Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236573.2917 | 420021.3906 | -183448.0989 | -101094.9761 | -4544.2408 | -96550.7353 |
Total P&L (%) | 236.5733 | 420.0214 | -183.4481 | -101.095 | -4.5442 | -96.5507 |
Avg Daily Profit (%) | 0.1221 | 0.2167 | -0.0947 | 0 | -0.0024 | -0.1736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260879 | -122584 | -245834 | -55229 | -14011 | -43707 |
Profit Factor | 1.1519 | 1.6703 | 0.803 | 0.3585 | 0.8694 | 0.2138 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 146 | 62 | 84 | 147 | 83 | 64 |
Losing Trades | 154 | 88 | 66 | 153 | 67 | 86 |
Profitability (%) | 48.6667 | 41.3333 | 56 | 49 | 55.3333 | 42.6667 |
Ratio Avg Win / Avg Loss | 1.215 | 2.3707 | 0.6309 | 0.3731 | 0.7018 | 0.2873 |
Largest Winning Trade | 428574 | 428574 | 57970 | 5455 | 5455 | 3330 |
Largest Losing Trade | -109810 | -38934 | -109810 | -60863 | -8157 | -60863 |
Avg Bars in Trades | 12 | 8 | 16 | 12 | 8 | 16 |
Avg Bars in Winners | 14 | 10 | 18 | 10 | 7 | 14 |
Avg Bars in Losers | 10 | 7 | 15 | 14 | 9 | 18 |
Bars Traded | 3800 | 1262 | 2538 | 3800 | 1262 | 2538 |
Profit Streak | 27.5843 | 27.5843 | 28.0843 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81170 | 309840 | -578951 | -579320 | -579578 | -582843 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3876, "evaluation_days": 1938, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1592827200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759327284402, "expiration_time": 1764343296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 50, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 236573.2916727199, 420021.390568518, -183448.0988957982, -101094.9760554885, -4544.2408024915, -96550.735252997 ], [ 236.573292, 420.021391, -183.448099, -101.094976, -4.544241, -96.550735 ], [ 0.122071, 0.216729, -0.094658, 0, -0.0024, -0.173585 ], [ 10, 10, 10, 10, 10, 10 ], [ -260879, -122584, -245834, -55229, -14011, -43707 ], [ 1.151874, 1.670269, 0.802966, 0.358501, 0.869355, 0.213812 ], [ 300, 150, 150, 300, 150, 150 ], [ 146, 62, 84, 147, 83, 64 ], [ 154, 88, 66, 153, 67, 86 ], [ 48.666667, 41.333333, 56, 49, 55.333333, 42.666667 ], [ 1.21499, 2.370704, 0.630902, 0.373134, 0.701769, 0.287309 ], [ 428574, 428574, 57970, 5455, 5455, 3330 ], [ -109810, -38934, -109810, -60863, -8157, -60863 ], [ 12, 8, 16, 12, 8, 16 ], [ 14, 10, 18, 10, 7, 14 ], [ 10, 7, 15, 14, 9, 18 ], [ 3800, 1262, 2538, 3800, 1262, 2538 ], [ 27.58431, 27.58431, 28.08431, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81170, 309840, -578951, -579320, -579578, -582843 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3876, "evaluation_days": 1938, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1592827200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759327284402, "expiration_time": 1764343296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 50, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|