Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566484.8883 | 506184.9917 | 60299.8966 | 72646.0979 | 30145.9139 | 42500.184 |
Total P&L (%) | 566.4849 | 506.185 | 60.2999 | 72.6461 | 30.1459 | 42.5002 |
Avg Daily Profit (%) | 0.2935 | 0.2622 | 0.0312 | 0.0283 | 0.0137 | 0.0183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166237 | -90209 | -150078 | -180958 | -155368 | -181992 |
Profit Factor | 2.0449 | 2.8661 | 1.2226 | 1.1046 | 1.0875 | 1.1213 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 42.1875 | 37.5 | 46.875 | 42.1875 | 37.5 | 46.875 |
Ratio Avg Win / Avg Loss | 2.8022 | 4.7768 | 1.3856 | 1.5136 | 1.8125 | 1.2708 |
Largest Winning Trade | 364596 | 364596 | 52591 | 79412 | 79412 | 63958 |
Largest Losing Trade | -77206 | -56964 | -77206 | -100489 | -56920 | -100489 |
Avg Bars in Trades | 175 | 141 | 209 | 175 | 141 | 209 |
Avg Bars in Winners | 284 | 217 | 338 | 284 | 217 | 338 |
Avg Bars in Losers | 96 | 96 | 95 | 96 | 96 | 95 |
Bars Traded | 11248 | 4543 | 6705 | 11248 | 4543 | 6705 |
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 | -134092 | 329319 | -153439 | -406304 | -305760 | -258658 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594411200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758915971144, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 1.06035 } }, "second_band": { "type": "linreg", "factors": { "length": 172, "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": [ [ 566484.8882923297, 506184.9917064933, 60299.8965858367, 72646.0979140346, 30145.9139358429, 42500.1839781916 ], [ 566.484888, 506.184992, 60.299897, 72.646098, 30.145914, 42.500184 ], [ 0.293465, 0.262227, 0.031238, 0.028293, 0.013651, 0.018349 ], [ 10, 10, 10, 10, 10, 10 ], [ -166237, -90209, -150078, -180958, -155368, -181992 ], [ 2.044855, 2.866106, 1.222579, 1.104554, 1.087502, 1.121325 ], [ 64, 32, 32, 64, 32, 32 ], [ 27, 12, 15, 27, 12, 15 ], [ 37, 20, 17, 37, 20, 17 ], [ 42.1875, 37.5, 46.875, 42.1875, 37.5, 46.875 ], [ 2.802209, 4.776844, 1.38559, 1.513649, 1.812504, 1.270835 ], [ 364596, 364596, 52591, 79412, 79412, 63958 ], [ -77206, -56964, -77206, -100489, -56920, -100489 ], [ 175, 141, 209, 175, 141, 209 ], [ 284, 217, 338, 284, 217, 338 ], [ 96, 96, 95, 96, 96, 95 ], [ 11248, 4543, 6705, 11248, 4543, 6705 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -134092, 329319, -153439, -406304, -305760, -258658 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594411200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758915971144, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 1.06035 } }, "second_band": { "type": "linreg", "factors": { "length": 172, "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) |
---|