Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1197469.646 | 1031937.0459 | 165532.6001 | 2172815.8133 | -2803377.5453 | 4976193.3586 |
Total P&L (%) | 1197.4696 | 1031.937 | 165.5326 | 2172.8158 | -2803.3775 | 4976.1934 |
Avg Daily Profit (%) | 0.6182 | 0.5328 | 0.0855 | 0.1614 | 0 | 0.2029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87229 | -88458 | -53476 | -4466354 | -4990700 | -1396973 |
Profit Factor | 2.9999 | 3.8653 | 1.6937 | 1.1295 | 0.7727 | 2.1196 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50.7246 | 45.7143 | 55.8824 | 50.7246 | 45.7143 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.9142 | 4.5901 | 1.3371 | 1.0972 | 0.9175 | 1.6734 |
Largest Winning Trade | 802284 | 802284 | 51435 | 2347899 | 2347899 | 1444616 |
Largest Losing Trade | -52686 | -36194 | -52686 | -2439241 | -2439241 | -1396973 |
Avg Bars in Trades | 107 | 129 | 86 | 107 | 129 | 86 |
Avg Bars in Winners | 126 | 138 | 117 | 126 | 138 | 117 |
Avg Bars in Losers | 88 | 121 | 46 | 88 | 121 | 46 |
Bars Traded | 7447 | 4520 | 2927 | 7447 | 4520 | 2927 |
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 | -88563 | 582057 | -76018 | -176257 | -582454 | 462215 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7748, "evaluation_days": 1937, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596844800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759302341621, "expiration_time": 1764297504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "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": [ [ 1197469.6459714577, 1031937.0459066867, 165532.6000647714, 2172815.813291754, -2803377.545316683, 4976193.358608438 ], [ 1197.469646, 1031.937046, 165.5326, 2172.815813, -2803.377545, 4976.193359 ], [ 0.618208, 0.53275, 0.085458, 0.16139, 0, 0.202949 ], [ 10, 10, 10, 10, 10, 10 ], [ -87229, -88458, -53476, -4466354, -4990700, -1396973 ], [ 2.999889, 3.865315, 1.693708, 1.129516, 0.772671, 2.119618 ], [ 69, 35, 34, 69, 35, 34 ], [ 35, 16, 19, 35, 16, 19 ], [ 34, 19, 15, 34, 19, 15 ], [ 50.724638, 45.714286, 55.882353, 50.724638, 45.714286, 55.882353 ], [ 2.914178, 4.590061, 1.337138, 1.097245, 0.917547, 1.673383 ], [ 802284, 802284, 51435, 2347899, 2347899, 1444616 ], [ -52686, -36194, -52686, -2439241, -2439241, -1396973 ], [ 107, 129, 86, 107, 129, 86 ], [ 126, 138, 117, 126, 138, 117 ], [ 88, 121, 46, 88, 121, 46 ], [ 7447, 4520, 2927, 7447, 4520, 2927 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -88563, 582057, -76018, -176257, -582454, 462215 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7748, "evaluation_days": 1937, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596844800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759302341621, "expiration_time": 1764297504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "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) |
---|