Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519723.4856 | 447945.767 | 71777.7186 | -228127.0469 | 77480.3917 | -305607.4386 |
Total P&L (%) | 519.7235 | 447.9458 | 71.7777 | -228.127 | 77.4804 | -305.6074 |
Avg Daily Profit (%) | 0.2684 | 0.2313 | 0.0371 | 0 | 0.0296 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117989 | -75977 | -131091 | -401949 | -130329 | -377526 |
Profit Factor | 1.9973 | 3.0104 | 1.2406 | 0.7262 | 1.2768 | 0.4474 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 17 | 20 | 42 | 22 | 20 |
Losing Trades | 37 | 20 | 17 | 32 | 15 | 17 |
Profitability (%) | 50 | 45.9459 | 54.0541 | 56.7568 | 59.4595 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.9973 | 3.5417 | 1.0545 | 0.5533 | 0.8705 | 0.3803 |
Largest Winning Trade | 414516 | 414516 | 55014 | 47790 | 40614 | 47790 |
Largest Losing Trade | -110223 | -27375 | -110223 | -160055 | -105458 | -160055 |
Avg Bars in Trades | 98 | 71 | 124 | 98 | 71 | 124 |
Avg Bars in Winners | 141 | 95 | 180 | 48 | 42 | 55 |
Avg Bars in Losers | 55 | 51 | 59 | 162 | 114 | 205 |
Bars Traded | 7256 | 2640 | 4616 | 7256 | 2640 | 4616 |
Profit Streak | 0 | 0 | 0 | 74.8613 | 151.6113 | 74.8613 |
Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56360 | 434442 | -143133 | -646931 | -152411 | -579281 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7746, "evaluation_days": 1936.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1595592000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759243220038, "expiration_time": 1764253008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 170, "offset": 0 } }, "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": [ [ 519723.4856289106, 447945.7670079374, 71777.7186209731, -228127.0469324922, 77480.391686792, -305607.4386192843 ], [ 519.723486, 447.945767, 71.777719, -228.127047, 77.480392, -305.607439 ], [ 0.268383, 0.231317, 0.037066, 0, 0.029629, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -117989, -75977, -131091, -401949, -130329, -377526 ], [ 1.997291, 3.010443, 1.240602, 0.72615, 1.276758, 0.447445 ], [ 74, 37, 37, 74, 37, 37 ], [ 37, 17, 20, 42, 22, 20 ], [ 37, 20, 17, 32, 15, 17 ], [ 50, 45.945946, 54.054054, 56.756757, 59.459459, 54.054054 ], [ 1.997291, 3.541698, 1.054511, 0.553257, 0.870517, 0.380329 ], [ 414516, 414516, 55014, 47790, 40614, 47790 ], [ -110223, -27375, -110223, -160055, -105458, -160055 ], [ 98, 71, 124, 98, 71, 124 ], [ 141, 95, 180, 48, 42, 55 ], [ 55, 51, 59, 162, 114, 205 ], [ 7256, 2640, 4616, 7256, 2640, 4616 ], [ 0, 0, 0, 74.861343, 151.611343, 74.861343 ], [ 0, 0, 0, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -56360, 434442, -143133, -646931, -152411, -579281 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7746, "evaluation_days": 1936.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1595592000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759243220038, "expiration_time": 1764253008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 170, "offset": 0 } }, "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) |
---|