Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638465.0755 | 684459.2686 | -45994.1932 | -85460.6286 | 66095.7618 | -151556.3903 |
Total P&L (%) | 638.4651 | 684.4593 | -45.9942 | -85.4606 | 66.0958 | -151.5564 |
Avg Daily Profit (%) | 0.3286 | 0.3523 | -0.0237 | -0.0992 | 0.0261 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223452 | -143298 | -152935 | -208843 | -107267 | -159730 |
Profit Factor | 1.8137 | 2.553 | 0.8663 | 0.817 | 1.2919 | 0.3698 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Profitability (%) | 45.4545 | 52.6316 | 38.4615 | 45.4545 | 52.6316 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.1764 | 2.2977 | 1.386 | 0.9803 | 1.1627 | 0.5917 |
Largest Winning Trade | 666690 | 666690 | 49065 | 94917 | 94917 | 14582 |
Largest Losing Trade | -78004 | -64174 | -78004 | -120328 | -67354 | -120328 |
Avg Bars in Trades | 47 | 73 | 22 | 47 | 73 | 22 |
Avg Bars in Winners | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Losers | 57 | 113 | 15 | 57 | 113 | 15 |
Bars Traded | 3675 | 2781 | 894 | 3675 | 2781 | 894 |
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 | -35467 | 524189 | -583300 | -628823 | -157855 | -584966 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3886, "evaluation_days": 1943, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1596240000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759757476068, "expiration_time": 1764788256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "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": [ [ 638465.0754830631, 684459.2686459201, -45994.1931628574, -85460.62856941, 66095.7617694052, -151556.3903388151 ], [ 638.465075, 684.459269, -45.994193, -85.460629, 66.095762, -151.55639 ], [ 0.328598, 0.352269, -0.023672, -0.099195, 0.026117, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -223452, -143298, -152935, -208843, -107267, -159730 ], [ 1.813688, 2.553017, 0.866268, 0.816955, 1.291943, 0.369786 ], [ 77, 38, 39, 77, 38, 39 ], [ 35, 20, 15, 35, 20, 15 ], [ 42, 18, 24, 42, 18, 24 ], [ 45.454545, 52.631579, 38.461538, 45.454545, 52.631579, 38.461538 ], [ 2.176426, 2.297715, 1.386028, 0.980346, 1.162749, 0.591657 ], [ 666690, 666690, 49065, 94917, 94917, 14582 ], [ -78004, -64174, -78004, -120328, -67354, -120328 ], [ 47, 73, 22, 47, 73, 22 ], [ 36, 36, 35, 36, 36, 35 ], [ 57, 113, 15, 57, 113, 15 ], [ 3675, 2781, 894, 3675, 2781, 894 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -35467, 524189, -583300, -628823, -157855, -584966 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3886, "evaluation_days": 1943, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1596240000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759757476068, "expiration_time": 1764788256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "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) |
---|