Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624191.4799 | 646217.7977 | -22026.3178 | -84764.8467 | 17802.1095 | -102566.9562 |
Total P&L (%) | 624.1915 | 646.2178 | -22.0263 | -84.7648 | 17.8021 | -102.567 |
Avg Daily Profit (%) | 0.3233 | 0.3347 | -0.0114 | -0.0974 | 0.0085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220917 | -116910 | -114746 | -67759 | -38231 | -65488 |
Profit Factor | 1.7338 | 2.3889 | 0.9428 | 0.6689 | 1.1999 | 0.3857 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 48.8095 | 45.2381 | 52.381 | 48.8095 | 45.2381 | 52.381 |
Ratio Avg Win / Avg Loss | 1.8184 | 2.8918 | 0.8571 | 0.7016 | 1.4525 | 0.3506 |
Largest Winning Trade | 498777 | 498777 | 49428 | 37348 | 37348 | 10505 |
Largest Losing Trade | -89917 | -44417 | -89917 | -66036 | -14233 | -66036 |
Avg Bars in Trades | 89 | 110 | 69 | 89 | 110 | 69 |
Avg Bars in Winners | 111 | 130 | 95 | 111 | 130 | 95 |
Avg Bars in Losers | 68 | 92 | 40 | 68 | 92 | 40 |
Bars Traded | 7519 | 4620 | 2899 | 7519 | 4620 | 2899 |
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 | 437039 | 429533 | -580426 | -581016 | -192306 | -580426 |
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 2.1997 } } }
{ "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": [ [ 624191.47990648, 646217.7977220666, -22026.3178155869, -84764.8466636231, 17802.1094931779, -102566.956156801 ], [ 624.19148, 646.217798, -22.026318, -84.764847, 17.802109, -102.566956 ], [ 0.323332, 0.334741, -0.01141, -0.097418, 0.008487, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -220917, -116910, -114746, -67759, -38231, -65488 ], [ 1.733838, 2.38887, 0.942834, 0.668926, 1.199885, 0.38571 ], [ 84, 42, 42, 84, 42, 42 ], [ 41, 19, 22, 41, 19, 22 ], [ 43, 23, 20, 43, 23, 20 ], [ 48.809524, 45.238095, 52.380952, 48.809524, 45.238095, 52.380952 ], [ 1.818416, 2.89179, 0.857121, 0.701557, 1.452493, 0.350646 ], [ 498777, 498777, 49428, 37348, 37348, 10505 ], [ -89917, -44417, -89917, -66036, -14233, -66036 ], [ 89, 110, 69, 89, 110, 69 ], [ 111, 130, 95, 111, 130, 95 ], [ 68, 92, 40, 68, 92, 40 ], [ 7519, 4620, 2899, 7519, 4620, 2899 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 437039, 429533, -580426, -581016, -192306, -580426 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7722, "evaluation_days": 1930.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1594922400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759032723250, "expiration_time": 1763719056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 2.1997 } } }
# | 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) |
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