Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -250519.398 | 115903.8343 | -366423.2323 | 2204146.4902 | 333030.1782 | 1871116.3121 |
Total P&L (%) | -250.5194 | 115.9038 | -366.4232 | 2204.1465 | 333.0302 | 1871.1163 |
Avg Daily Profit (%) | -0.1288 | 0.0596 | -0.1883 | 0.1614 | 0.0754 | 0.1534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -601224 | -50881 | -616024 | -394633 | -283155 | -394633 |
Profit Factor | 0.7303 | 1.9615 | 0.5466 | 2.3288 | 1.4947 | 2.8983 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 67 | 31 | 36 | 63 | 28 | 35 |
Losing Trades | 28 | 17 | 11 | 32 | 20 | 12 |
Profitability (%) | 70.5263 | 64.5833 | 76.5957 | 66.3158 | 58.3333 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.3052 | 1.0757 | 0.167 | 1.1829 | 1.0677 | 0.9937 |
Largest Winning Trade | 51918 | 51717 | 51918 | 469925 | 215969 | 469925 |
Largest Losing Trade | -577796 | -28443 | -577796 | -394633 | -133394 | -394633 |
Avg Bars in Trades | 107 | 22 | 193 | 107 | 22 | 193 |
Avg Bars in Winners | 84 | 17 | 142 | 100 | 17 | 167 |
Avg Bars in Losers | 161 | 31 | 361 | 120 | 29 | 271 |
Bars Traded | 10192 | 1078 | 9114 | 10192 | 1078 | 9114 |
Profit Streak | 210.8032 | 210.8032 | 238.1365 | 210.8032 | 210.8032 | 238.1365 |
Trades During Streak | 10 | 5 | 8 | 10 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576051 | -107092 | -575777 | 547626 | -88192 | 544328 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11673, "evaluation_days": 1945.5, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594857600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760037392301, "expiration_time": 1765068336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 203, "offset": 140, "scalar": 5 } } }
{ "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": [ [ -250519.3980312363, 115903.8343163278, -366423.2323475639, 2204146.4902419182, 333030.1781903681, 1871116.3120515496 ], [ -250.519398, 115.903834, -366.423232, 2204.14649, 333.030178, 1871.116312 ], [ -0.128769, 0.059575, -0.188344, 0.161389, 0.075363, 0.153352 ], [ 10, 10, 10, 10, 10, 10 ], [ -601224, -50881, -616024, -394633, -283155, -394633 ], [ 0.730264, 1.961532, 0.546628, 2.328754, 1.494747, 2.898309 ], [ 95, 48, 47, 95, 48, 47 ], [ 67, 31, 36, 63, 28, 35 ], [ 28, 17, 11, 32, 20, 12 ], [ 70.526316, 64.583333, 76.595745, 66.315789, 58.333333, 74.468085 ], [ 0.305185, 1.075679, 0.167025, 1.182859, 1.067677, 0.993706 ], [ 51918, 51717, 51918, 469925, 215969, 469925 ], [ -577796, -28443, -577796, -394633, -133394, -394633 ], [ 107, 22, 193, 107, 22, 193 ], [ 84, 17, 142, 100, 17, 167 ], [ 161, 31, 361, 120, 29, 271 ], [ 10192, 1078, 9114, 10192, 1078, 9114 ], [ 210.803152, 210.803152, 238.136485, 210.803152, 210.803152, 238.136485 ], [ 10, 5, 8, 10, 5, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576051, -107092, -575777, 547626, -88192, 544328 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11673, "evaluation_days": 1945.5, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594857600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760037392301, "expiration_time": 1765068336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 203, "offset": 140, "scalar": 5 } } }
# | 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) |
---|