Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697080.9582 | 642859.5132 | 54221.4449 | 217618.2438 | -403203.2669 | 620821.5107 |
Total P&L (%) | 697.081 | 642.8595 | 54.2214 | 217.6182 | -403.2033 | 620.8215 |
Avg Daily Profit (%) | 0.3601 | 0.3321 | 0.028 | 0.0597 | 0 | 0.1021 |
Buy And Hold Return (%) | 16.1651 | 16.1651 | 16.1651 | 16.1651 | 16.1651 | 16.1651 |
Max Trade Drawdown | -130067 | -124398 | -61881 | -2374342 | -2596976 | -789681 |
Profit Factor | 1.6743 | 2.0889 | 1.1223 | 1.0198 | 0.9374 | 1.1367 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 96 | 39 | 57 | 96 | 39 | 57 |
Losing Trades | 163 | 91 | 72 | 163 | 91 | 72 |
Profitability (%) | 37.0656 | 30 | 44.186 | 37.0656 | 30 | 44.186 |
Ratio Avg Win / Avg Loss | 2.8429 | 4.8741 | 1.4176 | 1.7315 | 2.1874 | 1.4358 |
Largest Winning Trade | 418230 | 418230 | 40712 | 1650199 | 1650199 | 491642 |
Largest Losing Trade | -25569 | -25569 | -22035 | -450564 | -406752 | -450564 |
Avg Bars in Trades | 44 | 54 | 33 | 44 | 54 | 33 |
Avg Bars in Winners | 71 | 108 | 45 | 71 | 108 | 45 |
Avg Bars in Losers | 28 | 31 | 23 | 28 | 31 | 23 |
Bars Traded | 11455 | 7117 | 4338 | 11455 | 7117 | 4338 |
Profit Streak | 0 | 0 | 12.2564 | 0 | 0 | 12.2564 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320500 | 185451 | -246106 | -314487 | -585987 | -128304 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11615, "evaluation_days": 1935.83, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593446400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198154540, "expiration_time": 1764208080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 105, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 1.90705 } } }
{ "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": [ [ 697080.9581631299, 642859.5132258631, 54221.4449372666, 217618.2437682859, -403203.2669042348, 620821.510672522 ], [ 697.080958, 642.859513, 54.221445, 217.618244, -403.203267, 620.821511 ], [ 0.360094, 0.332085, 0.028009, 0.059717, 0, 0.102087 ], [ 16.165055, 16.165055, 16.165055, 16.165055, 16.165055, 16.165055 ], [ -130067, -124398, -61881, -2374342, -2596976, -789681 ], [ 1.674347, 2.088912, 1.122301, 1.019807, 0.937438, 1.136682 ], [ 259, 130, 129, 259, 130, 129 ], [ 96, 39, 57, 96, 39, 57 ], [ 163, 91, 72, 163, 91, 72 ], [ 37.065637, 30, 44.186047, 37.065637, 30, 44.186047 ], [ 2.842901, 4.874127, 1.417643, 1.731547, 2.187356, 1.435809 ], [ 418230, 418230, 40712, 1650199, 1650199, 491642 ], [ -25569, -25569, -22035, -450564, -406752, -450564 ], [ 44, 54, 33, 44, 54, 33 ], [ 71, 108, 45, 71, 108, 45 ], [ 28, 31, 23, 28, 31, 23 ], [ 11455, 7117, 4338, 11455, 7117, 4338 ], [ 0, 0, 12.256418, 0, 0, 12.256418 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320500, 185451, -246106, -314487, -585987, -128304 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11615, "evaluation_days": 1935.83, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593446400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198154540, "expiration_time": 1764208080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 105, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 1.90705 } } }
# | 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) |
---|