Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769551.8674 | 677288.9712 | 92262.8962 | 583611.9509 | -468390.8182 | 1052002.7691 |
Total P&L (%) | 769.5519 | 677.289 | 92.2629 | 583.612 | -468.3908 | 1052.0028 |
Avg Daily Profit (%) | 0.3967 | 0.3492 | 0.0476 | 0.0991 | 0 | 0.1261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123147 | -96346 | -91831 | -2232815 | -1751880 | -1027832 |
Profit Factor | 1.8286 | 2.4107 | 1.2057 | 1.0601 | 0.9126 | 1.2419 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 57 | 19 | 38 | 57 | 19 | 38 |
Losing Trades | 98 | 58 | 40 | 98 | 58 | 40 |
Profitability (%) | 36.7742 | 24.6753 | 48.7179 | 36.7742 | 24.6753 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.1439 | 7.3591 | 1.2691 | 1.8227 | 2.7858 | 1.3072 |
Largest Winning Trade | 397150 | 397150 | 52998 | 1235151 | 1235151 | 638769 |
Largest Losing Trade | -43488 | -21611 | -43488 | -462520 | -394657 | -462520 |
Avg Bars in Trades | 74 | 67 | 81 | 74 | 67 | 81 |
Avg Bars in Winners | 135 | 151 | 127 | 135 | 151 | 127 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 11596 | 5224 | 6373 | 11596 | 5224 | 6373 |
Profit Streak | 22.9126 | 0 | 33.4126 | 22.9126 | 0 | 33.4126 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338562 | -59298 | -164293 | -217263 | -651204 | -58963 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11638, "evaluation_days": 1939.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592236800000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759528452382, "expiration_time": 1764549216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 157, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 173, "offset": 0, "std": 2.60295 } } }
{ "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": [ [ 769551.8674079955, 677288.9711696365, 92262.8962383592, 583611.9509258526, -468390.8181698354, 1052002.769095689 ], [ 769.551867, 677.288971, 92.262896, 583.611951, -468.390818, 1052.002769 ], [ 0.396744, 0.349177, 0.047566, 0.099149, 0, 0.126085 ], [ 10, 10, 10, 10, 10, 10 ], [ -123147, -96346, -91831, -2232815, -1751880, -1027832 ], [ 1.828623, 2.410737, 1.205661, 1.060116, 0.912594, 1.241874 ], [ 155, 77, 78, 155, 77, 78 ], [ 57, 19, 38, 57, 19, 38 ], [ 98, 58, 40, 98, 58, 40 ], [ 36.774194, 24.675325, 48.717949, 36.774194, 24.675325, 48.717949 ], [ 3.143949, 7.359092, 1.269117, 1.822655, 2.785813, 1.307236 ], [ 397150, 397150, 52998, 1235151, 1235151, 638769 ], [ -43488, -21611, -43488, -462520, -394657, -462520 ], [ 74, 67, 81, 74, 67, 81 ], [ 135, 151, 127, 135, 151, 127 ], [ 39, 40, 38, 39, 40, 38 ], [ 11596, 5224, 6373, 11596, 5224, 6373 ], [ 22.912643, 0, 33.412643, 22.912643, 0, 33.412643 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338562, -59298, -164293, -217263, -651204, -58963 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11638, "evaluation_days": 1939.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592236800000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759528452382, "expiration_time": 1764549216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 157, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 173, "offset": 0, "std": 2.60295 } } }
# | 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) |
---|