Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016161.3025 | 764822.6849 | 251338.6176 | 21183296.3906 | 499301.6053 | 20683994.7853 |
Total P&L (%) | 1016.1613 | 764.8227 | 251.3386 | 21183.2964 | 499.3016 | 20683.9948 |
Avg Daily Profit (%) | 0.5243 | 0.3946 | 0.1297 | 0.277 | 0.0924 | 0.2758 |
Buy And Hold Return (%) | 13.2146 | 13.2146 | 13.2146 | 13.2146 | 13.2146 | 13.2146 |
Max Trade Drawdown | -63558 | -53137 | -35850 | -16901444 | -8937085 | -11382668 |
Profit Factor | 3.5292 | 4.7295 | 2.2778 | 1.4377 | 1.0193 | 1.9201 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 43.8202 | 37.7778 | 50 | 43.8202 | 37.7778 | 50 |
Ratio Avg Win / Avg Loss | 4.5246 | 7.7898 | 2.2778 | 1.8432 | 1.6788 | 1.9201 |
Largest Winning Trade | 351788 | 351788 | 58019 | 10325121 | 8537811 | 10325121 |
Largest Losing Trade | -35207 | -14822 | -35207 | -4402596 | -3071213 | -4402596 |
Avg Bars in Trades | 128 | 101 | 155 | 128 | 101 | 155 |
Avg Bars in Winners | 231 | 195 | 260 | 231 | 195 | 260 |
Avg Bars in Losers | 47 | 44 | 50 | 47 | 44 | 50 |
Bars Traded | 11397 | 4558 | 6839 | 11397 | 4558 | 6839 |
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 | 552979 | 453991 | -15491 | 308389 | -272468 | 446026 |
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{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.14053 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1016161.3024985665, 764822.6848896906, 251338.6176088756, 21183296.390623204, 499301.6053345795, 20683994.785288624 ], [ 1016.161302, 764.822685, 251.338618, 21183.296391, 499.301605, 20683.994785 ], [ 0.524335, 0.394645, 0.12969, 0.276983, 0.092437, 0.275755 ], [ 13.214644, 13.214644, 13.214644, 13.214644, 13.214644, 13.214644 ], [ -63558, -53137, -35850, -16901444, -8937085, -11382668 ], [ 3.529206, 4.729505, 2.277793, 1.437678, 1.019265, 1.920059 ], [ 89, 45, 44, 89, 45, 44 ], [ 39, 17, 22, 39, 17, 22 ], [ 50, 28, 22, 50, 28, 22 ], [ 43.820225, 37.777778, 50, 43.820225, 37.777778, 50 ], [ 4.524623, 7.789774, 2.277793, 1.843177, 1.678789, 1.920059 ], [ 351788, 351788, 58019, 10325121, 8537811, 10325121 ], [ -35207, -14822, -35207, -4402596, -3071213, -4402596 ], [ 128, 101, 155, 128, 101, 155 ], [ 231, 195, 260, 231, 195, 260 ], [ 47, 44, 50, 47, 44, 50 ], [ 11397, 4558, 6839, 11397, 4558, 6839 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 552979, 453991, -15491, 308389, -272468, 446026 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11628, "evaluation_days": 1938, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593014400000, "last_datapoint_time": 1759377600000, "evaluation_time": 1759389868328, "expiration_time": 1764400896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.14053 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 2 } } }
# | 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) |
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