Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824895.8358 | 658263.8388 | 166631.9971 | 1825184.7289 | 90678.7728 | 1734505.9561 |
Total P&L (%) | 824.8958 | 658.2638 | 166.632 | 1825.1847 | 90.6788 | 1734.506 |
Avg Daily Profit (%) | 0.4257 | 0.3397 | 0.086 | 0.1527 | 0.0333 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101856 | -87676 | -56549 | -909585 | -900602 | -395820 |
Profit Factor | 2.6046 | 3.1286 | 1.8135 | 1.5555 | 1.041 | 2.6176 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 51.3889 | 41.6667 | 61.1111 | 51.3889 | 41.6667 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.4638 | 4.38 | 1.1541 | 1.4714 | 1.4574 | 1.6658 |
Largest Winning Trade | 379191 | 379191 | 55997 | 887800 | 887800 | 848061 |
Largest Losing Trade | -43846 | -43846 | -43279 | -395820 | -356604 | -395820 |
Avg Bars in Trades | 101 | 109 | 93 | 101 | 109 | 93 |
Avg Bars in Winners | 137 | 152 | 127 | 137 | 152 | 127 |
Avg Bars in Losers | 64 | 79 | 41 | 64 | 79 | 41 |
Bars Traded | 7337 | 3959 | 3378 | 7337 | 3959 | 3378 |
Profit Streak | 53.2439 | 177.7439 | 0 | 53.2439 | 177.7439 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68100 | 479633 | -74381 | -73755 | -325737 | 505546 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7751, "evaluation_days": 1937.75, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596801600000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759362670789, "expiration_time": 1764364248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 69, "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": [ [ 824895.8358423776, 658263.8387741483, 166631.9970682292, 1825184.728911347, 90678.7727985232, 1734505.9561128234 ], [ 824.895836, 658.263839, 166.631997, 1825.184729, 90.678773, 1734.505956 ], [ 0.425698, 0.339705, 0.085993, 0.152748, 0.033313, 0.150254 ], [ 10, 10, 10, 10, 10, 10 ], [ -101856, -87676, -56549, -909585, -900602, -395820 ], [ 2.604602, 3.128581, 1.813509, 1.555516, 1.040969, 2.617646 ], [ 72, 36, 36, 72, 36, 36 ], [ 37, 15, 22, 37, 15, 22 ], [ 35, 21, 14, 35, 21, 14 ], [ 51.388889, 41.666667, 61.111111, 51.388889, 41.666667, 61.111111 ], [ 2.463813, 4.380014, 1.154051, 1.471434, 1.457357, 1.665775 ], [ 379191, 379191, 55997, 887800, 887800, 848061 ], [ -43846, -43846, -43279, -395820, -356604, -395820 ], [ 101, 109, 93, 101, 109, 93 ], [ 137, 152, 127, 137, 152, 127 ], [ 64, 79, 41, 64, 79, 41 ], [ 7337, 3959, 3378, 7337, 3959, 3378 ], [ 53.243875, 177.743875, 0, 53.243875, 177.743875, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -68100, 479633, -74381, -73755, -325737, 505546 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7751, "evaluation_days": 1937.75, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596801600000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759362670789, "expiration_time": 1764364248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 69, "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) |
---|