Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -134878.7111 | 124543.6579 | -259422.369 | -425945.5152 | 6348446.1649 | -6774391.6801 |
Total P&L (%) | -134.8787 | 124.5437 | -259.4224 | -425.9455 | 6348.4462 | -6774.3917 |
Avg Daily Profit (%) | -0.0695 | 0.0642 | -0.1337 | 0 | 0.215 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -502624 | -152384 | -384056 | -8243356 | -878166 | -7390492 |
Profit Factor | 0.8282 | 1.4796 | 0.5063 | 0.957 | 4.6933 | 0.1722 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 51 | 26 | 25 | 34 | 19 | 15 |
Losing Trades | 19 | 9 | 10 | 36 | 16 | 20 |
Profitability (%) | 72.8571 | 74.2857 | 71.4286 | 48.5714 | 54.2857 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.3086 | 0.5122 | 0.2025 | 1.0133 | 3.9523 | 0.2296 |
Largest Winning Trade | 44176 | 44176 | 25423 | 5766522 | 5766522 | 331926 |
Largest Losing Trade | -384056 | -84193 | -384056 | -5354483 | -575032 | -5354483 |
Avg Bars in Trades | 51 | 80 | 23 | 51 | 80 | 23 |
Avg Bars in Winners | 18 | 20 | 15 | 80 | 121 | 27 |
Avg Bars in Losers | 142 | 251 | 44 | 25 | 31 | 20 |
Bars Traded | 3634 | 2807 | 827 | 3634 | 2807 | 827 |
Profit Streak | 76.7222 | 76.7222 | 287.7222 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -674712 | -103136 | -576340 | -678444 | 586146 | -583287 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3880, "evaluation_days": 1940, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1602331200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759511998522, "expiration_time": 1764521280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.23228, "nc": 0.1 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "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": [ [ -134878.7111192909, 124543.6579206447, -259422.3690399355, -425945.5151824029, 6348446.164912582, -6774391.680094988 ], [ -134.878711, 124.543658, -259.422369, -425.945515, 6348.446165, -6774.39168 ], [ -0.069525, 0.064198, -0.133723, 0, 0.214995, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -502624, -152384, -384056, -8243356, -878166, -7390492 ], [ 0.828215, 1.479641, 0.506331, 0.956985, 4.693346, 0.172178 ], [ 70, 35, 35, 70, 35, 35 ], [ 51, 26, 25, 34, 19, 15 ], [ 19, 9, 10, 36, 16, 20 ], [ 72.857143, 74.285714, 71.428571, 48.571429, 54.285714, 42.857143 ], [ 0.308551, 0.512184, 0.202533, 1.013278, 3.952291, 0.22957 ], [ 44176, 44176, 25423, 5766522, 5766522, 331926 ], [ -384056, -84193, -384056, -5354483, -575032, -5354483 ], [ 51, 80, 23, 51, 80, 23 ], [ 18, 20, 15, 80, 121, 27 ], [ 142, 251, 44, 25, 31, 20 ], [ 3634, 2807, 827, 3634, 2807, 827 ], [ 76.722205, 76.722205, 287.722205, 0, 0, 0 ], [ 8, 4, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -674712, -103136, -576340, -678444, 586146, -583287 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3880, "evaluation_days": 1940, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1602331200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759511998522, "expiration_time": 1764521280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.23228, "nc": 0.1 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "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) |
---|