Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729475.7204 | 554845.3507 | 174630.3698 | 2333217.438 | -424376.8144 | 2757594.2525 |
Total P&L (%) | 729.4757 | 554.8454 | 174.6304 | 2333.2174 | -424.3768 | 2757.5943 |
Avg Daily Profit (%) | 0.3761 | 0.2861 | 0.09 | 0.1647 | 0 | 0.173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67114 | -50593 | -38925 | -2513905 | -2015245 | -1332803 |
Profit Factor | 3.7144 | 4.6346 | 2.5044 | 1.3364 | 0.8895 | 1.8914 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 32.8358 | 30.303 | 35.2941 | 32.8358 | 30.303 | 35.2941 |
Ratio Avg Win / Avg Loss | 7.5977 | 10.6595 | 4.5913 | 2.7336 | 2.0459 | 3.4676 |
Largest Winning Trade | 375852 | 375852 | 47581 | 1199916 | 1113902 | 1199916 |
Largest Losing Trade | -17314 | -17314 | -13088 | -543364 | -543364 | -438528 |
Avg Bars in Trades | 53 | 40 | 67 | 53 | 40 | 67 |
Avg Bars in Winners | 139 | 104 | 167 | 139 | 104 | 167 |
Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
Bars Traded | 3607 | 1329 | 2278 | 3607 | 1329 | 2278 |
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 | -111557 | 310164 | -73716 | -118798 | -585684 | 203815 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3879, "evaluation_days": 1939.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1599307200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759493915951, "expiration_time": 1764476784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 729475.7204498692, 554845.3506745016, 174630.3697753674, 2333217.438011743, -424376.8144448044, 2757594.252456548 ], [ 729.47572, 554.845351, 174.63037, 2333.217438, -424.376814, 2757.594252 ], [ 0.376115, 0.286076, 0.090039, 0.164704, 0, 0.173007 ], [ 10, 10, 10, 10, 10, 10 ], [ -67114, -50593, -38925, -2513905, -2015245, -1332803 ], [ 3.714424, 4.634565, 2.504364, 1.336436, 0.889531, 1.891414 ], [ 67, 33, 34, 67, 33, 34 ], [ 22, 10, 12, 22, 10, 12 ], [ 45, 23, 22, 45, 23, 22 ], [ 32.835821, 30.30303, 35.294118, 32.835821, 30.30303, 35.294118 ], [ 7.597686, 10.659499, 4.591334, 2.73362, 2.045921, 3.467593 ], [ 375852, 375852, 47581, 1199916, 1113902, 1199916 ], [ -17314, -17314, -13088, -543364, -543364, -438528 ], [ 53, 40, 67, 53, 40, 67 ], [ 139, 104, 167, 139, 104, 167 ], [ 12, 12, 11, 12, 12, 11 ], [ 3607, 1329, 2278, 3607, 1329, 2278 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -111557, 310164, -73716, -118798, -585684, 203815 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3879, "evaluation_days": 1939.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1599307200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759493915951, "expiration_time": 1764476784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|