Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102090.8884 | 920648.1782 | 181442.7102 | 2585996.8568 | -3913051.2902 | 6499048.147 |
Total P&L (%) | 1102.0909 | 920.6482 | 181.4427 | 2585.9969 | -3913.0513 | 6499.0481 |
Avg Daily Profit (%) | 0.5669 | 0.4736 | 0.0933 | 0.1694 | 0 | 0.2157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154728 | -81145 | -120233 | -6997711 | -6661457 | -2174368 |
Profit Factor | 2.3738 | 3.2062 | 1.4714 | 1.0948 | 0.7911 | 1.759 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 50.9677 | 48.7179 | 53.2468 | 50.9677 | 48.7179 | 53.2468 |
Ratio Avg Win / Avg Loss | 2.2836 | 3.3749 | 1.2919 | 1.0532 | 0.8327 | 1.5445 |
Largest Winning Trade | 602405 | 602405 | 52945 | 3762667 | 3762667 | 2176301 |
Largest Losing Trade | -66853 | -39302 | -66853 | -3697627 | -3697627 | -1333511 |
Avg Bars in Trades | 48 | 52 | 43 | 48 | 52 | 43 |
Avg Bars in Winners | 62 | 63 | 62 | 62 | 63 | 62 |
Avg Bars in Losers | 33 | 42 | 23 | 33 | 42 | 23 |
Bars Traded | 7462 | 4088 | 3374 | 7462 | 4088 | 3374 |
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 | 598788 | -18452 | -108765 | -107577 | -615734 | -30029 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7776, "evaluation_days": 1944, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596715200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759898587761, "expiration_time": 1764920448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1102090.8884424877, 920648.1782277758, 181442.7102147127, 2585996.856795201, -3913051.2901973194, 6499048.146992524 ], [ 1102.090888, 920.648178, 181.44271, 2585.996857, -3913.05129, 6499.048147 ], [ 0.566919, 0.473584, 0.093335, 0.169415, 0, 0.215742 ], [ 10, 10, 10, 10, 10, 10 ], [ -154728, -81145, -120233, -6997711, -6661457, -2174368 ], [ 2.373781, 3.206175, 1.47137, 1.09476, 0.791055, 1.759026 ], [ 155, 78, 77, 155, 78, 77 ], [ 79, 38, 41, 79, 38, 41 ], [ 76, 40, 36, 76, 40, 36 ], [ 50.967742, 48.717949, 53.246753, 50.967742, 48.717949, 53.246753 ], [ 2.283637, 3.374921, 1.291934, 1.053187, 0.83269, 1.544511 ], [ 602405, 602405, 52945, 3762667, 3762667, 2176301 ], [ -66853, -39302, -66853, -3697627, -3697627, -1333511 ], [ 48, 52, 43, 48, 52, 43 ], [ 62, 63, 62, 62, 63, 62 ], [ 33, 42, 23, 33, 42, 23 ], [ 7462, 4088, 3374, 7462, 4088, 3374 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 598788, -18452, -108765, -107577, -615734, -30029 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7776, "evaluation_days": 1944, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596715200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759898587761, "expiration_time": 1764920448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|