Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603470.2788 | 510882.3851 | 92587.8938 | 631645.3654 | 170603.3676 | 461041.9978 |
Total P&L (%) | 603.4703 | 510.8824 | 92.5879 | 631.6454 | 170.6034 | 461.042 |
Avg Daily Profit (%) | 0.3118 | 0.264 | 0.0478 | 0.1029 | 0.0514 | 0.0891 |
Buy And Hold Return (%) | 11.2724 | 11.2724 | 11.2724 | 11.2724 | 11.2724 | 11.2724 |
Max Trade Drawdown | -115340 | -61269 | -129946 | -539902 | -279956 | -426367 |
Profit Factor | 1.7411 | 2.43 | 1.2026 | 1.1978 | 1.1071 | 1.2881 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 41.7323 | 35.9375 | 47.619 | 41.7323 | 35.9375 | 47.619 |
Ratio Avg Win / Avg Loss | 2.4309 | 4.3317 | 1.3228 | 1.6724 | 1.9735 | 1.4169 |
Largest Winning Trade | 134607 | 134607 | 67392 | 288120 | 288120 | 274343 |
Largest Losing Trade | -58030 | -30944 | -58030 | -229640 | -120031 | -229640 |
Avg Bars in Trades | 29 | 21 | 38 | 29 | 21 | 38 |
Avg Bars in Winners | 48 | 34 | 59 | 48 | 34 | 59 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 3785 | 1375 | 2410 | 3785 | 1375 | 2410 |
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 | 348948 | -131434 | -277141 | -59659 | -370487 | -221541 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3871, "evaluation_days": 1935.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1593475200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759118860153, "expiration_time": 1764120816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 31, "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": [ [ 603470.2788477672, 510882.3850513126, 92587.8937964549, 631645.3653743585, 170603.367573037, 461041.9978013212 ], [ 603.470279, 510.882385, 92.587894, 631.645365, 170.603368, 461.041998 ], [ 0.31179, 0.263954, 0.047837, 0.102875, 0.051446, 0.089145 ], [ 11.272439, 11.272439, 11.272439, 11.272439, 11.272439, 11.272439 ], [ -115340, -61269, -129946, -539902, -279956, -426367 ], [ 1.74105, 2.429957, 1.202567, 1.1978, 1.107081, 1.288127 ], [ 127, 64, 63, 127, 64, 63 ], [ 53, 23, 30, 53, 23, 30 ], [ 74, 41, 33, 74, 41, 33 ], [ 41.732283, 35.9375, 47.619048, 41.732283, 35.9375, 47.619048 ], [ 2.4309, 4.331663, 1.322823, 1.6724, 1.973492, 1.41694 ], [ 134607, 134607, 67392, 288120, 288120, 274343 ], [ -58030, -30944, -58030, -229640, -120031, -229640 ], [ 29, 21, 38, 29, 21, 38 ], [ 48, 34, 59, 48, 34, 59 ], [ 16, 14, 18, 16, 14, 18 ], [ 3785, 1375, 2410, 3785, 1375, 2410 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348948, -131434, -277141, -59659, -370487, -221541 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3871, "evaluation_days": 1935.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1593475200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759118860153, "expiration_time": 1764120816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 31, "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) |
---|