Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444347.6513 | 515975.929 | -71628.2777 | -84876.9029 | -21814.8898 | -63062.0131 |
Total P&L (%) | 444.3477 | 515.9759 | -71.6283 | -84.8769 | -21.8149 | -63.062 |
Avg Daily Profit (%) | 0.2289 | 0.2658 | -0.0369 | -0.0972 | -0.0127 | -0.0513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170180 | -138417 | -127681 | -726461 | -682645 | -258795 |
Profit Factor | 1.786 | 2.5686 | 0.697 | 0.9406 | 0.9781 | 0.8548 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 57.5 | 62.5 | 52.5 | 57.5 | 62.5 | 52.5 |
Ratio Avg Win / Avg Loss | 1.3201 | 1.5411 | 0.6306 | 0.6952 | 0.5868 | 0.7734 |
Largest Winning Trade | 489906 | 489906 | 27338 | 368165 | 368165 | 116396 |
Largest Losing Trade | -86866 | -86866 | -55946 | -644189 | -644189 | -98930 |
Avg Bars in Trades | 45 | 86 | 3 | 45 | 86 | 3 |
Avg Bars in Winners | 18 | 30 | 3 | 18 | 30 | 3 |
Avg Bars in Losers | 82 | 180 | 4 | 82 | 180 | 4 |
Bars Traded | 3631 | 3472 | 159 | 3631 | 3472 | 159 |
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 | -12383 | 545249 | -580147 | -603305 | -579129 | -580147 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3883, "evaluation_days": 1941.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1596758400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759656570414, "expiration_time": 1764654768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 4, "offset": 0, "scalar": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 113, "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": [ [ 444347.6512579661, 515975.928980516, -71628.2777225501, -84876.9028980682, -21814.8897622631, -63062.013135805 ], [ 444.347651, 515.975929, -71.628278, -84.876903, -21.81489, -63.062013 ], [ 0.228868, 0.265761, -0.036893, -0.097246, -0.012674, -0.051284 ], [ 10, 10, 10, 10, 10, 10 ], [ -170180, -138417, -127681, -726461, -682645, -258795 ], [ 1.785954, 2.568581, 0.697025, 0.940599, 0.978065, 0.854825 ], [ 80, 40, 40, 80, 40, 40 ], [ 46, 25, 21, 46, 25, 21 ], [ 34, 15, 19, 34, 15, 19 ], [ 57.5, 62.5, 52.5, 57.5, 62.5, 52.5 ], [ 1.320053, 1.541149, 0.630642, 0.695226, 0.586839, 0.773413 ], [ 489906, 489906, 27338, 368165, 368165, 116396 ], [ -86866, -86866, -55946, -644189, -644189, -98930 ], [ 45, 86, 3, 45, 86, 3 ], [ 18, 30, 3, 18, 30, 3 ], [ 82, 180, 4, 82, 180, 4 ], [ 3631, 3472, 159, 3631, 3472, 159 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -12383, 545249, -580147, -603305, -579129, -580147 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3883, "evaluation_days": 1941.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1596758400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759656570414, "expiration_time": 1764654768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 4, "offset": 0, "scalar": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 113, "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) |
---|