Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399425.9559 | 310016.6987 | 89409.2572 | 273768.8174 | -8300.8872 | 282069.7046 |
Total P&L (%) | 399.426 | 310.0167 | 89.4093 | 273.7688 | -8.3009 | 282.0697 |
Avg Daily Profit (%) | 0.2061 | 0.16 | 0.0461 | 0.0681 | -0.0045 | 0.0692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93515 | -86151 | -95068 | -276320 | -307871 | -105936 |
Profit Factor | 1.6908 | 1.9291 | 1.3657 | 1.2209 | 0.9894 | 1.6198 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 44.4444 | 42.2222 | 46.6667 | 44.4444 | 42.2222 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.1135 | 2.6398 | 1.5607 | 1.5261 | 1.3539 | 1.8512 |
Largest Winning Trade | 120513 | 120513 | 52356 | 99805 | 99805 | 98740 |
Largest Losing Trade | -45469 | -45469 | -38109 | -120288 | -120288 | -55344 |
Avg Bars in Trades | 80 | 76 | 84 | 80 | 76 | 84 |
Avg Bars in Winners | 105 | 84 | 124 | 105 | 84 | 124 |
Avg Bars in Losers | 60 | 70 | 50 | 60 | 70 | 50 |
Bars Traded | 7244 | 3430 | 3814 | 7244 | 3430 | 3814 |
Profit Streak | 52.6065 | 56.8565 | 0 | 52.6065 | 56.8565 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342709 | 307615 | -130927 | -102710 | -581508 | -98716 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7752, "evaluation_days": 1938, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1595743200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759372403492, "expiration_time": 1764386496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 51, "offset": 0, "scalar": 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": [ [ 399425.9559488376, 310016.6987036378, 89409.2572451997, 273768.8173914262, -8300.8872413531, 282069.7046327794 ], [ 399.425956, 310.016699, 89.409257, 273.768817, -8.300887, 282.069705 ], [ 0.206102, 0.159967, 0.046135, 0.068056, -0.004471, 0.06919 ], [ 10, 10, 10, 10, 10, 10 ], [ -93515, -86151, -95068, -276320, -307871, -105936 ], [ 1.690809, 1.929084, 1.365651, 1.220882, 0.989417, 1.619799 ], [ 90, 45, 45, 90, 45, 45 ], [ 40, 19, 21, 40, 19, 21 ], [ 50, 26, 24, 50, 26, 24 ], [ 44.444444, 42.222222, 46.666667, 44.444444, 42.222222, 46.666667 ], [ 2.113511, 2.639799, 1.560744, 1.526102, 1.353939, 1.851199 ], [ 120513, 120513, 52356, 99805, 99805, 98740 ], [ -45469, -45469, -38109, -120288, -120288, -55344 ], [ 80, 76, 84, 80, 76, 84 ], [ 105, 84, 124, 105, 84, 124 ], [ 60, 70, 50, 60, 70, 50 ], [ 7244, 3430, 3814, 7244, 3430, 3814 ], [ 52.606522, 56.856522, 0, 52.606522, 56.856522, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342709, 307615, -130927, -102710, -581508, -98716 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7752, "evaluation_days": 1938, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1595743200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759372403492, "expiration_time": 1764386496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 51, "offset": 0, "scalar": 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) |
---|