Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515992.7506 | 590916.1555 | -74923.4049 | -80830.8133 | 3265.8122 | -84096.6255 |
Total P&L (%) | 515.9928 | 590.9162 | -74.9234 | -80.8308 | 3.2658 | -84.0966 |
Avg Daily Profit (%) | 0.2663 | 0.305 | -0.0387 | -0.0852 | 0.0017 | -0.0948 |
Buy And Hold Return (%) | 13.1572 | 13.1572 | 13.1572 | 13.1572 | 13.1572 | 13.1572 |
Max Trade Drawdown | -214323 | -101355 | -248429 | -122570 | -37879 | -108301 |
Profit Factor | 1.3333 | 1.6962 | 0.8929 | 0.7974 | 1.0162 | 0.5749 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 167 | 86 | 81 | 167 | 86 | 81 |
Profitability (%) | 43.0034 | 41.4966 | 44.5205 | 43.0034 | 41.4966 | 44.5205 |
Ratio Avg Win / Avg Loss | 1.7672 | 2.3914 | 1.1127 | 1.0568 | 1.4327 | 0.7164 |
Largest Winning Trade | 530267 | 530267 | 51736 | 35404 | 35404 | 14759 |
Largest Losing Trade | -45989 | -45989 | -44276 | -35888 | -21482 | -35888 |
Avg Bars in Trades | 39 | 44 | 33 | 39 | 44 | 33 |
Avg Bars in Winners | 52 | 56 | 48 | 52 | 56 | 48 |
Avg Bars in Losers | 28 | 35 | 21 | 28 | 35 | 21 |
Bars Traded | 11437 | 6474 | 4963 | 11437 | 6474 | 4963 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317318 | 312372 | -581409 | -580299 | -562506 | -583076 |
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{ "first_band": { "type": "bbm", "factors": { "length": 91, "offset": 0, "std": 2.9985 } }, "second_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 3.31704 } } }
{ "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": [ [ 515992.7506384179, 590916.1554992906, -74923.4048608732, -80830.8133407658, 3265.8121639765, -84096.6255047423 ], [ 515.992751, 590.916155, -74.923405, -80.830813, 3.265812, -84.096626 ], [ 0.266295, 0.304962, -0.038667, -0.085214, 0.001659, -0.094844 ], [ 13.157226, 13.157226, 13.157226, 13.157226, 13.157226, 13.157226 ], [ -214323, -101355, -248429, -122570, -37879, -108301 ], [ 1.333299, 1.69621, 0.892871, 0.797371, 1.016241, 0.574886 ], [ 293, 147, 146, 293, 147, 146 ], [ 126, 61, 65, 126, 61, 65 ], [ 167, 86, 81, 167, 86, 81 ], [ 43.003413, 41.496599, 44.520548, 43.003413, 41.496599, 44.520548 ], [ 1.76715, 2.391378, 1.112655, 1.056833, 1.432733, 0.716396 ], [ 530267, 530267, 51736, 35404, 35404, 14759 ], [ -45989, -45989, -44276, -35888, -21482, -35888 ], [ 39, 44, 33, 39, 44, 33 ], [ 52, 56, 48, 52, 56, 48 ], [ 28, 35, 21, 28, 35, 21 ], [ 11437, 6474, 4963, 11437, 6474, 4963 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317318, 312372, -581409, -580299, -562506, -583076 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11626, "evaluation_days": 1937.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593244800000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759355665865, "expiration_time": 1764371232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 91, "offset": 0, "std": 2.9985 } }, "second_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 3.31704 } } }
# | 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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