Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743133.938 | 644566.9351 | 98567.0029 | 601648.6939 | -221867.6476 | 823516.3415 |
Total P&L (%) | 743.1339 | 644.5669 | 98.567 | 601.6487 | -221.8676 | 823.5163 |
Avg Daily Profit (%) | 0.3838 | 0.3329 | 0.0509 | 0.1007 | 0 | 0.1149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99294 | -97842 | -74430 | -691463 | -760307 | -485339 |
Profit Factor | 2.0319 | 2.7557 | 1.2792 | 1.1429 | 0.9034 | 1.4299 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 42 | 14 | 28 | 42 | 14 | 28 |
Losing Trades | 73 | 44 | 29 | 73 | 44 | 29 |
Profitability (%) | 36.5217 | 24.1379 | 49.1228 | 36.5217 | 24.1379 | 49.1228 |
Ratio Avg Win / Avg Loss | 3.5317 | 8.6609 | 1.3249 | 1.9864 | 2.8391 | 1.481 |
Largest Winning Trade | 433261 | 433261 | 50213 | 439718 | 439718 | 302455 |
Largest Losing Trade | -52651 | -19013 | -52651 | -405580 | -171923 | -405580 |
Avg Bars in Trades | 99 | 87 | 111 | 99 | 87 | 111 |
Avg Bars in Winners | 178 | 197 | 169 | 178 | 197 | 169 |
Avg Bars in Losers | 53 | 52 | 54 | 53 | 52 | 54 |
Bars Traded | 11389 | 5057 | 6332 | 11389 | 5057 | 6332 |
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 | 307240 | -199515 | -305368 | -125364 | -791947 | -218733 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11617, "evaluation_days": 1936.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593360000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759236319041, "expiration_time": 1764237744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 65, "offset": 0, "std": 3.68362 } }, "second_band": { "type": "linreg", "factors": { "length": 99, "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": [ [ 743133.9380102484, 644566.9350939454, 98567.002916303, 601648.6938836649, -221867.6475963582, 823516.3414800228 ], [ 743.133938, 644.566935, 98.567003, 601.648694, -221.867648, 823.516341 ], [ 0.383816, 0.332908, 0.050908, 0.100675, 0, 0.114881 ], [ 10, 10, 10, 10, 10, 10 ], [ -99294, -97842, -74430, -691463, -760307, -485339 ], [ 2.031909, 2.755736, 1.2792, 1.142858, 0.903363, 1.429895 ], [ 115, 58, 57, 115, 58, 57 ], [ 42, 14, 28, 42, 14, 28 ], [ 73, 44, 29, 73, 44, 29 ], [ 36.521739, 24.137931, 49.122807, 36.521739, 24.137931, 49.122807 ], [ 3.531651, 8.660885, 1.324885, 1.986396, 2.839141, 1.480963 ], [ 433261, 433261, 50213, 439718, 439718, 302455 ], [ -52651, -19013, -52651, -405580, -171923, -405580 ], [ 99, 87, 111, 99, 87, 111 ], [ 178, 197, 169, 178, 197, 169 ], [ 53, 52, 54, 53, 52, 54 ], [ 11389, 5057, 6332, 11389, 5057, 6332 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307240, -199515, -305368, -125364, -791947, -218733 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11617, "evaluation_days": 1936.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593360000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759236319041, "expiration_time": 1764237744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 65, "offset": 0, "std": 3.68362 } }, "second_band": { "type": "linreg", "factors": { "length": 99, "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) |
---|