Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876156.6679 | 775440.5616 | 100716.1063 | 975799.0817 | -211618.9725 | 1187418.0542 |
Total P&L (%) | 876.1567 | 775.4406 | 100.7161 | 975.7991 | -211.619 | 1187.4181 |
Avg Daily Profit (%) | 0.4518 | 0.3999 | 0.0519 | 0.1226 | 0 | 0.1319 |
Buy And Hold Return (%) | 16.878 | 16.878 | 16.878 | 16.878 | 16.878 | 16.878 |
Max Trade Drawdown | -115306 | -118732 | -73859 | -1250192 | -1123177 | -651953 |
Profit Factor | 2.0624 | 2.826 | 1.2518 | 1.1648 | 0.9374 | 1.4678 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
Profitability (%) | 34.4595 | 25.6757 | 43.2432 | 34.4595 | 25.6757 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.9226 | 8.1806 | 1.643 | 2.2154 | 2.7137 | 1.9265 |
Largest Winning Trade | 431342 | 431342 | 50687 | 899342 | 899342 | 468700 |
Largest Losing Trade | -33998 | -23890 | -33998 | -413230 | -413230 | -351517 |
Avg Bars in Trades | 154 | 135 | 173 | 154 | 135 | 173 |
Avg Bars in Winners | 319 | 325 | 315 | 319 | 325 | 315 |
Avg Bars in Losers | 67 | 69 | 65 | 67 | 69 | 65 |
Bars Traded | 22842 | 9997 | 12845 | 22842 | 9997 | 12845 |
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 | 304514 | -76154 | -190429 | -72737 | -669295 | -81446 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23270, "evaluation_days": 1939.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593324000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759542646704, "expiration_time": 1765567584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 66, "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": [ [ 876156.6678674802, 775440.5615724879, 100716.1062949926, 975799.081706672, -211618.9724725882, 1187418.0541792593 ], [ 876.156668, 775.440562, 100.716106, 975.799082, -211.618972, 1187.418054 ], [ 0.45182, 0.399883, 0.051938, 0.122584, 0, 0.131856 ], [ 16.877971, 16.877971, 16.877971, 16.877971, 16.877971, 16.877971 ], [ -115306, -118732, -73859, -1250192, -1123177, -651953 ], [ 2.062423, 2.826015, 1.251781, 1.164795, 0.937449, 1.46783 ], [ 148, 74, 74, 148, 74, 74 ], [ 51, 19, 32, 51, 19, 32 ], [ 97, 55, 42, 97, 55, 42 ], [ 34.459459, 25.675676, 43.243243, 34.459459, 25.675676, 43.243243 ], [ 3.922647, 8.18057, 1.642962, 2.215395, 2.713668, 1.926527 ], [ 431342, 431342, 50687, 899342, 899342, 468700 ], [ -33998, -23890, -33998, -413230, -413230, -351517 ], [ 154, 135, 173, 154, 135, 173 ], [ 319, 325, 315, 319, 325, 315 ], [ 67, 69, 65, 67, 69, 65 ], [ 22842, 9997, 12845, 22842, 9997, 12845 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304514, -76154, -190429, -72737, -669295, -81446 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23270, "evaluation_days": 1939.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593324000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759542646704, "expiration_time": 1765567584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 66, "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) |
---|