Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -274.3785 | 139688.4817 | -139962.8602 | -296936.704 | 4042292.6914 | -4339229.3954 |
Total P&L (%) | -0.2744 | 139.6885 | -139.9629 | -296.9367 | 4042.2927 | -4339.2294 |
Avg Daily Profit (%) | -0.0001 | 0.0723 | -0.0725 | 0 | 0.193 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -357622 | -145246 | -264418 | -5718202 | -799928 | -4993020 |
Profit Factor | 0.9996 | 1.5312 | 0.654 | 0.9569 | 3.8618 | 0.207 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 77 | 39 | 38 | 41 | 22 | 19 |
Losing Trades | 15 | 7 | 8 | 51 | 24 | 27 |
Profitability (%) | 83.6957 | 84.7826 | 82.6087 | 44.5652 | 47.8261 | 41.3043 |
Ratio Avg Win / Avg Loss | 0.1947 | 0.2748 | 0.1377 | 1.1903 | 4.2129 | 0.2942 |
Largest Winning Trade | 46524 | 46524 | 32208 | 3341034 | 3341034 | 235271 |
Largest Losing Trade | -254355 | -79635 | -254355 | -3873258 | -658998 | -3873258 |
Avg Bars in Trades | 39 | 57 | 21 | 39 | 57 | 21 |
Avg Bars in Winners | 12 | 12 | 11 | 65 | 101 | 22 |
Avg Bars in Losers | 179 | 307 | 67 | 18 | 17 | 19 |
Bars Traded | 3623 | 2657 | 966 | 3623 | 2657 | 966 |
Profit Streak | 67.8319 | 67.8319 | 280.3319 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574420 | -90714 | -574825 | -580979 | 509997 | -583808 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3862, "evaluation_days": 1931, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1601553600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758830273177, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 224, "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": [ [ -274.3784892805, 139688.4816927756, -139962.8601820563, -296936.7040131697, 4042292.6914043617, -4339229.395417531 ], [ -0.274378, 139.688482, -139.96286, -296.936704, 4042.292691, -4339.229395 ], [ -0.000142, 0.07234, -0.072482, 0, 0.193031, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -357622, -145246, -264418, -5718202, -799928, -4993020 ], [ 0.999589, 1.53118, 0.653985, 0.956869, 3.861785, 0.207025 ], [ 92, 46, 46, 92, 46, 46 ], [ 77, 39, 38, 41, 22, 19 ], [ 15, 7, 8, 51, 24, 27 ], [ 83.695652, 84.782609, 82.608696, 44.565217, 47.826087, 41.304348 ], [ 0.194725, 0.274827, 0.137681, 1.190252, 4.212856, 0.294193 ], [ 46524, 46524, 32208, 3341034, 3341034, 235271 ], [ -254355, -79635, -254355, -3873258, -658998, -3873258 ], [ 39, 57, 21, 39, 57, 21 ], [ 12, 12, 11, 65, 101, 22 ], [ 179, 307, 67, 18, 17, 19 ], [ 3623, 2657, 966, 3623, 2657, 966 ], [ 67.831865, 67.831865, 280.331865, 0, 0, 0 ], [ 7, 3, 8, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574420, -90714, -574825, -580979, 509997, -583808 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3862, "evaluation_days": 1931, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1601553600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758830273177, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 224, "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) |
---|