Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723823.0626 | 590754.0767 | 133068.9859 | 506204.1955 | 107629.0717 | 398575.1238 |
Total P&L (%) | 723.8231 | 590.7541 | 133.069 | 506.2042 | 107.6291 | 398.5751 |
Avg Daily Profit (%) | 0.3726 | 0.3041 | 0.0685 | 0.0928 | 0.0376 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116392 | -109917 | -104163 | -589932 | -513412 | -365012 |
Profit Factor | 1.5603 | 1.8752 | 1.2157 | 1.1386 | 1.053 | 1.246 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Losing Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Profitability (%) | 52.8239 | 52.6667 | 52.9801 | 52.8239 | 52.6667 | 52.9801 |
Ratio Avg Win / Avg Loss | 1.3935 | 1.6853 | 1.0789 | 1.0169 | 0.9464 | 1.1058 |
Largest Winning Trade | 385385 | 385385 | 59185 | 249585 | 249585 | 193769 |
Largest Losing Trade | -52500 | -35797 | -52500 | -266964 | -184438 | -266964 |
Avg Bars in Trades | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Winners | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Losers | 22 | 30 | 14 | 22 | 30 | 14 |
Bars Traded | 7454 | 4087 | 3367 | 7454 | 4087 | 3367 |
Profit Streak | 21.4439 | 21.4439 | 35.4439 | 21.4439 | 21.4439 | 35.4439 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535413 | 500086 | -99507 | -132997 | -305152 | -80340 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7771, "evaluation_days": 1942.75, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596974400000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759790351951, "expiration_time": 1764809208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 723823.0625634553, 590754.0766555396, 133068.9859079156, 506204.1954714325, 107629.0716795595, 398575.1237918732 ], [ 723.823063, 590.754077, 133.068986, 506.204195, 107.629072, 398.575124 ], [ 0.372577, 0.304081, 0.068495, 0.092801, 0.037613, 0.082731 ], [ 10, 10, 10, 10, 10, 10 ], [ -116392, -109917, -104163, -589932, -513412, -365012 ], [ 1.560276, 1.875162, 1.215712, 1.138636, 1.052993, 1.245987 ], [ 301, 150, 151, 301, 150, 151 ], [ 159, 79, 80, 159, 79, 80 ], [ 142, 71, 71, 142, 71, 71 ], [ 52.82392, 52.666667, 52.980132, 52.82392, 52.666667, 52.980132 ], [ 1.393454, 1.685272, 1.078945, 1.016895, 0.946361, 1.105813 ], [ 385385, 385385, 59185, 249585, 249585, 193769 ], [ -52500, -35797, -52500, -266964, -184438, -266964 ], [ 24, 27, 22, 24, 27, 22 ], [ 26, 24, 28, 26, 24, 28 ], [ 22, 30, 14, 22, 30, 14 ], [ 7454, 4087, 3367, 7454, 4087, 3367 ], [ 21.443888, 21.443888, 35.443888, 21.443888, 21.443888, 35.443888 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 535413, 500086, -99507, -132997, -305152, -80340 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7771, "evaluation_days": 1942.75, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596974400000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759790351951, "expiration_time": 1764809208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|