Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603822.0199 | 504864.2228 | 98957.7971 | 531465.6917 | 173509.7796 | 357955.912 |
Total P&L (%) | 603.822 | 504.8642 | 98.9578 | 531.4657 | 173.5098 | 357.9559 |
Avg Daily Profit (%) | 0.3121 | 0.2609 | 0.0511 | 0.0953 | 0.052 | 0.0787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147031 | -119341 | -93272 | -466969 | -406547 | -197794 |
Profit Factor | 1.735 | 2.2419 | 1.2384 | 1.2814 | 1.1792 | 1.3889 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 51.5957 | 50 | 53.1915 | 51.5957 | 50 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.6276 | 2.2419 | 1.0898 | 1.2021 | 1.1792 | 1.2222 |
Largest Winning Trade | 337901 | 337901 | 62092 | 230981 | 230981 | 185084 |
Largest Losing Trade | -58120 | -36011 | -58120 | -131545 | -89635 | -131545 |
Avg Bars in Trades | 30 | 24 | 35 | 30 | 24 | 35 |
Avg Bars in Winners | 39 | 27 | 51 | 39 | 27 | 51 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 5654 | 2307 | 3347 | 5654 | 2307 | 3347 |
Profit Streak | 0 | 0 | 28.0896 | 0 | 0 | 28.0896 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485118 | 460797 | -124259 | -64183 | -146944 | -86638 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5805, "evaluation_days": 1935, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595404800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759111740601, "expiration_time": 1764119520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 121, "offset": 0, "std": 3.37832 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 603822.0199440907, 504864.2228303662, 98957.797113725, 531465.6916618738, 173509.7796120166, 357955.9120498571 ], [ 603.82202, 504.864223, 98.957797, 531.465692, 173.50978, 357.955912 ], [ 0.312053, 0.260912, 0.051141, 0.095284, 0.052012, 0.078667 ], [ 10, 10, 10, 10, 10, 10 ], [ -147031, -119341, -93272, -466969, -406547, -197794 ], [ 1.734965, 2.241879, 1.238434, 1.281352, 1.17915, 1.388892 ], [ 188, 94, 94, 188, 94, 94 ], [ 97, 47, 50, 97, 47, 50 ], [ 91, 47, 44, 91, 47, 44 ], [ 51.595745, 50, 53.191489, 51.595745, 50, 53.191489 ], [ 1.627648, 2.241879, 1.089821, 1.202093, 1.17915, 1.222225 ], [ 337901, 337901, 62092, 230981, 230981, 185084 ], [ -58120, -36011, -58120, -131545, -89635, -131545 ], [ 30, 24, 35, 30, 24, 35 ], [ 39, 27, 51, 39, 27, 51 ], [ 19, 21, 17, 19, 21, 17 ], [ 5654, 2307, 3347, 5654, 2307, 3347 ], [ 0, 0, 28.08959, 0, 0, 28.08959 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 485118, 460797, -124259, -64183, -146944, -86638 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5805, "evaluation_days": 1935, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595404800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759111740601, "expiration_time": 1764119520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 121, "offset": 0, "std": 3.37832 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|