Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825983.2742 | 666173.9635 | 159809.3107 | 2473423.0392 | -3448798.0407 | 5922221.0799 |
Total P&L (%) | 825.9833 | 666.174 | 159.8093 | 2473.423 | -3448.798 | 5922.2211 |
Avg Daily Profit (%) | 0.427 | 0.3444 | 0.0826 | 0.168 | 0 | 0.2121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152452 | -122860 | -47680 | -7963023 | -7593506 | -2791201 |
Profit Factor | 1.8366 | 2.2687 | 1.3458 | 1.0625 | 0.8482 | 1.3515 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 132 | 61 | 71 | 132 | 61 | 71 |
Losing Trades | 165 | 88 | 77 | 165 | 88 | 77 |
Profitability (%) | 44.4444 | 40.9396 | 47.973 | 44.4444 | 40.9396 | 47.973 |
Ratio Avg Win / Avg Loss | 2.2958 | 3.2729 | 1.4595 | 1.3281 | 1.2236 | 1.4658 |
Largest Winning Trade | 385137 | 385137 | 42803 | 4119344 | 4119344 | 2809334 |
Largest Losing Trade | -32183 | -31674 | -32183 | -1467064 | -1371937 | -1467064 |
Avg Bars in Trades | 38 | 31 | 45 | 38 | 31 | 45 |
Avg Bars in Winners | 58 | 45 | 70 | 58 | 45 | 70 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 11423 | 4722 | 6701 | 11423 | 4722 | 6701 |
Profit Streak | 9.0978 | 12.5978 | 0 | 9.0978 | 12.5978 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486845 | 378782 | -83237 | -143933 | -582180 | 273211 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11606, "evaluation_days": 1934.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593331200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759069248851, "expiration_time": 1764074592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 97, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 12, "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": [ [ 825983.2742292546, 666173.9635295769, 159809.3106996774, 2473423.039177329, -3448798.040703994, 5922221.07988132 ], [ 825.983274, 666.173964, 159.809311, 2473.423039, -3448.798041, 5922.22108 ], [ 0.427013, 0.344395, 0.082617, 0.168045, 0, 0.212083 ], [ 10, 10, 10, 10, 10, 10 ], [ -152452, -122860, -47680, -7963023, -7593506, -2791201 ], [ 1.836642, 2.268683, 1.345781, 1.062517, 0.848189, 1.351538 ], [ 297, 149, 148, 297, 149, 148 ], [ 132, 61, 71, 132, 61, 71 ], [ 165, 88, 77, 165, 88, 77 ], [ 44.444444, 40.939597, 47.972973, 44.444444, 40.939597, 47.972973 ], [ 2.295802, 3.272854, 1.459509, 1.328146, 1.223617, 1.465753 ], [ 385137, 385137, 42803, 4119344, 4119344, 2809334 ], [ -32183, -31674, -32183, -1467064, -1371937, -1467064 ], [ 38, 31, 45, 38, 31, 45 ], [ 58, 45, 70, 58, 45, 70 ], [ 22, 22, 21, 22, 22, 21 ], [ 11423, 4722, 6701, 11423, 4722, 6701 ], [ 9.097787, 12.597788, 0, 9.097788, 12.597788, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 486845, 378782, -83237, -143933, -582180, 273211 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11606, "evaluation_days": 1934.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593331200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759069248851, "expiration_time": 1764074592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 97, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 12, "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) |
---|