Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895674.8489 | 758334.3696 | 137340.4794 | 1888890.0283 | 395581.1689 | 1493308.8594 |
Total P&L (%) | 895.6748 | 758.3344 | 137.3405 | 1888.89 | 395.5812 | 1493.3089 |
Avg Daily Profit (%) | 0.4625 | 0.3916 | 0.0709 | 0.1545 | 0.0827 | 0.1431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123850 | -132060 | -60967 | -1492266 | -853816 | -1112090 |
Profit Factor | 1.8779 | 2.4696 | 1.2723 | 1.2253 | 1.0947 | 1.355 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 95 | 37 | 58 | 95 | 37 | 58 |
Losing Trades | 108 | 65 | 43 | 108 | 65 | 43 |
Profitability (%) | 46.798 | 36.2745 | 57.4257 | 46.798 | 36.2745 | 57.4257 |
Ratio Avg Win / Avg Loss | 2.1348 | 4.3385 | 0.9433 | 1.393 | 1.9232 | 1.0045 |
Largest Winning Trade | 383033 | 383033 | 51217 | 970544 | 970544 | 505783 |
Largest Losing Trade | -44497 | -44497 | -40498 | -748375 | -343124 | -748375 |
Avg Bars in Trades | 18 | 16 | 21 | 18 | 16 | 21 |
Avg Bars in Winners | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 3821 | 1693 | 2128 | 3821 | 1693 | 2128 |
Profit Streak | 20.4068 | 20.4068 | 28.4068 | 20.4068 | 20.4068 | 28.4068 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540068 | 345369 | -98499 | 303569 | -202560 | 9861 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3873, "evaluation_days": 1936.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1592784000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759225549163, "expiration_time": 1764209808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 35, "offset": 0, "poles": 2 } } }
{ "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": [ [ 895674.8489496157, 758334.369552289, 137340.4793973268, 1888890.0282831092, 395581.1688948904, 1493308.8593882176 ], [ 895.674849, 758.33437, 137.340479, 1888.890028, 395.581169, 1493.308859 ], [ 0.462523, 0.391601, 0.070922, 0.15453, 0.082686, 0.143061 ], [ 10, 10, 10, 10, 10, 10 ], [ -123850, -132060, -60967, -1492266, -853816, -1112090 ], [ 1.877859, 2.469605, 1.272349, 1.225328, 1.094729, 1.354966 ], [ 203, 102, 101, 203, 102, 101 ], [ 95, 37, 58, 95, 37, 58 ], [ 108, 65, 43, 108, 65, 43 ], [ 46.79803, 36.27451, 57.425743, 46.79803, 36.27451, 57.425743 ], [ 2.13483, 4.338495, 0.943293, 1.393004, 1.923172, 1.004543 ], [ 383033, 383033, 51217, 970544, 970544, 505783 ], [ -44497, -44497, -40498, -748375, -343124, -748375 ], [ 18, 16, 21, 18, 16, 21 ], [ 26, 25, 26, 26, 25, 26 ], [ 12, 11, 13, 12, 11, 13 ], [ 3821, 1693, 2128, 3821, 1693, 2128 ], [ 20.406819, 20.406819, 28.406819, 20.406819, 20.406819, 28.406819 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 540068, 345369, -98499, 303569, -202560, 9861 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3873, "evaluation_days": 1936.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1592784000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759225549163, "expiration_time": 1764209808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 35, "offset": 0, "poles": 2 } } }
# | 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) |
---|