Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662154.6375 | 578473.0666 | 83681.5709 | 491590.6166 | 510168.3959 | -18577.7794 |
Total P&L (%) | 662.1546 | 578.4731 | 83.6816 | 491.5906 | 510.1684 | -18.5778 |
Avg Daily Profit (%) | 0.3431 | 0.2998 | 0.0434 | 0.0922 | 0.0938 | -0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108947 | -85864 | -92166 | -695145 | -647241 | -537118 |
Profit Factor | 1.6863 | 2.2805 | 1.1631 | 1.1015 | 1.2265 | 0.9928 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 106 | 59 | 47 | 106 | 59 | 47 |
Profitability (%) | 37.2781 | 30.5882 | 44.0476 | 37.2781 | 30.5882 | 44.0476 |
Ratio Avg Win / Avg Loss | 2.8373 | 5.175 | 1.4775 | 1.8533 | 2.7833 | 1.2612 |
Largest Winning Trade | 304367 | 304367 | 51567 | 661849 | 661849 | 205435 |
Largest Losing Trade | -45670 | -25250 | -45670 | -364764 | -189017 | -364764 |
Avg Bars in Trades | 134 | 122 | 146 | 134 | 122 | 146 |
Avg Bars in Winners | 237 | 232 | 240 | 237 | 232 | 240 |
Avg Bars in Losers | 73 | 73 | 72 | 73 | 73 | 72 |
Bars Traded | 22711 | 10401 | 12310 | 22711 | 10401 | 12310 |
Profit Streak | 27.9419 | 37.8586 | 0 | 27.9419 | 37.8586 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321640 | 212450 | -178725 | -181199 | -73955 | -581755 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593136800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759041382766, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 58, "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": [ [ 662154.6375493392, 578473.0666086158, 83681.5709407235, 491590.6165513775, 510168.3959143892, -18577.779363012 ], [ 662.154638, 578.473067, 83.681571, 491.590617, 510.168396, -18.577779 ], [ 0.34313, 0.299766, 0.043364, 0.09216, 0.093764, -0.01065 ], [ 10, 10, 10, 10, 10, 10 ], [ -108947, -85864, -92166, -695145, -647241, -537118 ], [ 1.686347, 2.280518, 1.163121, 1.101513, 1.226543, 0.992829 ], [ 169, 85, 84, 169, 85, 84 ], [ 63, 26, 37, 63, 26, 37 ], [ 106, 59, 47, 106, 59, 47 ], [ 37.278107, 30.588235, 44.047619, 37.278107, 30.588235, 44.047619 ], [ 2.837345, 5.175021, 1.477478, 1.853339, 2.783309, 1.261161 ], [ 304367, 304367, 51567, 661849, 661849, 205435 ], [ -45670, -25250, -45670, -364764, -189017, -364764 ], [ 134, 122, 146, 134, 122, 146 ], [ 237, 232, 240, 237, 232, 240 ], [ 73, 73, 72, 73, 73, 72 ], [ 22711, 10401, 12310, 22711, 10401, 12310 ], [ 27.94193, 37.858597, 0, 27.94193, 37.858597, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321640, 212450, -178725, -181199, -73955, -581755 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593136800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759041382766, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 58, "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) |
---|