Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595746.785 | 509237.5373 | 86509.2477 | -682939.2354 | 419973.981 | -1102913.2165 |
Total P&L (%) | 595.7468 | 509.2375 | 86.5092 | -682.9392 | 419.974 | -1102.9132 |
Avg Daily Profit (%) | 0.3086 | 0.2638 | 0.0448 | 0 | 0.0854 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153576 | -86673 | -117039 | -5585956 | -1879470 | -4426330 |
Profit Factor | 2.0882 | 3.3753 | 1.2597 | 0.9379 | 1.1145 | 0.8496 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 33 | 12 | 21 | 36 | 17 | 19 |
Losing Trades | 54 | 32 | 22 | 51 | 27 | 24 |
Profitability (%) | 37.931 | 27.2727 | 48.8372 | 41.3793 | 38.6364 | 44.186 |
Ratio Avg Win / Avg Loss | 3.417 | 9.0007 | 1.3197 | 1.3287 | 1.7701 | 1.0732 |
Largest Winning Trade | 310723 | 310723 | 55082 | 1441504 | 1441504 | 1282193 |
Largest Losing Trade | -116109 | -13670 | -116109 | -4004097 | -476118 | -4004097 |
Avg Bars in Trades | 130 | 94 | 167 | 130 | 94 | 167 |
Avg Bars in Winners | 215 | 183 | 233 | 170 | 131 | 204 |
Avg Bars in Losers | 78 | 60 | 104 | 102 | 70 | 137 |
Bars Traded | 11333 | 4139 | 7193 | 11333 | 4139 | 7193 |
Profit Streak | 0 | 0 | 0 | 58.9981 | 58.9981 | 80.8314 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305114 | -4702 | -133615 | -580777 | -175707 | -580358 |
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{ "first_band": { "type": "midprice", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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": [ [ 595746.7849868645, 509237.5372726796, 86509.2477141846, -682939.2354280243, 419973.981048259, -1102913.2164762814 ], [ 595.746785, 509.237537, 86.509248, -682.939235, 419.973981, -1102.913216 ], [ 0.308624, 0.263809, 0.044816, 0, 0.085442, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -153576, -86673, -117039, -5585956, -1879470, -4426330 ], [ 2.088192, 3.375262, 1.259731, 0.937921, 1.114523, 0.849615 ], [ 87, 44, 43, 87, 44, 43 ], [ 33, 12, 21, 36, 17, 19 ], [ 54, 32, 22, 51, 27, 24 ], [ 37.931034, 27.272727, 48.837209, 41.37931, 38.636364, 44.186047 ], [ 3.417041, 9.0007, 1.319718, 1.328721, 1.770124, 1.073198 ], [ 310723, 310723, 55082, 1441504, 1441504, 1282193 ], [ -116109, -13670, -116109, -4004097, -476118, -4004097 ], [ 130, 94, 167, 130, 94, 167 ], [ 215, 183, 233, 170, 131, 204 ], [ 78, 60, 104, 102, 70, 137 ], [ 11333, 4139, 7193, 11333, 4139, 7193 ], [ 0, 0, 0, 58.998054, 58.998054, 80.831387 ], [ 0, 0, 0, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305114, -4702, -133615, -580777, -175707, -580358 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594224000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758959831861, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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) |
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