Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545909.2559 | 565384.3802 | -19475.1243 | -59760.509 | 1714.7924 | -61475.3014 |
Total P&L (%) | 545.9093 | 565.3844 | -19.4751 | -59.7605 | 1.7148 | -61.4753 |
Avg Daily Profit (%) | 0.2817 | 0.2918 | -0.0101 | -0.047 | 0.0009 | -0.0492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187293 | -179475 | -37417 | -1062913 | -1055396 | -82144 |
Profit Factor | 2.0217 | 2.1897 | 0.6703 | 0.965 | 1.0011 | 0.5607 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 43.3735 | 34.1463 | 52.381 | 43.3735 | 34.1463 | 52.381 |
Ratio Avg Win / Avg Loss | 2.6395 | 4.223 | 0.6094 | 1.2599 | 1.9307 | 0.5097 |
Largest Winning Trade | 580664 | 580664 | 5005 | 919330 | 919330 | 24023 |
Largest Losing Trade | -64654 | -64654 | -14041 | -649487 | -649487 | -48020 |
Avg Bars in Trades | 86 | 174 | 1 | 86 | 174 | 1 |
Avg Bars in Winners | 68 | 173 | 1 | 68 | 173 | 1 |
Avg Bars in Losers | 101 | 174 | 1 | 101 | 174 | 1 |
Bars Traded | 7211 | 7151 | 61 | 7211 | 7151 | 61 |
Profit Streak | 93.994 | 0 | 197.244 | 93.994 | 0 | 197.244 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334188 | 246921 | -579172 | -582406 | -581758 | -579172 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7751, "evaluation_days": 1937.75, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1592805600000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759362678252, "expiration_time": 1764364248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 156, "offset": 0, "std": 1.899 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 30 } } }
{ "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": [ [ 545909.2558576944, 565384.3801973911, -19475.1243396965, -59760.5089939494, 1714.7924160672, -61475.3014100162 ], [ 545.909256, 565.38438, -19.475124, -59.760509, 1.714792, -61.475301 ], [ 0.281723, 0.291774, -0.01005, -0.046967, 0.000877, -0.049214 ], [ 10, 10, 10, 10, 10, 10 ], [ -187293, -179475, -37417, -1062913, -1055396, -82144 ], [ 2.021734, 2.189721, 0.670319, 0.965038, 1.001093, 0.560714 ], [ 83, 41, 42, 83, 41, 42 ], [ 36, 14, 22, 36, 14, 22 ], [ 47, 27, 20, 47, 27, 20 ], [ 43.373494, 34.146341, 52.380952, 43.373494, 34.146341, 52.380952 ], [ 2.639486, 4.223034, 0.609381, 1.25991, 1.930679, 0.50974 ], [ 580664, 580664, 5005, 919330, 919330, 24023 ], [ -64654, -64654, -14041, -649487, -649487, -48020 ], [ 86, 174, 1, 86, 174, 1 ], [ 68, 173, 1, 68, 173, 1 ], [ 101, 174, 1, 101, 174, 1 ], [ 7211, 7151, 61, 7211, 7151, 61 ], [ 93.993961, 0, 197.243961, 93.993961, 0, 197.243961 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334188, 246921, -579172, -582406, -581758, -579172 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7751, "evaluation_days": 1937.75, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1592805600000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759362678252, "expiration_time": 1764364248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 156, "offset": 0, "std": 1.899 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 30 } } }
# | 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) |
---|