Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690851.7586 | 635404.6422 | 55447.1163 | -7803483.7105 | 38326.6246 | -7841810.3351 |
Total P&L (%) | 690.8518 | 635.4046 | 55.4471 | -7803.4837 | 38.3266 | -7841.8103 |
Avg Daily Profit (%) | 0.3546 | 0.3262 | 0.0285 | 0 | 0.0167 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -270594 | -59066 | -247842 | -8364083 | -3163646 | -7834015 |
Profit Factor | 2.092 | 3.879 | 1.1346 | 0.61 | 1.0058 | 0.4128 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 42 | 19 | 23 | 40 | 23 | 17 |
Losing Trades | 41 | 22 | 19 | 43 | 18 | 25 |
Profitability (%) | 50.6024 | 46.3415 | 54.7619 | 48.1928 | 56.0976 | 40.4762 |
Ratio Avg Win / Avg Loss | 2.0422 | 4.4915 | 0.9373 | 0.6558 | 0.7871 | 0.6071 |
Largest Winning Trade | 484033 | 484033 | 55497 | 1102215 | 1102215 | 968510 |
Largest Losing Trade | -209840 | -45431 | -209840 | -2883555 | -1808711 | -2883555 |
Avg Bars in Trades | 92 | 74 | 111 | 92 | 74 | 111 |
Avg Bars in Winners | 125 | 87 | 156 | 66 | 68 | 63 |
Avg Bars in Losers | 59 | 63 | 55 | 117 | 81 | 143 |
Bars Traded | 7703 | 3040 | 4663 | 7703 | 3040 | 4663 |
Profit Streak | 23.7037 | 0 | 39.2037 | 0 | 45.4537 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456589 | 529274 | -228755 | -582758 | -387445 | -584438 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7792, "evaluation_days": 1948, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1593691200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760244800382, "expiration_time": 1765276416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 49, "offset": 0, "a": 0.61638 } } }
{ "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": [ [ 690851.7585536137, 635404.642221827, 55447.116331787, -7803483.710533702, 38326.6245952933, -7841810.3351289965 ], [ 690.851759, 635.404642, 55.447116, -7803.483711, 38.326625, -7841.810335 ], [ 0.354647, 0.326183, 0.028464, 0, 0.016657, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -270594, -59066, -247842, -8364083, -3163646, -7834015 ], [ 2.091987, 3.878993, 1.134596, 0.610043, 1.005758, 0.412802 ], [ 83, 41, 42, 83, 41, 42 ], [ 42, 19, 23, 40, 23, 17 ], [ 41, 22, 19, 43, 18, 25 ], [ 50.60241, 46.341463, 54.761905, 48.192771, 56.097561, 40.47619 ], [ 2.042178, 4.491465, 0.937275, 0.655796, 0.787115, 0.607062 ], [ 484033, 484033, 55497, 1102215, 1102215, 968510 ], [ -209840, -45431, -209840, -2883555, -1808711, -2883555 ], [ 92, 74, 111, 92, 74, 111 ], [ 125, 87, 156, 66, 68, 63 ], [ 59, 63, 55, 117, 81, 143 ], [ 7703, 3040, 4663, 7703, 3040, 4663 ], [ 23.703708, 0, 39.203708, 0, 45.453708, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 456589, 529274, -228755, -582758, -387445, -584438 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7792, "evaluation_days": 1948, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1593691200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760244800382, "expiration_time": 1765276416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 49, "offset": 0, "a": 0.61638 } } }
# | 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) |
---|