Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243430.0067 | 379285.4085 | -135855.4018 | -97193.4017 | 43079.0158 | -140272.4175 |
Total P&L (%) | 243.43 | 379.2854 | -135.8554 | -97.1934 | 43.079 | -140.2724 |
Avg Daily Profit (%) | 0.1255 | 0.1956 | -0.0701 | -0.1841 | 0.0185 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214723 | -152853 | -238876 | -172284 | -51480 | -157061 |
Profit Factor | 1.1759 | 1.5562 | 0.8066 | 0.7161 | 1.3689 | 0.3782 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 47.3913 | 46.9565 | 47.8261 | 47.3913 | 46.9565 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.3053 | 1.7579 | 0.8799 | 0.795 | 1.5463 | 0.4126 |
Largest Winning Trade | 393925 | 393925 | 42439 | 36157 | 36157 | 14109 |
Largest Losing Trade | -75002 | -38867 | -75002 | -82476 | -29103 | -82476 |
Avg Bars in Trades | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Winners | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Losers | 28 | 35 | 22 | 28 | 35 | 22 |
Bars Traded | 7492 | 3925 | 3567 | 7492 | 3925 | 3567 |
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 | -52314 | 320836 | -581871 | -580588 | -169934 | -581871 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7756, "evaluation_days": 1939, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1595268000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759467539024, "expiration_time": 1764475488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 243430.0066957509, 379285.4084967922, -135855.4018010413, -97193.4016634732, 43079.0158373264, -140272.4175007997 ], [ 243.430007, 379.285408, -135.855402, -97.193402, 43.079016, -140.272418 ], [ 0.125544, 0.195609, -0.070065, -0.184111, 0.018477, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -214723, -152853, -238876, -172284, -51480, -157061 ], [ 1.175853, 1.556191, 0.80657, 0.716113, 1.368885, 0.378183 ], [ 230, 115, 115, 230, 115, 115 ], [ 109, 54, 55, 109, 54, 55 ], [ 121, 61, 60, 121, 61, 60 ], [ 47.391304, 46.956522, 47.826087, 47.391304, 46.956522, 47.826087 ], [ 1.305304, 1.757919, 0.879895, 0.794951, 1.546333, 0.412563 ], [ 393925, 393925, 42439, 36157, 36157, 14109 ], [ -75002, -38867, -75002, -82476, -29103, -82476 ], [ 32, 34, 31, 32, 34, 31 ], [ 36, 32, 40, 36, 32, 40 ], [ 28, 35, 22, 28, 35, 22 ], [ 7492, 3925, 3567, 7492, 3925, 3567 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -52314, 320836, -581871, -580588, -169934, -581871 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7756, "evaluation_days": 1939, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1595268000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759467539024, "expiration_time": 1764475488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|