Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -325462.5293 | 126306.9447 | -451769.474 | 3534329.1467 | -2010384.6338 | 5544713.7805 |
Total P&L (%) | -325.4625 | 126.3069 | -451.7695 | 3534.3291 | -2010.3846 | 5544.7138 |
Avg Daily Profit (%) | -0.1686 | 0.0654 | -0.234 | 0.1863 | 0 | 0.2091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -601222 | -70300 | -646962 | -3919210 | -2763999 | -1858187 |
Profit Factor | 0.6958 | 1.525 | 0.4553 | 1.3441 | 0.7167 | 2.7468 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 13 | 19 | 28 | 11 | 17 |
Losing Trades | 26 | 16 | 10 | 30 | 18 | 12 |
Profitability (%) | 55.1724 | 44.8276 | 65.5172 | 48.2759 | 37.931 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.5653 | 1.877 | 0.2396 | 1.4401 | 1.1728 | 1.9389 |
Largest Winning Trade | 93238 | 93238 | 53577 | 2167215 | 1851130 | 2167215 |
Largest Losing Trade | -556275 | -35593 | -556275 | -1894446 | -1894446 | -1682885 |
Avg Bars in Trades | 128 | 74 | 183 | 128 | 74 | 183 |
Avg Bars in Winners | 148 | 51 | 214 | 148 | 44 | 215 |
Avg Bars in Losers | 104 | 92 | 123 | 110 | 92 | 138 |
Bars Traded | 7466 | 2146 | 5320 | 7466 | 2146 | 5320 |
Profit Streak | 0 | 0 | 39.102 | 0 | 0 | 39.102 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759607 | -105066 | -577392 | -171896 | -583859 | 570574 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7722, "evaluation_days": 1930.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596909600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758961615885, "expiration_time": 1763719056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 202, "offset": 0, "std": 3.18006 } } }
{ "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": [ [ -325462.5292857839, 126306.944673911, -451769.4739596948, 3534329.146675605, -2010384.63382071, 5544713.780496314 ], [ -325.462529, 126.306945, -451.769474, 3534.329147, -2010.384634, 5544.71378 ], [ -0.16859, 0.065427, -0.234017, 0.186291, 0, 0.209144 ], [ 10, 10, 10, 10, 10, 10 ], [ -601222, -70300, -646962, -3919210, -2763999, -1858187 ], [ 0.695803, 1.525039, 0.455266, 1.344102, 0.716729, 2.746845 ], [ 58, 29, 29, 58, 29, 29 ], [ 32, 13, 19, 28, 11, 17 ], [ 26, 16, 10, 30, 18, 12 ], [ 55.172414, 44.827586, 65.517241, 48.275862, 37.931034, 58.62069 ], [ 0.56534, 1.876972, 0.239614, 1.44011, 1.172829, 1.938949 ], [ 93238, 93238, 53577, 2167215, 1851130, 2167215 ], [ -556275, -35593, -556275, -1894446, -1894446, -1682885 ], [ 128, 74, 183, 128, 74, 183 ], [ 148, 51, 214, 148, 44, 215 ], [ 104, 92, 123, 110, 92, 138 ], [ 7466, 2146, 5320, 7466, 2146, 5320 ], [ 0, 0, 39.102036, 0, 0, 39.102036 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -759607, -105066, -577392, -171896, -583859, 570574 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7722, "evaluation_days": 1930.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596909600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758961615885, "expiration_time": 1763719056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 202, "offset": 0, "std": 3.18006 } } }
# | 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) |
---|