Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516421.4839 | 554073.3885 | -37651.9046 | -80976.6651 | 76592.6608 | -157569.3259 |
Total P&L (%) | 516.4215 | 554.0734 | -37.6519 | -80.9767 | 76.5927 | -157.5693 |
Avg Daily Profit (%) | 0.2674 | 0.2869 | -0.0195 | -0.0859 | 0.0295 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168000 | -154918 | -103813 | -325433 | -242038 | -263461 |
Profit Factor | 1.8037 | 2.4275 | 0.852 | 0.885 | 1.2111 | 0.5387 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 50.7937 | 50 | 51.6129 | 50.7937 | 50 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.7473 | 2.4275 | 0.7988 | 0.8574 | 1.2111 | 0.505 |
Largest Winning Trade | 524612 | 524612 | 33098 | 208394 | 208394 | 61143 |
Largest Losing Trade | -67620 | -65295 | -67620 | -229761 | -119443 | -229761 |
Avg Bars in Trades | 85 | 122 | 47 | 85 | 122 | 47 |
Avg Bars in Winners | 74 | 96 | 53 | 74 | 96 | 53 |
Avg Bars in Losers | 95 | 147 | 40 | 95 | 147 | 40 |
Bars Traded | 5370 | 3904 | 1466 | 5370 | 3904 | 1466 |
Profit Streak | 0 | 0 | 24.7078 | 0 | 0 | 24.7078 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138861 | 481453 | -580065 | -731674 | -154025 | -580065 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5793, "evaluation_days": 1931, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1598601600000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758790757429, "expiration_time": 1763763552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 28, "offset": 26 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "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": [ [ 516421.4838610901, 554073.3884995737, -37651.9046384838, -80976.6650822764, 76592.6608373557, -157569.3259196322 ], [ 516.421484, 554.073388, -37.651905, -80.976665, 76.592661, -157.569326 ], [ 0.267437, 0.286936, -0.019499, -0.085903, 0.029454, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -168000, -154918, -103813, -325433, -242038, -263461 ], [ 1.803694, 2.42753, 0.852012, 0.88503, 1.211127, 0.538663 ], [ 63, 32, 31, 63, 32, 31 ], [ 32, 16, 16, 32, 16, 16 ], [ 31, 16, 15, 31, 16, 15 ], [ 50.793651, 50, 51.612903, 50.793651, 50, 51.612903 ], [ 1.747329, 2.42753, 0.798761, 0.857373, 1.211127, 0.504996 ], [ 524612, 524612, 33098, 208394, 208394, 61143 ], [ -67620, -65295, -67620, -229761, -119443, -229761 ], [ 85, 122, 47, 85, 122, 47 ], [ 74, 96, 53, 74, 96, 53 ], [ 95, 147, 40, 95, 147, 40 ], [ 5370, 3904, 1466, 5370, 3904, 1466 ], [ 0, 0, 24.707841, 0, 0, 24.707841 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -138861, 481453, -580065, -731674, -154025, -580065 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5793, "evaluation_days": 1931, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1598601600000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758790757429, "expiration_time": 1763763552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 28, "offset": 26 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "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) |
---|