Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615839.5789 | 500820.914 | 115018.6649 | -3384617.3008 | 61038.6554 | -3445655.9562 |
Total P&L (%) | 615.8396 | 500.8209 | 115.0187 | -3384.6173 | 61.0387 | -3445.656 |
Avg Daily Profit (%) | 0.3191 | 0.2595 | 0.0596 | 0 | 0.0247 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150568 | -52267 | -206609 | -5621825 | -1764826 | -4971413 |
Profit Factor | 1.5701 | 2.0739 | 1.1874 | 0.7908 | 1.0091 | 0.6361 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 127 | 57 | 70 | 109 | 62 | 47 |
Losing Trades | 107 | 60 | 47 | 125 | 55 | 70 |
Profitability (%) | 54.2735 | 48.7179 | 59.8291 | 46.5812 | 52.9915 | 40.1709 |
Ratio Avg Win / Avg Loss | 1.3229 | 2.183 | 0.7972 | 0.9069 | 0.8952 | 0.9473 |
Largest Winning Trade | 179378 | 179378 | 36778 | 946339 | 946339 | 870853 |
Largest Losing Trade | -150568 | -40534 | -150568 | -1011459 | -1011459 | -702285 |
Avg Bars in Trades | 97 | 80 | 114 | 97 | 80 | 114 |
Avg Bars in Winners | 94 | 76 | 110 | 96 | 81 | 117 |
Avg Bars in Losers | 100 | 84 | 121 | 97 | 79 | 112 |
Bars Traded | 22812 | 9408 | 13404 | 22812 | 9408 | 13404 |
Profit Streak | 5.2528 | 0 | 20.0861 | 0 | 32.2528 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478106 | 422909 | -127822 | -580883 | -371529 | -584843 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593648000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758852239264, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 236, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 87, "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": [ [ 615839.5789403219, 500820.9140107834, 115018.6649295382, -3384617.300843069, 61038.6553970938, -3445655.9562401613 ], [ 615.839579, 500.820914, 115.018665, -3384.617301, 61.038655, -3445.655956 ], [ 0.319129, 0.259526, 0.059603, 0, 0.024694, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -150568, -52267, -206609, -5621825, -1764826, -4971413 ], [ 1.570126, 2.073878, 1.187383, 0.790837, 1.009092, 0.636074 ], [ 234, 117, 117, 234, 117, 117 ], [ 127, 57, 70, 109, 62, 47 ], [ 107, 60, 47, 125, 55, 70 ], [ 54.273504, 48.717949, 59.82906, 46.581197, 52.991453, 40.17094 ], [ 1.322862, 2.18303, 0.797243, 0.906923, 0.895162, 0.947345 ], [ 179378, 179378, 36778, 946339, 946339, 870853 ], [ -150568, -40534, -150568, -1011459, -1011459, -702285 ], [ 97, 80, 114, 97, 80, 114 ], [ 94, 76, 110, 96, 81, 117 ], [ 100, 84, 121, 97, 79, 112 ], [ 22812, 9408, 13404, 22812, 9408, 13404 ], [ 5.252769, 0, 20.086102, 0, 32.252769, 0 ], [ 1, 0, 1, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478106, 422909, -127822, -580883, -371529, -584843 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593648000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758852239264, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 236, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 87, "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) |
---|