Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -263385.5624 | 107328.7546 | -370714.317 | -175745.3714 | 2143739.8764 | -2319485.2478 |
Total P&L (%) | -263.3856 | 107.3288 | -370.7143 | -175.7454 | 2143.7399 | -2319.4852 |
Avg Daily Profit (%) | -0.1363 | 0.0555 | -0.1918 | 0 | 0.1611 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -561090 | -125958 | -465328 | -2753990 | -312602 | -3489331 |
Profit Factor | 0.7375 | 1.3908 | 0.4913 | 0.9649 | 4.2197 | 0.4651 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 20 | 22 | 41 | 22 | 19 |
Losing Trades | 38 | 20 | 18 | 39 | 18 | 21 |
Profitability (%) | 52.5 | 50 | 55 | 51.25 | 55 | 47.5 |
Ratio Avg Win / Avg Loss | 0.6673 | 1.3908 | 0.402 | 0.9178 | 3.4525 | 0.514 |
Largest Winning Trade | 95025 | 95025 | 49871 | 1031067 | 1031067 | 769677 |
Largest Losing Trade | -465328 | -48375 | -465328 | -2147709 | -275555 | -2147709 |
Avg Bars in Trades | 69 | 36 | 101 | 69 | 36 | 101 |
Avg Bars in Winners | 76 | 30 | 119 | 63 | 46 | 83 |
Avg Bars in Losers | 60 | 42 | 81 | 75 | 24 | 118 |
Bars Traded | 5528 | 1452 | 4076 | 5528 | 1452 | 4076 |
Profit Streak | 39.6677 | 112.001 | 0 | 0 | 0 | 148.001 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -603684 | -117531 | -580101 | -604393 | 561750 | -580759 |
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{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 180, "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": [ [ -263385.5623917194, 107328.7546412907, -370714.3170330101, -175745.3713761449, 2143739.8764066533, -2319485.2477827966 ], [ -263.385562, 107.328755, -370.714317, -175.745371, 2143.739876, -2319.485248 ], [ -0.136281, 0.055534, -0.191815, 0, 0.161085, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -561090, -125958, -465328, -2753990, -312602, -3489331 ], [ 0.737514, 1.390764, 0.491309, 0.964865, 4.219692, 0.465086 ], [ 80, 40, 40, 80, 40, 40 ], [ 42, 20, 22, 41, 22, 19 ], [ 38, 20, 18, 39, 18, 21 ], [ 52.5, 50, 55, 51.25, 55, 47.5 ], [ 0.667274, 1.390764, 0.40198, 0.917798, 3.452475, 0.514043 ], [ 95025, 95025, 49871, 1031067, 1031067, 769677 ], [ -465328, -48375, -465328, -2147709, -275555, -2147709 ], [ 69, 36, 101, 69, 36, 101 ], [ 76, 30, 119, 63, 46, 83 ], [ 60, 42, 81, 75, 24, 118 ], [ 5528, 1452, 4076, 5528, 1452, 4076 ], [ 39.667662, 112.000996, 0, 0, 0, 148.000996 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -603684, -117531, -580101, -604393, 561750, -580759 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5798, "evaluation_days": 1932.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1597104000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758931286022, "expiration_time": 1763911872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 180, "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) |
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