Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349842.1612 | 423617.7 | -73775.5388 | -84597.5917 | -33526.6284 | -51070.9633 |
Total P&L (%) | 349.8422 | 423.6177 | -73.7755 | -84.5976 | -33.5266 | -51.071 |
Avg Daily Profit (%) | 0.1812 | 0.2194 | -0.0382 | -0.0968 | -0.0211 | -0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204049 | -101910 | -188614 | -83337 | -51025 | -75983 |
Profit Factor | 1.4678 | 2.1378 | 0.8036 | 0.6255 | 0.674 | 0.5849 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 44.5783 | 41.4634 | 47.619 | 44.5783 | 41.4634 | 47.619 |
Ratio Avg Win / Avg Loss | 1.8248 | 3.0181 | 0.8839 | 0.7776 | 0.9515 | 0.6434 |
Largest Winning Trade | 462375 | 462375 | 57458 | 21179 | 21179 | 20336 |
Largest Losing Trade | -60585 | -58605 | -60585 | -24903 | -22079 | -24903 |
Avg Bars in Trades | 44 | 43 | 44 | 44 | 43 | 44 |
Avg Bars in Winners | 53 | 58 | 49 | 53 | 58 | 49 |
Avg Bars in Losers | 36 | 33 | 40 | 36 | 33 | 40 |
Bars Traded | 3679 | 1798 | 1881 | 3679 | 1798 | 1881 |
Profit Streak | 71.2952 | 118.2952 | 71.2952 | 71.2952 | 118.2952 | 71.2952 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261424 | 328796 | -581102 | -583196 | -583497 | -581102 |
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{ "first_band": { "type": "alma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "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": [ [ 349842.1612082591, 423617.7000085631, -73775.5388003043, -84597.5917317511, -33526.6284398563, -51070.9632918948 ], [ 349.842161, 423.6177, -73.775539, -84.597592, -33.526628, -51.070963 ], [ 0.181171, 0.219377, -0.038206, -0.096828, -0.021146, -0.03701 ], [ 10, 10, 10, 10, 10, 10 ], [ -204049, -101910, -188614, -83337, -51025, -75983 ], [ 1.467772, 2.137847, 0.803576, 0.625469, 0.673998, 0.584906 ], [ 83, 41, 42, 83, 41, 42 ], [ 37, 17, 20, 37, 17, 20 ], [ 46, 24, 22, 46, 24, 22 ], [ 44.578313, 41.463415, 47.619048, 44.578313, 41.463415, 47.619048 ], [ 1.824797, 3.018138, 0.883934, 0.777611, 0.951526, 0.643396 ], [ 462375, 462375, 57458, 21179, 21179, 20336 ], [ -60585, -58605, -60585, -24903, -22079, -24903 ], [ 44, 43, 44, 44, 43, 44 ], [ 53, 58, 49, 53, 58, 49 ], [ 36, 33, 40, 36, 33, 40 ], [ 3679, 1798, 1881, 3679, 1798, 1881 ], [ 71.295225, 118.295225, 71.295225, 71.295225, 118.295225, 71.295225 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 261424, 328796, -581102, -583196, -583497, -581102 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3862, "evaluation_days": 1931, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1594512000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758827107473, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "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) |
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