Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581484.4407 | 552921.7527 | 28562.688 | 16574.9421 | -4186.4914 | 20761.4335 |
Total P&L (%) | 581.4844 | 552.9218 | 28.5627 | 16.5749 | -4.1865 | 20.7614 |
Avg Daily Profit (%) | 0.3012 | 0.2864 | 0.0148 | 0.0079 | -0.0022 | 0.0098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245281 | -214933 | -38970 | -4881349 | -4567125 | -481459 |
Profit Factor | 1.6876 | 1.8571 | 1.1424 | 1.002 | 0.9994 | 1.0146 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 52.3207 | 49.1525 | 55.4622 | 52.3207 | 49.1525 | 55.4622 |
Ratio Avg Win / Avg Loss | 1.5379 | 1.9212 | 0.9174 | 0.9131 | 1.0338 | 0.8148 |
Largest Winning Trade | 416141 | 416141 | 14122 | 3500535 | 3500535 | 205381 |
Largest Losing Trade | -55708 | -55708 | -22752 | -2029199 | -2029199 | -278246 |
Avg Bars in Trades | 46 | 86 | 6 | 46 | 86 | 6 |
Avg Bars in Winners | 46 | 91 | 6 | 46 | 91 | 6 |
Avg Bars in Losers | 46 | 81 | 6 | 46 | 81 | 6 |
Bars Traded | 10989 | 10208 | 781 | 10989 | 10208 | 781 |
Profit Streak | 88.8546 | 89.0213 | 88.8546 | 88.8546 | 89.0213 | 88.8546 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525655 | 442417 | -240571 | -408858 | -579123 | -390961 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593705600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758904238633, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 3.72191 } }, "second_band": { "type": "tema", "factors": { "length": 123, "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": [ [ 581484.4406966405, 552921.7527401237, 28562.6879565175, 16574.9421069603, -4186.4914090442, 20761.4335160048 ], [ 581.484441, 552.921753, 28.562688, 16.574942, -4.186491, 20.761434 ], [ 0.301236, 0.286439, 0.014797, 0.007945, -0.002215, 0.009773 ], [ 10, 10, 10, 10, 10, 10 ], [ -245281, -214933, -38970, -4881349, -4567125, -481459 ], [ 1.687602, 1.857137, 1.142393, 1.002018, 0.999384, 1.014621 ], [ 237, 118, 119, 237, 118, 119 ], [ 124, 58, 66, 124, 58, 66 ], [ 113, 60, 53, 113, 60, 53 ], [ 52.320675, 49.152542, 55.462185, 52.320675, 49.152542, 55.462185 ], [ 1.537896, 1.921176, 0.917376, 0.913129, 1.033845, 0.814771 ], [ 416141, 416141, 14122, 3500535, 3500535, 205381 ], [ -55708, -55708, -22752, -2029199, -2029199, -278246 ], [ 46, 86, 6, 46, 86, 6 ], [ 46, 91, 6, 46, 91, 6 ], [ 46, 81, 6, 46, 81, 6 ], [ 10989, 10208, 781, 10989, 10208, 781 ], [ 88.854614, 89.02128, 88.854614, 88.854614, 89.02128, 88.854614 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 525655, 442417, -240571, -408858, -579123, -390961 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593705600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758904238633, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 3.72191 } }, "second_band": { "type": "tema", "factors": { "length": 123, "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) |
---|