Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448247.1679 | 558900.9833 | -110653.8154 | -96357.2854 | 104397.0921 | -200754.3775 |
Total P&L (%) | 448.2472 | 558.901 | -110.6538 | -96.3573 | 104.3971 | -200.7544 |
Avg Daily Profit (%) | 0.2317 | 0.2888 | -0.0572 | -0.171 | 0.037 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242964 | -214029 | -175797 | -222518 | -115000 | -255485 |
Profit Factor | 1.4053 | 1.9545 | 0.7874 | 0.865 | 1.3584 | 0.5248 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 44.2623 | 44.2623 | 44.2623 | 44.2623 | 44.2623 | 44.2623 |
Ratio Avg Win / Avg Loss | 1.7696 | 2.4612 | 0.9915 | 1.0893 | 1.7106 | 0.6608 |
Largest Winning Trade | 574011 | 574011 | 40522 | 78874 | 78874 | 55484 |
Largest Losing Trade | -79598 | -52700 | -79598 | -133751 | -55905 | -133751 |
Avg Bars in Trades | 31 | 44 | 17 | 31 | 44 | 17 |
Avg Bars in Winners | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Losers | 27 | 44 | 11 | 27 | 44 | 11 |
Bars Traded | 3794 | 2720 | 1074 | 3794 | 2720 | 1074 |
Profit Streak | 73.5708 | 75.0708 | 73.5708 | 73.5708 | 75.0708 | 73.5708 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316383 | -150844 | -743853 | -580052 | -305338 | -743853 |
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{ "first_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 3.66786 } } }
{ "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": [ [ 448247.1679204202, 558900.9833360586, -110653.815415639, -96357.285421792, 104397.0920739067, -200754.3774956988 ], [ 448.247168, 558.900983, -110.653815, -96.357285, 104.397092, -200.754377 ], [ 0.231652, 0.288838, -0.057185, -0.171039, 0.036952, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -242964, -214029, -175797, -222518, -115000, -255485 ], [ 1.405293, 1.95448, 0.78738, 0.864994, 1.358396, 0.524767 ], [ 122, 61, 61, 122, 61, 61 ], [ 54, 27, 27, 54, 27, 27 ], [ 68, 34, 34, 68, 34, 34 ], [ 44.262295, 44.262295, 44.262295, 44.262295, 44.262295, 44.262295 ], [ 1.769628, 2.461198, 0.991515, 1.089251, 1.710572, 0.660818 ], [ 574011, 574011, 40522, 78874, 78874, 55484 ], [ -79598, -52700, -79598, -133751, -55905, -133751 ], [ 31, 44, 17, 31, 44, 17 ], [ 35, 45, 25, 35, 45, 25 ], [ 27, 44, 11, 27, 44, 11 ], [ 3794, 2720, 1074, 3794, 2720, 1074 ], [ 73.570841, 75.070841, 73.570841, 73.570841, 75.070841, 73.570841 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316383, -150844, -743853, -580052, -305338, -743853 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3870, "evaluation_days": 1935, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1593172800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759066920639, "expiration_time": 1764076320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 3.66786 } } }
# | 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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