Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718435.0339 | 581598.0961 | 136836.9379 | 1538984.7825 | -128661.028 | 1667645.8106 |
Total P&L (%) | 718.435 | 581.5981 | 136.8369 | 1538.9848 | -128.661 | 1667.6458 |
Avg Daily Profit (%) | 0.3719 | 0.3011 | 0.0708 | 0.1449 | 0 | 0.1488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162897 | -91897 | -113983 | -8800076 | -4951094 | -3848982 |
Profit Factor | 1.4115 | 1.784 | 1.1363 | 1.0507 | 0.9904 | 1.0986 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 199 | 98 | 101 | 199 | 98 | 101 |
Losing Trades | 241 | 122 | 119 | 241 | 122 | 119 |
Profitability (%) | 45.2273 | 44.5455 | 45.9091 | 45.2273 | 44.5455 | 45.9091 |
Ratio Avg Win / Avg Loss | 1.7094 | 2.2209 | 1.3388 | 1.2725 | 1.233 | 1.2944 |
Largest Winning Trade | 159163 | 159163 | 48406 | 1639236 | 1066779 | 1639236 |
Largest Losing Trade | -39373 | -24119 | -39373 | -1612265 | -1612265 | -1160302 |
Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Winners | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5708 | 2467 | 3241 | 5708 | 2467 | 3241 |
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 | 435776 | 397350 | -169686 | -163246 | -580358 | -106743 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5795, "evaluation_days": 1931.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593676800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758823945962, "expiration_time": 1763822880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 61, "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": [ [ 718435.0339426795, 581598.0960761984, 136836.9378664817, 1538984.7825412983, -128661.0280176799, 1667645.81055898 ], [ 718.435034, 581.598096, 136.836938, 1538.984783, -128.661028, 1667.645811 ], [ 0.371924, 0.301086, 0.070839, 0.144884, 0, 0.148802 ], [ 10, 10, 10, 10, 10, 10 ], [ -162897, -91897, -113983, -8800076, -4951094, -3848982 ], [ 1.411494, 1.783966, 1.136284, 1.0507, 0.990431, 1.098625 ], [ 440, 220, 220, 440, 220, 220 ], [ 199, 98, 101, 199, 98, 101 ], [ 241, 122, 119, 241, 122, 119 ], [ 45.227273, 44.545455, 45.909091, 45.227273, 44.545455, 45.909091 ], [ 1.709397, 2.220856, 1.338791, 1.272456, 1.232985, 1.29442 ], [ 159163, 159163, 48406, 1639236, 1066779, 1639236 ], [ -39373, -24119, -39373, -1612265, -1612265, -1160302 ], [ 12, 11, 14, 12, 11, 14 ], [ 15, 13, 18, 15, 13, 18 ], [ 10, 9, 11, 10, 9, 11 ], [ 5708, 2467, 3241, 5708, 2467, 3241 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 435776, 397350, -169686, -163246, -580358, -106743 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5795, "evaluation_days": 1931.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593676800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758823945962, "expiration_time": 1763822880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 61, "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) |
---|