Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437073.1229 | 409050.5164 | 28022.6065 | 119994.2537 | 131460.2345 | -11465.9809 |
Total P&L (%) | 437.0731 | 409.0505 | 28.0226 | 119.9943 | 131.4602 | -11.466 |
Avg Daily Profit (%) | 0.2264 | 0.2119 | 0.0145 | 0.0409 | 0.0435 | -0.0063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179294 | -119642 | -87107 | -2175024 | -1309537 | -1078604 |
Profit Factor | 1.238 | 1.4336 | 1.0314 | 1.0108 | 1.0216 | 0.9977 |
Total Trades | 717 | 359 | 358 | 717 | 359 | 358 |
Winning Trades | 281 | 128 | 153 | 281 | 128 | 153 |
Losing Trades | 436 | 231 | 205 | 436 | 231 | 205 |
Profitability (%) | 39.1911 | 35.6546 | 42.7374 | 39.1911 | 35.6546 | 42.7374 |
Ratio Avg Win / Avg Loss | 1.9209 | 2.5872 | 1.3819 | 1.5683 | 1.8436 | 1.3368 |
Largest Winning Trade | 137186 | 137186 | 50132 | 706672 | 706672 | 446990 |
Largest Losing Trade | -25224 | -25224 | -19325 | -387911 | -387911 | -181913 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 25 | 29 | 22 | 25 | 29 | 22 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 11459 | 6096 | 5362 | 11459 | 6096 | 5362 |
Profit Streak | 5.9008 | 5.9008 | 13.2342 | 5.9008 | 5.9008 | 13.2342 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347532 | 232342 | -362904 | -344906 | -333792 | -579262 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592740800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758793031376, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 56, "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": [ [ 437073.1229082471, 409050.5163881157, 28022.6065201318, 119994.2536772482, 131460.2345379413, -11465.9808606927 ], [ 437.073123, 409.050516, 28.022607, 119.994254, 131.460235, -11.465981 ], [ 0.226424, 0.211907, 0.014517, 0.040853, 0.043486, -0.006309 ], [ 10, 10, 10, 10, 10, 10 ], [ -179294, -119642, -87107, -2175024, -1309537, -1078604 ], [ 1.237994, 1.433627, 1.031374, 1.010777, 1.021572, 0.997725 ], [ 717, 359, 358, 717, 359, 358 ], [ 281, 128, 153, 281, 128, 153 ], [ 436, 231, 205, 436, 231, 205 ], [ 39.191074, 35.654596, 42.73743, 39.191074, 35.654596, 42.73743 ], [ 1.920873, 2.587249, 1.381907, 1.568323, 1.843618, 1.336821 ], [ 137186, 137186, 50132, 706672, 706672, 446990 ], [ -25224, -25224, -19325, -387911, -387911, -181913 ], [ 15, 16, 14, 15, 16, 14 ], [ 25, 29, 22, 25, 29, 22 ], [ 9, 10, 9, 9, 10, 9 ], [ 11459, 6096, 5362, 11459, 6096, 5362 ], [ 5.900826, 5.900826, 13.234159, 5.900826, 5.900826, 13.234159 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347532, 232342, -362904, -344906, -333792, -579262 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592740800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758793031376, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 56, "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) |
---|