Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420053.2772 | 457035.1369 | -36981.8597 | -61358.264 | 54717.5221 | -116075.7861 |
Total P&L (%) | 420.0533 | 457.0351 | -36.9819 | -61.3583 | 54.7175 | -116.0758 |
Avg Daily Profit (%) | 0.2177 | 0.2368 | -0.0192 | -0.0493 | 0.0226 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134594 | -167908 | -100503 | -338497 | -422248 | -271384 |
Profit Factor | 1.7065 | 2.37 | 0.8583 | 0.94 | 1.0915 | 0.7263 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.1538 | 42.4242 | 50 | 46.1538 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 1.9909 | 3.2164 | 0.8583 | 1.0967 | 1.4813 | 0.7263 |
Largest Winning Trade | 468552 | 468552 | 39081 | 245717 | 245717 | 77006 |
Largest Losing Trade | -70942 | -51506 | -70942 | -241248 | -94684 | -241248 |
Avg Bars in Trades | 349 | 441 | 253 | 349 | 441 | 253 |
Avg Bars in Winners | 261 | 330 | 200 | 261 | 330 | 200 |
Avg Bars in Losers | 424 | 523 | 306 | 424 | 523 | 306 |
Bars Traded | 22698 | 14576 | 8122 | 22698 | 14576 | 8122 |
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 | -126767 | 341249 | -580810 | -716884 | -286556 | -580810 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593655200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758899977266, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 206, "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": [ [ 420053.2772205625, 457035.1368725831, -36981.859652021, -61358.2640022582, 54717.5220713186, -116075.7860735768 ], [ 420.053277, 457.035137, -36.98186, -61.358264, 54.717522, -116.075786 ], [ 0.217672, 0.236836, -0.019164, -0.04926, 0.022618, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -134594, -167908, -100503, -338497, -422248, -271384 ], [ 1.706519, 2.369964, 0.858268, 0.939987, 1.091463, 0.726348 ], [ 65, 33, 32, 65, 33, 32 ], [ 30, 14, 16, 30, 14, 16 ], [ 35, 19, 16, 35, 19, 16 ], [ 46.153846, 42.424242, 50, 46.153846, 42.424242, 50 ], [ 1.990939, 3.216379, 0.858268, 1.096652, 1.481271, 0.726348 ], [ 468552, 468552, 39081, 245717, 245717, 77006 ], [ -70942, -51506, -70942, -241248, -94684, -241248 ], [ 349, 441, 253, 349, 441, 253 ], [ 261, 330, 200, 261, 330, 200 ], [ 424, 523, 306, 424, 523, 306 ], [ 22698, 14576, 8122, 22698, 14576, 8122 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -126767, 341249, -580810, -716884, -286556, -580810 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593655200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758899977266, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 206, "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) |
---|