Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308170.1653 | 1046017.1799 | 262152.9855 | 16080210.9476 | -14051562.7704 | 30131773.718 |
Total P&L (%) | 1308.1702 | 1046.0172 | 262.153 | 16080.2109 | -14051.5628 | 30131.7737 |
Avg Daily Profit (%) | 0.6759 | 0.5405 | 0.1355 | 0.2632 | 0 | 0.2956 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89807 | -71806 | -45718 | -33285622 | -31492818 | -13649755 |
Profit Factor | 3.5967 | 4.4789 | 2.2908 | 1.1444 | 0.8065 | 1.7779 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 44.5652 | 41.3043 | 47.8261 | 44.5652 | 41.3043 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.474 | 6.3647 | 2.499 | 1.4235 | 1.146 | 1.9395 |
Largest Winning Trade | 575537 | 575537 | 64928 | 17609292 | 17609292 | 12653417 |
Largest Losing Trade | -42227 | -31169 | -42227 | -11217118 | -11217118 | -4504189 |
Avg Bars in Trades | 59 | 65 | 54 | 59 | 65 | 54 |
Avg Bars in Winners | 89 | 92 | 86 | 89 | 92 | 86 |
Avg Bars in Losers | 36 | 46 | 25 | 36 | 46 | 25 |
Bars Traded | 5507 | 3003 | 2504 | 5507 | 3003 | 2504 |
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 | 612122 | 541893 | -8608 | -54954 | -582419 | 412350 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5806, "evaluation_days": 1935.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1597478400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759158555420, "expiration_time": 1764149184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 10, "offset": 0, "a": 0.95143 } } }
{ "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": [ [ 1308170.1653271124, 1046017.1798657086, 262152.9854614038, 16080210.947590733, -14051562.770409236, 30131773.717999976 ], [ 1308.170165, 1046.01718, 262.152985, 16080.210948, -14051.56277, 30131.773718 ], [ 0.675942, 0.540485, 0.135456, 0.263163, 0, 0.295552 ], [ 10, 10, 10, 10, 10, 10 ], [ -89807, -71806, -45718, -33285622, -31492818, -13649755 ], [ 3.596732, 4.478854, 2.290778, 1.144421, 0.806474, 1.7779 ], [ 92, 46, 46, 92, 46, 46 ], [ 41, 19, 22, 41, 19, 22 ], [ 51, 27, 24, 51, 27, 24 ], [ 44.565217, 41.304348, 47.826087, 44.565217, 41.304348, 47.826087 ], [ 4.473984, 6.364687, 2.49903, 1.423548, 1.146041, 1.939527 ], [ 575537, 575537, 64928, 17609292, 17609292, 12653417 ], [ -42227, -31169, -42227, -11217118, -11217118, -4504189 ], [ 59, 65, 54, 59, 65, 54 ], [ 89, 92, 86, 89, 92, 86 ], [ 36, 46, 25, 36, 46, 25 ], [ 5507, 3003, 2504, 5507, 3003, 2504 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 612122, 541893, -8608, -54954, -582419, 412350 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5806, "evaluation_days": 1935.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1597478400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759158555420, "expiration_time": 1764149184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 10, "offset": 0, "a": 0.95143 } } }
# | 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) |
---|