Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744247.6206 | 665981.0129 | 78266.6077 | 96676.2153 | 70082.7995 | 26593.4158 |
Total P&L (%) | 744.2476 | 665.981 | 78.2666 | 96.6762 | 70.0828 | 26.5934 |
Avg Daily Profit (%) | 0.3854 | 0.3449 | 0.0405 | 0.035 | 0.0275 | 0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140529 | -110652 | -80271 | -172317 | -220227 | -145980 |
Profit Factor | 2.1466 | 2.8182 | 1.2768 | 1.113 | 1.1377 | 1.0768 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 54.321 | 47.5 | 60.9756 | 54.321 | 47.5 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.8051 | 3.1149 | 0.8171 | 0.9359 | 1.2574 | 0.6891 |
Largest Winning Trade | 512279 | 512279 | 43054 | 164076 | 164076 | 53619 |
Largest Losing Trade | -78004 | -59175 | -78004 | -145600 | -128760 | -145600 |
Avg Bars in Trades | 45 | 70 | 21 | 45 | 70 | 21 |
Avg Bars in Winners | 36 | 48 | 27 | 36 | 48 | 27 |
Avg Bars in Losers | 56 | 90 | 10 | 56 | 90 | 10 |
Bars Traded | 3687 | 2824 | 862 | 3687 | 2824 | 862 |
Profit Streak | 39.2124 | 0 | 67.2124 | 39.2124 | 0 | 67.2124 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1464 | 493605 | -137781 | -259144 | -226178 | -314956 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3862, "evaluation_days": 1931, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1596672000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863147489, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "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": [ [ 744247.6205952928, 665981.0128929326, 78266.60770236, 96676.2153005111, 70082.7995287324, 26593.4157717788 ], [ 744.247621, 665.981013, 78.266608, 96.676215, 70.0828, 26.593416 ], [ 0.385421, 0.344889, 0.040532, 0.035034, 0.027508, 0.012213 ], [ 10, 10, 10, 10, 10, 10 ], [ -140529, -110652, -80271, -172317, -220227, -145980 ], [ 2.146611, 2.818199, 1.276758, 1.113013, 1.137656, 1.076788 ], [ 81, 40, 41, 81, 40, 41 ], [ 44, 19, 25, 44, 19, 25 ], [ 37, 21, 16, 37, 21, 16 ], [ 54.320988, 47.5, 60.97561, 54.320988, 47.5, 60.97561 ], [ 1.805105, 3.114851, 0.817125, 0.935943, 1.257409, 0.689144 ], [ 512279, 512279, 43054, 164076, 164076, 53619 ], [ -78004, -59175, -78004, -145600, -128760, -145600 ], [ 45, 70, 21, 45, 70, 21 ], [ 36, 48, 27, 36, 48, 27 ], [ 56, 90, 10, 56, 90, 10 ], [ 3687, 2824, 862, 3687, 2824, 862 ], [ 39.212355, 0, 67.212355, 39.212355, 0, 67.212355 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -1464, 493605, -137781, -259144, -226178, -314956 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3862, "evaluation_days": 1931, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1596672000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863147489, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "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) |
---|