Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508193.2439 | 461974.0261 | 46219.2178 | 192338.033 | -66890.2397 | 259228.2727 |
Total P&L (%) | 508.1932 | 461.974 | 46.2192 | 192.338 | -66.8902 | 259.2283 |
Avg Daily Profit (%) | 0.2633 | 0.2394 | 0.024 | 0.0556 | -0.0573 | 0.0663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132960 | -144627 | -29859 | -2597451 | -2798849 | -199348 |
Profit Factor | 1.9442 | 1.9632 | 1.7888 | 1.0337 | 0.9873 | 1.6096 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 62.0253 | 61.5385 | 62.5 | 62.0253 | 61.5385 | 62.5 |
Ratio Avg Win / Avg Loss | 1.1904 | 1.227 | 1.0733 | 0.6329 | 0.6171 | 0.9658 |
Largest Winning Trade | 142502 | 142502 | 11541 | 1336803 | 1336803 | 177614 |
Largest Losing Trade | -66479 | -66479 | -14859 | -1713949 | -1713949 | -108280 |
Avg Bars in Trades | 286 | 578 | 1 | 286 | 578 | 1 |
Avg Bars in Winners | 144 | 293 | 1 | 144 | 293 | 1 |
Avg Bars in Losers | 518 | 1034 | 2 | 518 | 1034 | 2 |
Bars Traded | 22631 | 22555 | 76 | 22631 | 22555 | 76 |
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 | -18280 | 435320 | -158333 | -333183 | -579261 | -102225 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592359200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759041387016, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 58, "offset": 0, "std": 3.55413 } } }
{ "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": [ [ 508193.2438536786, 461974.0260940898, 46219.2177595886, 192338.0329745358, -66890.2396782344, 259228.2726527702 ], [ 508.193244, 461.974026, 46.219218, 192.338033, -66.89024, 259.228273 ], [ 0.263347, 0.239396, 0.023951, 0.055605, -0.057263, 0.066289 ], [ 10, 10, 10, 10, 10, 10 ], [ -132960, -144627, -29859, -2597451, -2798849, -199348 ], [ 1.944238, 1.963222, 1.788837, 1.033743, 0.987319, 1.609628 ], [ 79, 39, 40, 79, 39, 40 ], [ 49, 24, 25, 49, 24, 25 ], [ 30, 15, 15, 30, 15, 15 ], [ 62.025316, 61.538462, 62.5, 62.025316, 61.538462, 62.5 ], [ 1.19035, 1.227014, 1.073302, 0.632904, 0.617075, 0.965777 ], [ 142502, 142502, 11541, 1336803, 1336803, 177614 ], [ -66479, -66479, -14859, -1713949, -1713949, -108280 ], [ 286, 578, 1, 286, 578, 1 ], [ 144, 293, 1, 144, 293, 1 ], [ 518, 1034, 2, 518, 1034, 2 ], [ 22631, 22555, 76, 22631, 22555, 76 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -18280, 435320, -158333, -333183, -579261, -102225 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592359200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759041387016, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 58, "offset": 0, "std": 3.55413 } } }
# | 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) |
---|