Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726532.7074 | 612996.2028 | 113536.5046 | 1238236.9109 | 34844.9611 | 1203391.9498 |
Total P&L (%) | 726.5327 | 612.9962 | 113.5365 | 1238.2369 | 34.845 | 1203.392 |
Avg Daily Profit (%) | 0.3743 | 0.3158 | 0.0585 | 0.1337 | 0.0154 | 0.1324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132205 | -77655 | -67387 | -1516650 | -1116983 | -767892 |
Profit Factor | 2.5159 | 3.3921 | 1.5091 | 1.2672 | 1.014 | 1.5611 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 34.4828 | 31.0345 | 37.931 | 34.4828 | 31.0345 | 37.931 |
Ratio Avg Win / Avg Loss | 4.7802 | 7.538 | 2.4694 | 2.4078 | 2.2533 | 2.5545 |
Largest Winning Trade | 359786 | 359786 | 55493 | 927022 | 555488 | 927022 |
Largest Losing Trade | -36120 | -36120 | -27441 | -563769 | -425751 | -563769 |
Avg Bars in Trades | 129 | 97 | 161 | 129 | 97 | 161 |
Avg Bars in Winners | 277 | 205 | 336 | 277 | 205 | 336 |
Avg Bars in Losers | 51 | 49 | 54 | 51 | 49 | 54 |
Bars Traded | 7509 | 2828 | 4681 | 7509 | 2828 | 4681 |
Profit Streak | 35.9975 | 36.9975 | 0 | 35.9975 | 36.9975 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170945 | 310593 | -117100 | -198382 | -385853 | -17881 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7765, "evaluation_days": 1941.25, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596110400000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759665386582, "expiration_time": 1764675720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 55, "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": [ [ 726532.7074240949, 612996.2028408557, 113536.5045832394, 1238236.9108972494, 34844.9610982359, 1203391.9497990133 ], [ 726.532707, 612.996203, 113.536505, 1238.236911, 34.844961, 1203.39195 ], [ 0.37426, 0.315774, 0.058486, 0.133711, 0.015401, 0.13235 ], [ 10, 10, 10, 10, 10, 10 ], [ -132205, -77655, -67387, -1516650, -1116983, -767892 ], [ 2.515875, 3.392092, 1.509079, 1.267241, 1.014001, 1.561093 ], [ 58, 29, 29, 58, 29, 29 ], [ 20, 9, 11, 20, 9, 11 ], [ 38, 20, 18, 38, 20, 18 ], [ 34.482759, 31.034483, 37.931034, 34.482759, 31.034483, 37.931034 ], [ 4.780163, 7.537983, 2.469403, 2.407758, 2.253336, 2.554515 ], [ 359786, 359786, 55493, 927022, 555488, 927022 ], [ -36120, -36120, -27441, -563769, -425751, -563769 ], [ 129, 97, 161, 129, 97, 161 ], [ 277, 205, 336, 277, 205, 336 ], [ 51, 49, 54, 51, 49, 54 ], [ 7509, 2828, 4681, 7509, 2828, 4681 ], [ 35.99753, 36.99753, 0, 35.99753, 36.99753, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170945, 310593, -117100, -198382, -385853, -17881 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7765, "evaluation_days": 1941.25, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596110400000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759665386582, "expiration_time": 1764675720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 55, "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) |
---|