Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819902.8184 | 662539.3383 | 157363.4801 | 1423976.9188 | -1043163.276 | 2467140.1948 |
Total P&L (%) | 819.9028 | 662.5393 | 157.3635 | 1423.9769 | -1043.1633 | 2467.1402 |
Avg Daily Profit (%) | 0.4236 | 0.3423 | 0.0813 | 0.1408 | 0 | 0.1678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99289 | -108129 | -51577 | -4229643 | -2801368 | -1574829 |
Profit Factor | 2.6359 | 3.2105 | 1.781 | 1.1392 | 0.8523 | 1.7788 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 51.7241 | 45.4545 | 58.1395 | 51.7241 | 45.4545 | 58.1395 |
Ratio Avg Win / Avg Loss | 2.4601 | 3.8527 | 1.2823 | 1.0633 | 1.0227 | 1.2807 |
Largest Winning Trade | 501689 | 501689 | 41253 | 1475657 | 1475657 | 1422064 |
Largest Losing Trade | -51856 | -51856 | -33924 | -1985314 | -1985314 | -490487 |
Avg Bars in Trades | 85 | 107 | 63 | 85 | 107 | 63 |
Avg Bars in Winners | 69 | 72 | 66 | 69 | 72 | 66 |
Avg Bars in Losers | 103 | 135 | 59 | 103 | 135 | 59 |
Bars Traded | 7437 | 4711 | 2727 | 7437 | 4711 | 2727 |
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 | 555558 | 492523 | -81028 | -71545 | -580820 | 400712 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7742, "evaluation_days": 1935.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596909600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759164728404, "expiration_time": 1764164016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 231, "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": [ [ 819902.8183729089, 662539.3383141528, 157363.4800587557, 1423976.9188046604, -1043163.2759572618, 2467140.1947619207 ], [ 819.902818, 662.539338, 157.36348, 1423.976919, -1043.163276, 2467.140195 ], [ 0.423613, 0.342309, 0.081304, 0.140833, 0, 0.167817 ], [ 10, 10, 10, 10, 10, 10 ], [ -99289, -108129, -51577, -4229643, -2801368, -1574829 ], [ 2.635868, 3.210549, 1.781012, 1.139217, 0.852255, 1.778799 ], [ 87, 44, 43, 87, 44, 43 ], [ 45, 20, 25, 45, 20, 25 ], [ 42, 24, 18, 42, 24, 18 ], [ 51.724138, 45.454545, 58.139535, 51.724138, 45.454545, 58.139535 ], [ 2.460143, 3.852659, 1.282329, 1.063269, 1.022707, 1.280736 ], [ 501689, 501689, 41253, 1475657, 1475657, 1422064 ], [ -51856, -51856, -33924, -1985314, -1985314, -490487 ], [ 85, 107, 63, 85, 107, 63 ], [ 69, 72, 66, 69, 72, 66 ], [ 103, 135, 59, 103, 135, 59 ], [ 7437, 4711, 2727, 7437, 4711, 2727 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 555558, 492523, -81028, -71545, -580820, 400712 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7742, "evaluation_days": 1935.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596909600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759164728404, "expiration_time": 1764164016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 231, "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) |
---|