 | -197488 | -133649 | -58231 | -85859 |
Profit Factor | 1.2936 | 1.6771 | 0.9214 | 0.7276 | 0.9748 | 0.5378 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 42.5837 | 39.4231 | 45.7143 | 42.5837 | 39.4231 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.7442 | 2.577 | 1.0941 | 0.981 | 1.4978 | 0.6386 |
Largest Winning Trade | 324427 | 324427 | 47592 | 26647 | 26647 | 15911 |
Largest Losing Trade | -84779 | -50507 | -84779 | -38598 | -19688 | -38598 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 5741 | 2768 | 2973 | 5741 | 2768 | 2973 |
Profit Streak | 56.5441 | 61.2108 | 56.5441 | 56.5441 | 61.2108 | 56.5441 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305755 | 274645 | -579793 | -580828 | -582248 | -581460 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5834, "evaluation_days": 1944.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594137600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759957409678, "expiration_time": 1764979776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.67378 } } }
{ "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": [ [ 335960.710691146, 381631.3286772201, -45670.6179860741, -83393.9869343897, -3356.5786468108, -80037.4082875789 ], [ 335.960711, 381.631329, -45.670618, -83.393987, -3.356579, -80.037408 ], [ 0.17276, 0.196245, -0.023485, -0.092282, -0.001756, -0.082823 ], [ 10, 10, 10, 10, 10, 10 ], [ -233252, -79371, -197488, -133649, -58231, -85859 ], [ 1.293593, 1.677112, 0.921351, 0.727577, 0.974757, 0.537753 ], [ 209, 104, 105, 209, 104, 105 ], [ 89, 41, 48, 89, 41, 48 ], [ 120, 63, 57, 120, 63, 57 ], [ 42.583732, 39.423077, 45.714286, 42.583732, 39.423077, 45.714286 ], [ 1.74417, 2.577026, 1.094105, 0.981002, 1.497797, 0.638582 ], [ 324427, 324427, 47592, 26647, 26647, 15911 ], [ -84779, -50507, -84779, -38598, -19688, -38598 ], [ 27, 26, 28, 27, 26, 28 ], [ 35, 35, 36, 35, 35, 36 ], [ 21, 21, 21, 21, 21, 21 ], [ 5741, 2768, 2973, 5741, 2768, 2973 ], [ 56.544093, 61.21076, 56.544093, 56.544093, 61.21076, 56.544093 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305755, 274645, -579793, -580828, -582248, -581460 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5834, "evaluation_days": 1944.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594137600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759957409678, "expiration_time": 1764979776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.67378 } } }
# | 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) |
---|