Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511814.4441 | 490307.6977 | 21506.7464 | 40895.2686 | 59802.8938 | -18907.6252 |
Total P&L (%) | 511.8144 | 490.3077 | 21.5067 | 40.8953 | 59.8029 | -18.9076 |
Avg Daily Profit (%) | 0.2632 | 0.2521 | 0.0111 | 0.0176 | 0.0241 | -0.0108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156179 | -96267 | -164175 | -620299 | -381493 | -315098 |
Profit Factor | 1.3206 | 1.6896 | 1.0243 | 1.0116 | 1.0375 | 0.9901 |
Total Trades | 580 | 290 | 290 | 580 | 290 | 290 |
Winning Trades | 262 | 120 | 142 | 262 | 120 | 142 |
Losing Trades | 318 | 170 | 148 | 318 | 170 | 148 |
Profitability (%) | 45.1724 | 41.3793 | 48.9655 | 45.1724 | 41.3793 | 48.9655 |
Ratio Avg Win / Avg Loss | 1.6028 | 2.3935 | 1.0676 | 1.2279 | 1.4698 | 1.032 |
Largest Winning Trade | 334466 | 334466 | 46116 | 209947 | 209947 | 129638 |
Largest Losing Trade | -56334 | -20742 | -56334 | -73793 | -62188 | -73793 |
Avg Bars in Trades | 39 | 26 | 53 | 39 | 26 | 53 |
Avg Bars in Winners | 62 | 36 | 85 | 62 | 36 | 85 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 23071 | 7645 | 15426 | 23071 | 7645 | 15426 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397854 | 329553 | -377196 | -378010 | -342744 | -578552 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23336, "evaluation_days": 1944.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593727200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760018174137, "expiration_time": 1766059891200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 247, "offset": 0, "scalar": 1 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 511814.4441296355, 490307.6976866671, 21506.7464429687, 40895.2685853965, 59802.8938044101, -18907.6252190134 ], [ 511.814444, 490.307698, 21.506746, 40.895269, 59.802894, -18.907625 ], [ 0.263188, 0.252129, 0.011059, 0.017632, 0.024108, -0.010777 ], [ 10, 10, 10, 10, 10, 10 ], [ -156179, -96267, -164175, -620299, -381493, -315098 ], [ 1.320579, 1.689553, 1.024288, 1.011639, 1.037489, 0.990144 ], [ 580, 290, 290, 580, 290, 290 ], [ 262, 120, 142, 262, 120, 142 ], [ 318, 170, 148, 318, 170, 148 ], [ 45.172414, 41.37931, 48.965517, 45.172414, 41.37931, 48.965517 ], [ 1.60284, 2.393533, 1.067568, 1.227867, 1.469776, 1.031981 ], [ 334466, 334466, 46116, 209947, 209947, 129638 ], [ -56334, -20742, -56334, -73793, -62188, -73793 ], [ 39, 26, 53, 39, 26, 53 ], [ 62, 36, 85, 62, 36, 85 ], [ 20, 19, 22, 20, 19, 22 ], [ 23071, 7645, 15426, 23071, 7645, 15426 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397854, 329553, -377196, -378010, -342744, -578552 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23336, "evaluation_days": 1944.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593727200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760018174137, "expiration_time": 1766059891200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 247, "offset": 0, "scalar": 1 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|