Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603639.6036 | 579349.0794 | 24290.5242 | -1672400.8724 | 218072.5982 | -1890473.4707 |
Total P&L (%) | 603.6396 | 579.3491 | 24.2905 | -1672.4009 | 218.0726 | -1890.4735 |
Avg Daily Profit (%) | 0.3128 | 0.3002 | 0.0126 | 0 | 0.06 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195918 | -76752 | -179239 | -2574051 | -1042045 | -2030572 |
Profit Factor | 2.1011 | 3.807 | 1.0711 | 0.7228 | 1.0996 | 0.508 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 15 | 16 | 34 | 18 | 16 |
Losing Trades | 36 | 19 | 17 | 33 | 16 | 17 |
Profitability (%) | 46.2687 | 44.1176 | 48.4848 | 50.7463 | 52.9412 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.4399 | 4.8222 | 1.138 | 0.7015 | 0.9774 | 0.5397 |
Largest Winning Trade | 488250 | 488250 | 58462 | 477644 | 448511 | 477644 |
Largest Losing Trade | -170071 | -34748 | -170071 | -958501 | -958501 | -904262 |
Avg Bars in Trades | 337 | 240 | 438 | 337 | 240 | 438 |
Avg Bars in Winners | 516 | 336 | 684 | 203 | 181 | 228 |
Avg Bars in Losers | 184 | 165 | 206 | 476 | 307 | 636 |
Bars Traded | 22641 | 8180 | 14461 | 22641 | 8180 | 14461 |
Profit Streak | 28.0696 | 50.4863 | 0 | 0 | 0 | 70.3196 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109191 | 506668 | -323030 | -701681 | -225136 | -580833 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595131200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758858016225, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 227, "offset": 215 } }, "second_band": { "type": "swma", "factors": { "length": 147, "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": [ [ 603639.6035905669, 579349.0793897329, 24290.5242008342, -1672400.8724445584, 218072.5982261908, -1890473.4706707483 ], [ 603.639604, 579.349079, 24.290524, -1672.400872, 218.072598, -1890.473471 ], [ 0.312807, 0.30022, 0.012587, 0, 0.05998, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -195918, -76752, -179239, -2574051, -1042045, -2030572 ], [ 2.101052, 3.807004, 1.071057, 0.72276, 1.099569, 0.507964 ], [ 67, 34, 33, 67, 34, 33 ], [ 31, 15, 16, 34, 18, 16 ], [ 36, 19, 17, 33, 16, 17 ], [ 46.268657, 44.117647, 48.484848, 50.746269, 52.941176, 48.484848 ], [ 2.439932, 4.822206, 1.137998, 0.701502, 0.977395, 0.539712 ], [ 488250, 488250, 58462, 477644, 448511, 477644 ], [ -170071, -34748, -170071, -958501, -958501, -904262 ], [ 337, 240, 438, 337, 240, 438 ], [ 516, 336, 684, 203, 181, 228 ], [ 184, 165, 206, 476, 307, 636 ], [ 22641, 8180, 14461, 22641, 8180, 14461 ], [ 28.069632, 50.486299, 0, 0, 0, 70.319632 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -109191, 506668, -323030, -701681, -225136, -580833 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595131200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758858016225, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 227, "offset": 215 } }, "second_band": { "type": "swma", "factors": { "length": 147, "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) |
---|