Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683642.7527 | 526144.9696 | 157497.7831 | 1527047.6513 | 137752.357 | 1389295.2943 |
Total P&L (%) | 683.6428 | 526.145 | 157.4978 | 1527.0477 | 137.7524 | 1389.2953 |
Avg Daily Profit (%) | 0.3531 | 0.2717 | 0.0813 | 0.1442 | 0.0447 | 0.1396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109763 | -65717 | -144995 | -1080377 | -1079755 | -703026 |
Profit Factor | 1.6672 | 2.2058 | 1.2677 | 1.2202 | 1.0387 | 1.4121 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 127 | 54 | 73 | 127 | 54 | 73 |
Losing Trades | 116 | 68 | 48 | 116 | 68 | 48 |
Profitability (%) | 52.2634 | 44.2623 | 60.3306 | 52.2634 | 44.2623 | 60.3306 |
Ratio Avg Win / Avg Loss | 1.5228 | 2.7777 | 0.8336 | 1.1145 | 1.3079 | 0.9285 |
Largest Winning Trade | 103329 | 103329 | 61724 | 544715 | 544715 | 491481 |
Largest Losing Trade | -66780 | -21659 | -66780 | -491639 | -356911 | -491639 |
Avg Bars in Trades | 46 | 30 | 63 | 46 | 30 | 63 |
Avg Bars in Winners | 58 | 35 | 75 | 58 | 35 | 75 |
Avg Bars in Losers | 33 | 26 | 44 | 33 | 26 | 44 |
Bars Traded | 11333 | 3669 | 7664 | 11333 | 3669 | 7664 |
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 | 506478 | 373917 | -85029 | 35310 | -313621 | -6071 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11618, "evaluation_days": 1936.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593835200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759251080251, "expiration_time": 1764252576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 683642.752725799, 526144.9696300954, 157497.7830957038, 1527047.6513316138, 137752.3569960944, 1389295.2943355197 ], [ 683.642753, 526.14497, 157.497783, 1527.047651, 137.752357, 1389.295294 ], [ 0.353061, 0.271723, 0.081338, 0.144157, 0.044737, 0.139582 ], [ 10, 10, 10, 10, 10, 10 ], [ -109763, -65717, -144995, -1080377, -1079755, -703026 ], [ 1.667217, 2.20579, 1.267731, 1.220207, 1.038658, 1.412101 ], [ 243, 122, 121, 243, 122, 121 ], [ 127, 54, 73, 127, 54, 73 ], [ 116, 68, 48, 116, 68, 48 ], [ 52.263374, 44.262295, 60.330579, 52.263374, 44.262295, 60.330579 ], [ 1.522812, 2.777662, 0.833576, 1.11452, 1.30794, 0.928505 ], [ 103329, 103329, 61724, 544715, 544715, 491481 ], [ -66780, -21659, -66780, -491639, -356911, -491639 ], [ 46, 30, 63, 46, 30, 63 ], [ 58, 35, 75, 58, 35, 75 ], [ 33, 26, 44, 33, 26, 44 ], [ 11333, 3669, 7664, 11333, 3669, 7664 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 506478, 373917, -85029, 35310, -313621, -6071 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11618, "evaluation_days": 1936.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593835200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759251080251, "expiration_time": 1764252576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|