Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246908.0584 | 344649.7392 | -97741.6808 | -166156.3649 | 1312789.1887 | -1478945.5536 |
Total P&L (%) | 246.9081 | 344.6497 | -97.7417 | -166.1564 | 1312.7892 | -1478.9456 |
Avg Daily Profit (%) | 0.1269 | 0.1771 | -0.0502 | 0 | 0.1362 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288427 | -143538 | -311121 | -2342641 | -660117 | -2114868 |
Profit Factor | 1.096 | 1.3269 | 0.9357 | 0.9845 | 1.3203 | 0.7774 |
Total Trades | 752 | 376 | 376 | 752 | 376 | 376 |
Winning Trades | 367 | 183 | 184 | 406 | 217 | 189 |
Losing Trades | 385 | 193 | 192 | 346 | 159 | 187 |
Profitability (%) | 48.8032 | 48.6702 | 48.9362 | 53.9894 | 57.7128 | 50.266 |
Ratio Avg Win / Avg Loss | 1.1497 | 1.3994 | 0.9763 | 0.839 | 0.9674 | 0.7692 |
Largest Winning Trade | 46207 | 42667 | 46207 | 564339 | 139117 | 564339 |
Largest Losing Trade | -178279 | -21844 | -178279 | -1352600 | -180232 | -1352600 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 29 | 23 | 36 | 31 | 27 | 35 |
Avg Bars in Losers | 31 | 30 | 33 | 30 | 25 | 33 |
Bars Traded | 23168 | 10056 | 13112 | 23168 | 10056 | 13112 |
Profit Streak | 0 | 0 | 0 | 7.7953 | 8.6286 | 7.7953 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135134 | 318408 | -579781 | -574261 | -8027 | -578197 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23350, "evaluation_days": 1945.83, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593028800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760115913145, "expiration_time": 1766164320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 158, "offset": 0, "multiplier": 3.13083 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } } }
{ "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": [ [ 246908.0584189399, 344649.7392334573, -97741.6808145172, -166156.3648899891, 1312789.1887083228, -1478945.5535983145 ], [ 246.908058, 344.649739, -97.741681, -166.156365, 1312.789189, -1478.945554 ], [ 0.126891, 0.177122, -0.050231, 0, 0.136186, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -288427, -143538, -311121, -2342641, -660117, -2114868 ], [ 1.095953, 1.326927, 0.935654, 0.984533, 1.320317, 0.777411 ], [ 752, 376, 376, 752, 376, 376 ], [ 367, 183, 184, 406, 217, 189 ], [ 385, 193, 192, 346, 159, 187 ], [ 48.803191, 48.670213, 48.93617, 53.989362, 57.712766, 50.265957 ], [ 1.149706, 1.399437, 0.976335, 0.839036, 0.967421, 0.769185 ], [ 46207, 42667, 46207, 564339, 139117, 564339 ], [ -178279, -21844, -178279, -1352600, -180232, -1352600 ], [ 30, 26, 34, 30, 26, 34 ], [ 29, 23, 36, 31, 27, 35 ], [ 31, 30, 33, 30, 25, 33 ], [ 23168, 10056, 13112, 23168, 10056, 13112 ], [ 0, 0, 0, 7.795291, 8.628624, 7.795291 ], [ 0, 0, 0, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -135134, 318408, -579781, -574261, -8027, -578197 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23350, "evaluation_days": 1945.83, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593028800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760115913145, "expiration_time": 1766164320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 158, "offset": 0, "multiplier": 3.13083 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } } }
# | 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) |
---|