Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333879.8059 | 337345.2378 | -3465.4319 | -56934.6657 | 54242.9004 | -111177.5661 |
Total P&L (%) | 333.8798 | 337.3452 | -3.4654 | -56.9347 | 54.2429 | -111.1776 |
Avg Daily Profit (%) | 0.1725 | 0.1743 | -0.0018 | -0.0435 | 0.0224 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175918 | -103220 | -154557 | -169280 | -87711 | -159138 |
Profit Factor | 1.2174 | 1.4679 | 0.9957 | 0.9445 | 1.1256 | 0.8128 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 182 | 85 | 97 | 182 | 85 | 97 |
Losing Trades | 192 | 102 | 90 | 192 | 102 | 90 |
Profitability (%) | 48.6631 | 45.4545 | 51.8717 | 48.6631 | 45.4545 | 51.8717 |
Ratio Avg Win / Avg Loss | 1.2843 | 1.7615 | 0.9239 | 0.9964 | 1.3507 | 0.7541 |
Largest Winning Trade | 121564 | 121564 | 46672 | 47784 | 47784 | 41886 |
Largest Losing Trade | -72312 | -32629 | -72312 | -67638 | -24775 | -67638 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 7576 | 3892 | 3684 | 7576 | 3892 | 3684 |
Profit Streak | 8.6276 | 0 | 29.3776 | 8.6276 | 0 | 29.3776 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336566 | 308033 | -578828 | -578394 | -247466 | -578828 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7741, "evaluation_days": 1935.25, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1594166400000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759136626826, "expiration_time": 1764141768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 104, "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": [ [ 333879.8059477866, 337345.2378282925, -3465.4318805059, -56934.6657216825, 54242.9004251337, -111177.5661468162 ], [ 333.879806, 337.345238, -3.465432, -56.934666, 54.2429, -111.177566 ], [ 0.172525, 0.174316, -0.001791, -0.043522, 0.022395, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -175918, -103220, -154557, -169280, -87711, -159138 ], [ 1.217444, 1.467923, 0.995745, 0.944495, 1.125567, 0.812761 ], [ 374, 187, 187, 374, 187, 187 ], [ 182, 85, 97, 182, 85, 97 ], [ 192, 102, 90, 192, 102, 90 ], [ 48.663102, 45.454545, 51.871658, 48.663102, 45.454545, 51.871658 ], [ 1.284337, 1.761507, 0.923888, 0.99639, 1.35068, 0.754108 ], [ 121564, 121564, 46672, 47784, 47784, 41886 ], [ -72312, -32629, -72312, -67638, -24775, -67638 ], [ 20, 20, 19, 20, 20, 19 ], [ 21, 22, 21, 21, 22, 21 ], [ 18, 19, 17, 18, 19, 17 ], [ 7576, 3892, 3684, 7576, 3892, 3684 ], [ 8.627625, 0, 29.377625, 8.627625, 0, 29.377625 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336566, 308033, -578828, -578394, -247466, -578828 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7741, "evaluation_days": 1935.25, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1594166400000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759136626826, "expiration_time": 1764141768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 104, "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) |
---|