| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 656076.7142 | 572615.7797 | 83460.9345 | 433907.9472 | 164451.8216 | 269456.1256 |
| Total P&L (%) | 656.0767 | 572.6158 | 83.4609 | 433.9079 | 164.4518 | 269.4561 |
| Avg Daily Profit (%) | 0.3388 | 0.2957 | 0.0431 | 0.0865 | 0.0502 | 0.0675 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125824 | -107418 | -118560 | -152623 | -119901 | -86827 |
| Profit Factor | 1.714 | 2.1456 | 1.1992 | 1.4443 | 1.2964 | 1.6391 |
| Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
| Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
| Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
| Profitability (%) | 44.6237 | 39.7849 | 49.4624 | 44.6237 | 39.7849 | 49.4624 |
| Ratio Avg Win / Avg Loss | 2.127 | 3.2473 | 1.2252 | 1.7924 | 1.9621 | 1.6747 |
| Largest Winning Trade | 359621 | 359621 | 45123 | 119425 | 119425 | 92863 |
| Largest Losing Trade | -33586 | -32410 | -33586 | -44622 | -44622 | -33586 |
| Avg Bars in Trades | 60 | 55 | 66 | 60 | 55 | 66 |
| Avg Bars in Winners | 92 | 84 | 98 | 92 | 84 | 98 |
| Avg Bars in Losers | 35 | 35 | 34 | 35 | 35 | 34 |
| Bars Traded | 11296 | 5133 | 6163 | 11296 | 5133 | 6163 |
| Profit Streak | 39.0356 | 39.0356 | 48.3689 | 39.0356 | 39.0356 | 48.3689 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 463078 | 347284 | -136310 | -74946 | -127942 | -99209 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11618,
"evaluation_days": 1936.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594224000000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759251076160,
"expiration_time": 1764252576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 69,
"offset": 0,
"multiplier": 2.69994
}
}
} {
"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": [
[
656076.7141866689,
572615.7796770184,
83460.9345096505,
433907.9471658472,
164451.8216068362,
269456.1255590108
],
[
656.076714,
572.61578,
83.460935,
433.907947,
164.451822,
269.456126
],
[
0.338825,
0.295722,
0.043103,
0.086544,
0.050236,
0.067514
],
[
10,
10,
10,
10,
10,
10
],
[
-125824,
-107418,
-118560,
-152623,
-119901,
-86827
],
[
1.713968,
2.145564,
1.199162,
1.444347,
1.296385,
1.639054
],
[
186,
93,
93,
186,
93,
93
],
[
83,
37,
46,
83,
37,
46
],
[
103,
56,
47,
103,
56,
47
],
[
44.623656,
39.784946,
49.462366,
44.623656,
39.784946,
49.462366
],
[
2.126972,
3.247339,
1.225231,
1.792382,
1.962096,
1.674686
],
[
359621,
359621,
45123,
119425,
119425,
92863
],
[
-33586,
-32410,
-33586,
-44622,
-44622,
-33586
],
[
60,
55,
66,
60,
55,
66
],
[
92,
84,
98,
92,
84,
98
],
[
35,
35,
34,
35,
35,
34
],
[
11296,
5133,
6163,
11296,
5133,
6163
],
[
39.035604,
39.035604,
48.368937,
39.035604,
39.035604,
48.368937
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463078,
347284,
-136310,
-74946,
-127942,
-99209
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11618,
"evaluation_days": 1936.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594224000000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759251076160,
"expiration_time": 1764252576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 69,
"offset": 0,
"multiplier": 2.69994
}
}
}
| # | 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) |
|---|