Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716637.6885 | 593929.4731 | 122708.2154 | 634909.5127 | -1901.8038 | 636811.3165 |
Total P&L (%) | 716.6377 | 593.9295 | 122.7082 | 634.9095 | -1.9018 | 636.8113 |
Avg Daily Profit (%) | 0.371 | 0.3075 | 0.0635 | 0.1033 | -0.001 | 0.1034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108594 | -70690 | -94413 | -529580 | -326025 | -311469 |
Profit Factor | 2.6057 | 3.6166 | 1.5595 | 1.4396 | 0.9977 | 2.0176 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 39.6552 | 37.931 | 41.3793 | 39.6552 | 37.931 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.9652 | 5.9181 | 2.2093 | 2.1907 | 1.6326 | 2.8583 |
Largest Winning Trade | 505056 | 505056 | 65757 | 289574 | 149482 | 289574 |
Largest Losing Trade | -56509 | -49784 | -56509 | -117565 | -113101 | -117565 |
Avg Bars in Trades | 93 | 76 | 111 | 93 | 76 | 111 |
Avg Bars in Winners | 161 | 119 | 199 | 161 | 119 | 199 |
Avg Bars in Losers | 49 | 50 | 48 | 49 | 50 | 48 |
Bars Traded | 5441 | 2213 | 3228 | 5441 | 2213 | 3228 |
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 | -169332 | 395574 | -108734 | -236395 | -582748 | -54037 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5795, "evaluation_days": 1931.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595260800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758842554379, "expiration_time": 1763822880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "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": [ [ 716637.6885153085, 593929.4731106292, 122708.2154046794, 634909.5126820084, -1901.8038151381, 636811.3164971465 ], [ 716.637689, 593.929473, 122.708215, 634.909513, -1.901804, 636.811316 ], [ 0.370994, 0.307469, 0.063524, 0.10331, -0.000994, 0.103444 ], [ 10, 10, 10, 10, 10, 10 ], [ -108594, -70690, -94413, -529580, -326025, -311469 ], [ 2.60569, 3.616631, 1.559472, 1.439604, 0.997676, 2.017648 ], [ 58, 29, 29, 58, 29, 29 ], [ 23, 11, 12, 23, 11, 12 ], [ 35, 18, 17, 35, 18, 17 ], [ 39.655172, 37.931034, 41.37931, 39.655172, 37.931034, 41.37931 ], [ 3.965181, 5.918124, 2.209251, 2.190702, 1.632562, 2.858334 ], [ 505056, 505056, 65757, 289574, 149482, 289574 ], [ -56509, -49784, -56509, -117565, -113101, -117565 ], [ 93, 76, 111, 93, 76, 111 ], [ 161, 119, 199, 161, 119, 199 ], [ 49, 50, 48, 49, 50, 48 ], [ 5441, 2213, 3228, 5441, 2213, 3228 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169332, 395574, -108734, -236395, -582748, -54037 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5795, "evaluation_days": 1931.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595260800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758842554379, "expiration_time": 1763822880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "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) |
---|