Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827637.2305 | 760997.2143 | 66640.0162 | 344804.9992 | -508541.7515 | 853346.7508 |
Total P&L (%) | 827.6372 | 760.9972 | 66.64 | 344.805 | -508.5418 | 853.3468 |
Avg Daily Profit (%) | 0.4287 | 0.3942 | 0.0345 | 0.0773 | 0 | 0.1169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122455 | -90159 | -85656 | -978961 | -1110940 | -469936 |
Profit Factor | 2.1443 | 2.9797 | 1.1967 | 1.0912 | 0.7712 | 1.547 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 37.3737 | 28 | 46.9388 | 37.3737 | 28 | 46.9388 |
Ratio Avg Win / Avg Loss | 3.5932 | 7.6621 | 1.3527 | 1.8284 | 1.983 | 1.7488 |
Largest Winning Trade | 567733 | 567733 | 55699 | 501067 | 501067 | 351282 |
Largest Losing Trade | -33396 | -33396 | -24446 | -430185 | -430185 | -184570 |
Avg Bars in Trades | 76 | 71 | 82 | 76 | 71 | 82 |
Avg Bars in Winners | 131 | 138 | 126 | 131 | 138 | 126 |
Avg Bars in Losers | 44 | 44 | 43 | 44 | 44 | 43 |
Bars Traded | 7586 | 3559 | 4027 | 7586 | 3559 | 4027 |
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 | 339290 | -181537 | -152302 | -213473 | -774925 | -34956 |
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{ "first_band": { "type": "ssf", "factors": { "length": 162, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 43, "offset": 0, "std": 2.68099 } } }
{ "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": [ [ 827637.2305431421, 760997.2143406193, 66640.0162025228, 344804.999232991, -508541.7515413665, 853346.7507743576 ], [ 827.637231, 760.997214, 66.640016, 344.804999, -508.541752, 853.346751 ], [ 0.428717, 0.394197, 0.03452, 0.07734, 0, 0.116867 ], [ 10, 10, 10, 10, 10, 10 ], [ -122455, -90159, -85656, -978961, -1110940, -469936 ], [ 2.144309, 2.979707, 1.196657, 1.09116, 0.771176, 1.547016 ], [ 99, 50, 49, 99, 50, 49 ], [ 37, 14, 23, 37, 14, 23 ], [ 62, 36, 26, 62, 36, 26 ], [ 37.373737, 28, 46.938776, 37.373737, 28, 46.938776 ], [ 3.593167, 7.662104, 1.352742, 1.82843, 1.983024, 1.748801 ], [ 567733, 567733, 55699, 501067, 501067, 351282 ], [ -33396, -33396, -24446, -430185, -430185, -184570 ], [ 76, 71, 82, 76, 71, 82 ], [ 131, 138, 126, 131, 138, 126 ], [ 44, 44, 43, 44, 44, 43 ], [ 7586, 3559, 4027, 7586, 3559, 4027 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339290, -181537, -152302, -213473, -774925, -34956 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7722, "evaluation_days": 1930.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1592848800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758820042334, "expiration_time": 1763719056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 162, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 43, "offset": 0, "std": 2.68099 } } }
# | 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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