Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808996.3715 | 626590.2226 | 182406.1489 | 1921739.2646 | -1031329.372 | 2953068.6366 |
Total P&L (%) | 808.9964 | 626.5902 | 182.4061 | 1921.7393 | -1031.3294 | 2953.0686 |
Avg Daily Profit (%) | 0.4153 | 0.3217 | 0.0937 | 0.1545 | 0 | 0.1757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113379 | -79639 | -53441 | -3095713 | -2638373 | -1194557 |
Profit Factor | 2.058 | 2.4644 | 1.5417 | 1.1584 | 0.8674 | 1.6783 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 52.5316 | 45.5696 | 59.4937 | 52.5316 | 45.5696 | 59.4937 |
Ratio Avg Win / Avg Loss | 1.8597 | 2.9436 | 1.0496 | 1.0467 | 1.0361 | 1.1427 |
Largest Winning Trade | 333886 | 333886 | 61679 | 1028419 | 1028419 | 896389 |
Largest Losing Trade | -60121 | -40412 | -60121 | -758304 | -758304 | -640996 |
Avg Bars in Trades | 47 | 49 | 44 | 47 | 49 | 44 |
Avg Bars in Winners | 59 | 56 | 62 | 59 | 56 | 62 |
Avg Bars in Losers | 32 | 42 | 19 | 32 | 42 | 19 |
Bars Traded | 7441 | 3888 | 3553 | 7441 | 3888 | 3553 |
Profit Streak | 0 | 0 | 40.531 | 0 | 0 | 40.531 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538075 | -14906 | -90321 | -37511 | -607792 | -14044 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7791, "evaluation_days": 1947.75, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596002400000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760229874177, "expiration_time": 1765254168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 808996.3714939808, 626590.2225802925, 182406.1489136881, 1921739.2646160515, -1031329.3719539446, 2953068.6365699973 ], [ 808.996371, 626.590223, 182.406149, 1921.739265, -1031.329372, 2953.068637 ], [ 0.415349, 0.3217, 0.09365, 0.154479, 0, 0.175676 ], [ 10, 10, 10, 10, 10, 10 ], [ -113379, -79639, -53441, -3095713, -2638373, -1194557 ], [ 2.058019, 2.464391, 1.541668, 1.158374, 0.867447, 1.678295 ], [ 158, 79, 79, 158, 79, 79 ], [ 83, 36, 47, 83, 36, 47 ], [ 75, 43, 32, 75, 43, 32 ], [ 52.531646, 45.56962, 59.493671, 52.531646, 45.56962, 59.493671 ], [ 1.859655, 2.943578, 1.049647, 1.046724, 1.036117, 1.142669 ], [ 333886, 333886, 61679, 1028419, 1028419, 896389 ], [ -60121, -40412, -60121, -758304, -758304, -640996 ], [ 47, 49, 44, 47, 49, 44 ], [ 59, 56, 62, 59, 56, 62 ], [ 32, 42, 19, 32, 42, 19 ], [ 7441, 3888, 3553, 7441, 3888, 3553 ], [ 0, 0, 40.530951, 0, 0, 40.530951 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 538075, -14906, -90321, -37511, -607792, -14044 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7791, "evaluation_days": 1947.75, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596002400000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760229874177, "expiration_time": 1765254168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|