Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519434.0861 | 439209.1457 | 80224.9403 | -285392.6596 | -68271.7471 | -217120.9125 |
Total P&L (%) | 519.4341 | 439.2091 | 80.2249 | -285.3927 | -68.2717 | -217.1209 |
Avg Daily Profit (%) | 0.2688 | 0.2273 | 0.0415 | 0 | -0.0594 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137552 | -108582 | -132354 | -340378 | -124387 | -265529 |
Profit Factor | 1.8342 | 2.6069 | 1.2297 | 0.5816 | 0.7443 | 0.4769 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 60 | 30 | 30 | 48 | 24 | 24 |
Losing Trades | 51 | 25 | 26 | 63 | 31 | 32 |
Profitability (%) | 54.0541 | 54.5455 | 53.5714 | 43.2432 | 43.6364 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.5591 | 2.1724 | 1.0657 | 0.7634 | 0.9614 | 0.6359 |
Largest Winning Trade | 322687 | 322687 | 62793 | 36665 | 36665 | 33242 |
Largest Losing Trade | -110406 | -36529 | -110406 | -88216 | -71549 | -88216 |
Avg Bars in Trades | 48 | 38 | 59 | 48 | 38 | 59 |
Avg Bars in Winners | 62 | 43 | 81 | 35 | 31 | 38 |
Avg Bars in Losers | 32 | 32 | 33 | 59 | 43 | 74 |
Bars Traded | 5428 | 2105 | 3323 | 5428 | 2105 | 3323 |
Profit Streak | 0 | 0 | 0 | 33.6677 | 33.6677 | 37.6677 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465348 | -166640 | -317397 | -581663 | -762766 | -762622 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5798, "evaluation_days": 1932.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1597766400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758931293489, "expiration_time": 1763911872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 203, "offset": 0 } }, "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": [ [ 519434.0860632759, 439209.1457473766, 80224.9403158991, -285392.6596182599, -68271.7471108759, -217120.9125073841 ], [ 519.434086, 439.209146, 80.22494, -285.39266, -68.271747, -217.120913 ], [ 0.268765, 0.227255, 0.04151, 0, -0.05938, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -137552, -108582, -132354, -340378, -124387, -265529 ], [ 1.834242, 2.606871, 1.229667, 0.581614, 0.744347, 0.476917 ], [ 111, 55, 56, 111, 55, 56 ], [ 60, 30, 30, 48, 24, 24 ], [ 51, 25, 26, 63, 31, 32 ], [ 54.054054, 54.545455, 53.571429, 43.243243, 43.636364, 42.857143 ], [ 1.559106, 2.172393, 1.065711, 0.763369, 0.961448, 0.63589 ], [ 322687, 322687, 62793, 36665, 36665, 33242 ], [ -110406, -36529, -110406, -88216, -71549, -88216 ], [ 48, 38, 59, 48, 38, 59 ], [ 62, 43, 81, 35, 31, 38 ], [ 32, 32, 33, 59, 43, 74 ], [ 5428, 2105, 3323, 5428, 2105, 3323 ], [ 0, 0, 0, 33.667749, 33.667749, 37.667749 ], [ 0, 0, 0, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 465348, -166640, -317397, -581663, -762766, -762622 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5798, "evaluation_days": 1932.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1597766400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758931293489, "expiration_time": 1763911872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 203, "offset": 0 } }, "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) |
---|