Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643894.7949 | 560548.0347 | 83346.7602 | 202711.5242 | 9421.1367 | 193290.3875 |
Total P&L (%) | 643.8948 | 560.548 | 83.3468 | 202.7115 | 9.4211 | 193.2904 |
Avg Daily Profit (%) | 0.3326 | 0.2895 | 0.043 | 0.0572 | 0.0047 | 0.0556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102668 | -89024 | -107597 | -294633 | -307493 | -148033 |
Profit Factor | 2.2823 | 3.3001 | 1.3225 | 1.1619 | 1.0152 | 1.3063 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.9585 | 6.0003 | 1.2398 | 1.5062 | 1.8458 | 1.2247 |
Largest Winning Trade | 461988 | 461988 | 60168 | 226221 | 226221 | 165575 |
Largest Losing Trade | -78126 | -45093 | -78126 | -133634 | -108275 | -133634 |
Avg Bars in Trades | 181 | 145 | 217 | 181 | 145 | 217 |
Avg Bars in Winners | 286 | 235 | 321 | 286 | 235 | 321 |
Avg Bars in Losers | 100 | 96 | 106 | 100 | 96 | 106 |
Bars Traded | 11257 | 4521 | 6736 | 11257 | 4521 | 6736 |
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 | -147770 | 339370 | -135019 | -319107 | -560796 | -118396 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11617, "evaluation_days": 1936.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594684800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759236314696, "expiration_time": 1764237744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 3.48393 } } }
{ "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": [ [ 643894.794912162, 560548.0347020656, 83346.7602100965, 202711.5241857979, 9421.1366674416, 193290.3875183563 ], [ 643.894795, 560.548035, 83.34676, 202.711524, 9.421137, 193.290388 ], [ 0.332561, 0.289514, 0.043047, 0.057223, 0.00465, 0.055589 ], [ 10, 10, 10, 10, 10, 10 ], [ -102668, -89024, -107597, -294633, -307493, -148033 ], [ 2.282306, 3.300143, 1.322504, 1.161913, 1.015172, 1.306316 ], [ 62, 31, 31, 62, 31, 31 ], [ 27, 11, 16, 27, 11, 16 ], [ 35, 20, 15, 35, 20, 15 ], [ 43.548387, 35.483871, 51.612903, 43.548387, 35.483871, 51.612903 ], [ 2.958545, 6.00026, 1.239847, 1.506183, 1.845767, 1.224671 ], [ 461988, 461988, 60168, 226221, 226221, 165575 ], [ -78126, -45093, -78126, -133634, -108275, -133634 ], [ 181, 145, 217, 181, 145, 217 ], [ 286, 235, 321, 286, 235, 321 ], [ 100, 96, 106, 100, 96, 106 ], [ 11257, 4521, 6736, 11257, 4521, 6736 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147770, 339370, -135019, -319107, -560796, -118396 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11617, "evaluation_days": 1936.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594684800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759236314696, "expiration_time": 1764237744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 3.48393 } } }
# | 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) |
---|