Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359536.7781 | 350107.5709 | 9429.2072 | -437743.7422 | 179729.611 | -617473.3532 |
Total P&L (%) | 359.5368 | 350.1076 | 9.4292 | -437.7437 | 179.7296 | -617.4734 |
Avg Daily Profit (%) | 0.1863 | 0.1814 | 0.0049 | 0 | 0.0533 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140117 | -60886 | -203431 | -725560 | -217425 | -761521 |
Profit Factor | 1.4277 | 1.9362 | 1.0202 | 0.781 | 1.2336 | 0.4976 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 66 | 30 | 36 | 59 | 36 | 23 |
Losing Trades | 59 | 33 | 26 | 66 | 27 | 39 |
Profitability (%) | 52.8 | 47.619 | 58.0645 | 47.2 | 57.1429 | 37.0968 |
Ratio Avg Win / Avg Loss | 1.2763 | 2.1298 | 0.7368 | 0.8736 | 0.9252 | 0.8438 |
Largest Winning Trade | 110332 | 110332 | 54133 | 108089 | 80635 | 108089 |
Largest Losing Trade | -140117 | -48370 | -140117 | -150345 | -150345 | -142294 |
Avg Bars in Trades | 91 | 71 | 111 | 91 | 71 | 111 |
Avg Bars in Winners | 121 | 97 | 140 | 79 | 63 | 103 |
Avg Bars in Losers | 58 | 48 | 69 | 102 | 83 | 115 |
Bars Traded | 11422 | 4535 | 6887 | 11422 | 4535 | 6887 |
Profit Streak | 0 | 0 | 21.8382 | 2.5049 | 52.6716 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326249 | -136467 | -704621 | -583146 | -268069 | -740254 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593604800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758816424365, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 116, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 54, "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": [ [ 359536.7780800371, 350107.5709281144, 9429.2071519227, -437743.742213013, 179729.6109877225, -617473.3532007358 ], [ 359.536778, 350.107571, 9.429207, -437.743742, 179.729611, -617.473353 ], [ 0.186257, 0.181372, 0.004885, 0, 0.053303, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -140117, -60886, -203431, -725560, -217425, -761521 ], [ 1.427724, 1.936186, 1.020208, 0.780964, 1.233589, 0.497611 ], [ 125, 63, 62, 125, 63, 62 ], [ 66, 30, 36, 59, 36, 23 ], [ 59, 33, 26, 66, 27, 39 ], [ 52.8, 47.619048, 58.064516, 47.2, 57.142857, 37.096774 ], [ 1.276299, 2.129805, 0.736817, 0.873621, 0.925192, 0.843776 ], [ 110332, 110332, 54133, 108089, 80635, 108089 ], [ -140117, -48370, -140117, -150345, -150345, -142294 ], [ 91, 71, 111, 91, 71, 111 ], [ 121, 97, 140, 79, 63, 103 ], [ 58, 48, 69, 102, 83, 115 ], [ 11422, 4535, 6887, 11422, 4535, 6887 ], [ 0, 0, 21.838245, 2.504912, 52.671578, 0 ], [ 0, 0, 1, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326249, -136467, -704621, -583146, -268069, -740254 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593604800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758816424365, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 116, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 54, "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) |
---|