Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141121.9144 | 874064.7668 | 267057.1476 | 17714205.6339 | -9756258.9972 | 27470464.6311 |
Total P&L (%) | 1141.1219 | 874.0648 | 267.0571 | 17714.2056 | -9756.259 | 27470.4646 |
Avg Daily Profit (%) | 0.5873 | 0.4499 | 0.1374 | 0.2671 | 0 | 0.2896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83736 | -70762 | -55012 | -37277541 | -26332661 | -13724706 |
Profit Factor | 2.5877 | 3.3173 | 1.7819 | 1.1365 | 0.866 | 1.482 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 47.2 | 40.3226 | 53.9683 | 47.2 | 40.3226 | 53.9683 |
Ratio Avg Win / Avg Loss | 2.8947 | 4.9096 | 1.5198 | 1.2713 | 1.2817 | 1.2641 |
Largest Winning Trade | 478224 | 478224 | 46622 | 13833499 | 13833499 | 13471312 |
Largest Losing Trade | -32729 | -27789 | -32729 | -14736922 | -14736922 | -8971789 |
Avg Bars in Trades | 90 | 88 | 92 | 90 | 88 | 92 |
Avg Bars in Winners | 126 | 124 | 127 | 126 | 124 | 127 |
Avg Bars in Losers | 59 | 65 | 51 | 59 | 65 | 51 |
Bars Traded | 11369 | 5512 | 5857 | 11369 | 5512 | 5857 |
Profit Streak | 30.3981 | 0 | 36.7315 | 30.3981 | 0 | 36.7315 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 578342 | -141705 | -151787 | -62020 | -737332 | -135622 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11658, "evaluation_days": 1943, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595332800000, "last_datapoint_time": 1759809600000, "evaluation_time": 1759815197330, "expiration_time": 1764845856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 54, "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": [ [ 1141121.9143698579, 874064.7667598195, 267057.1476100387, 17714205.63392806, -9756258.997193988, 27470464.631122038 ], [ 1141.121914, 874.064767, 267.057148, 17714.205634, -9756.258997, 27470.464631 ], [ 0.587299, 0.449853, 0.137446, 0.267087, 0, 0.289628 ], [ 10, 10, 10, 10, 10, 10 ], [ -83736, -70762, -55012, -37277541, -26332661, -13724706 ], [ 2.587653, 3.317327, 1.781873, 1.136466, 0.866013, 1.482012 ], [ 125, 62, 63, 125, 62, 63 ], [ 59, 25, 34, 59, 25, 34 ], [ 66, 37, 29, 66, 37, 29 ], [ 47.2, 40.322581, 53.968254, 47.2, 40.322581, 53.968254 ], [ 2.894663, 4.909644, 1.519833, 1.271301, 1.2817, 1.264069 ], [ 478224, 478224, 46622, 13833499, 13833499, 13471312 ], [ -32729, -27789, -32729, -14736922, -14736922, -8971789 ], [ 90, 88, 92, 90, 88, 92 ], [ 126, 124, 127, 126, 124, 127 ], [ 59, 65, 51, 59, 65, 51 ], [ 11369, 5512, 5857, 11369, 5512, 5857 ], [ 30.398117, 0, 36.73145, 30.398117, 0, 36.731451 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 578342, -141705, -151787, -62020, -737332, -135622 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11658, "evaluation_days": 1943, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595332800000, "last_datapoint_time": 1759809600000, "evaluation_time": 1759815197330, "expiration_time": 1764845856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 54, "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) |
---|