Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134920.1966 | 346421.9283 | -211501.7317 | -754552.1721 | 3098875.7495 | -3853427.9217 |
Total P&L (%) | 134.9202 | 346.4219 | -211.5017 | -754.5522 | 3098.8758 | -3853.4279 |
Avg Daily Profit (%) | 0.0696 | 0.1786 | -0.1091 | 0 | 0.1788 | 0 |
Buy And Hold Return (%) | 10.9995 | 10.9995 | 10.9995 | 10.9995 | 10.9995 | 10.9995 |
Max Trade Drawdown | -385761 | -101442 | -412689 | -4565208 | -1504184 | -5150142 |
Profit Factor | 1.0641 | 1.432 | 0.8377 | 0.9663 | 1.364 | 0.7223 |
Total Trades | 437 | 218 | 219 | 437 | 218 | 219 |
Winning Trades | 221 | 112 | 109 | 229 | 124 | 105 |
Losing Trades | 216 | 106 | 110 | 208 | 94 | 114 |
Profitability (%) | 50.5721 | 51.3761 | 49.7717 | 52.4027 | 56.8807 | 47.9452 |
Ratio Avg Win / Avg Loss | 1.04 | 1.3553 | 0.8454 | 0.8777 | 1.034 | 0.7842 |
Largest Winning Trade | 73001 | 73001 | 40962 | 541686 | 541686 | 519037 |
Largest Losing Trade | -326509 | -35595 | -326509 | -1745224 | -768994 | -1745224 |
Avg Bars in Trades | 52 | 44 | 60 | 52 | 44 | 60 |
Avg Bars in Winners | 50 | 35 | 65 | 54 | 47 | 62 |
Avg Bars in Losers | 55 | 54 | 55 | 51 | 41 | 58 |
Bars Traded | 23053 | 9807 | 13246 | 23053 | 9807 | 13246 |
Profit Streak | 0 | 0 | 0 | 10.5256 | 33.6923 | 10.5256 |
Trades During Streak | 0 | 0 | 0 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247719 | 327341 | -580276 | -577084 | 407218 | -580335 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 152, "offset": 0, "multiplier": 4.7987 } }, "second_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23273, "evaluation_days": 1939.42, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593028800000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759559812119, "expiration_time": 1765589961600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 152, "offset": 0, "multiplier": 4.7987 } }, "second_band": { "type": "midpoint", "factors": { "length": 111, "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) |
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