Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361147.3125 | 370824.0528 | -9676.7403 | -172880.7751 | 42275.4709 | -215156.246 |
Total P&L (%) | 361.1473 | 370.8241 | -9.6767 | -172.8808 | 42.2755 | -215.1562 |
Avg Daily Profit (%) | 0.1856 | 0.1905 | -0.005 | 0 | 0.0181 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173907 | -101442 | -267029 | -307005 | -117919 | -237750 |
Profit Factor | 1.373 | 1.9094 | 0.9827 | 0.7219 | 1.1831 | 0.4495 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 76 | 33 | 43 | 69 | 42 | 27 |
Losing Trades | 72 | 41 | 31 | 79 | 32 | 47 |
Profitability (%) | 51.3514 | 44.5946 | 58.1081 | 46.6216 | 56.7568 | 36.4865 |
Ratio Avg Win / Avg Loss | 1.3008 | 2.3723 | 0.7085 | 0.8265 | 0.9014 | 0.7824 |
Largest Winning Trade | 134663 | 134663 | 49334 | 46787 | 46787 | 24265 |
Largest Losing Trade | -157774 | -31251 | -157774 | -113000 | -65999 | -113000 |
Avg Bars in Trades | 50 | 34 | 67 | 50 | 34 | 67 |
Avg Bars in Winners | 61 | 40 | 77 | 44 | 34 | 59 |
Avg Bars in Losers | 40 | 28 | 55 | 56 | 33 | 72 |
Bars Traded | 7542 | 2524 | 5018 | 7542 | 2524 | 5018 |
Profit Streak | 0 | 0 | 0 | 43.2696 | 47.7696 | 43.2696 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309406 | -55394 | -643907 | -580278 | -253734 | -649938 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7785, "evaluation_days": 1946.25, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1594490400000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760099293233, "expiration_time": 1765120680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 28, "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": [ [ 361147.3125320828, 370824.0527875408, -9676.740255458, -172880.7751178425, 42275.470863024, -215156.2459808665 ], [ 361.147313, 370.824053, -9.67674, -172.880775, 42.275471, -215.156246 ], [ 0.185561, 0.190533, -0.004972, 0, 0.018118, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -173907, -101442, -267029, -307005, -117919, -237750 ], [ 1.373044, 1.909392, 0.982731, 0.721907, 1.183131, 0.449471 ], [ 148, 74, 74, 148, 74, 74 ], [ 76, 33, 43, 69, 42, 27 ], [ 72, 41, 31, 79, 32, 47 ], [ 51.351351, 44.594595, 58.108108, 46.621622, 56.756757, 36.486486 ], [ 1.300778, 2.372274, 0.70848, 0.826531, 0.901433, 0.782412 ], [ 134663, 134663, 49334, 46787, 46787, 24265 ], [ -157774, -31251, -157774, -113000, -65999, -113000 ], [ 50, 34, 67, 50, 34, 67 ], [ 61, 40, 77, 44, 34, 59 ], [ 40, 28, 55, 56, 33, 72 ], [ 7542, 2524, 5018, 7542, 2524, 5018 ], [ 0, 0, 0, 43.269598, 47.769598, 43.269598 ], [ 0, 0, 0, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309406, -55394, -643907, -580278, -253734, -649938 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7785, "evaluation_days": 1946.25, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1594490400000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760099293233, "expiration_time": 1765120680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 28, "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) |
---|