Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382218.9573 | 356208.3378 | 26010.6195 | -41585.7185 | -9490.1202 | -32095.5983 |
Total P&L (%) | 382.219 | 356.2083 | 26.0106 | -41.5857 | -9.4901 | -32.0956 |
Avg Daily Profit (%) | 0.1975 | 0.1841 | 0.0134 | -0.0278 | -0.0052 | -0.02 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141453 | -65266 | -149523 | -107722 | -58766 | -89283 |
Profit Factor | 1.5996 | 2.2757 | 1.0726 | 0.8972 | 0.9464 | 0.8588 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 44 | 42.1053 | 45.9459 | 44 | 42.1053 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.0358 | 3.1291 | 1.2619 | 1.1419 | 1.3014 | 1.0103 |
Largest Winning Trade | 277221 | 277221 | 56923 | 30576 | 26829 | 30576 |
Largest Losing Trade | -84779 | -50103 | -84779 | -75633 | -22940 | -75633 |
Avg Bars in Trades | 74 | 63 | 86 | 74 | 63 | 86 |
Avg Bars in Winners | 115 | 95 | 134 | 115 | 95 | 134 |
Avg Bars in Losers | 42 | 39 | 45 | 42 | 39 | 45 |
Bars Traded | 5597 | 2398 | 3198 | 5597 | 2398 | 3198 |
Profit Streak | 36.1475 | 36.1475 | 74.1475 | 36.1475 | 36.1475 | 74.1475 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51994 | 334917 | -320027 | -641731 | -581625 | -580124 |
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{ "first_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 26, "offset": 0, "multiplier": 2.80062 } } }
{ "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": [ [ 382218.957290487, 356208.3377897511, 26010.6195007361, -41585.7185078087, -9490.1202028038, -32095.5983050049 ], [ 382.218957, 356.208338, 26.01062, -41.585719, -9.49012, -32.095598 ], [ 0.197495, 0.184056, 0.01344, -0.027775, -0.005152, -0.019998 ], [ 10, 10, 10, 10, 10, 10 ], [ -141453, -65266, -149523, -107722, -58766, -89283 ], [ 1.599581, 2.275697, 1.072605, 0.897184, 0.946446, 0.858772 ], [ 75, 38, 37, 75, 38, 37 ], [ 33, 16, 17, 33, 16, 17 ], [ 42, 22, 20, 42, 22, 20 ], [ 44, 42.105263, 45.945946, 44, 42.105263, 45.945946 ], [ 2.035831, 3.129083, 1.261888, 1.141871, 1.301364, 1.01032 ], [ 277221, 277221, 56923, 30576, 26829, 30576 ], [ -84779, -50103, -84779, -75633, -22940, -75633 ], [ 74, 63, 86, 74, 63, 86 ], [ 115, 95, 134, 115, 95, 134 ], [ 42, 39, 45, 42, 39, 45 ], [ 5597, 2398, 3198, 5597, 2398, 3198 ], [ 36.147462, 36.147462, 74.147462, 36.147463, 36.147463, 74.147463 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -51994, 334917, -320027, -641731, -581625, -580124 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5806, "evaluation_days": 1935.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592697600000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759145540766, "expiration_time": 1764149184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 26, "offset": 0, "multiplier": 2.80062 } } }
# | 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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