Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913012.2362 | 742121.5525 | 170890.6837 | 3590762.2055 | -1082512.5226 | 4673274.7281 |
Total P&L (%) | 913.0122 | 742.1216 | 170.8907 | 3590.7622 | -1082.5125 | 4673.2747 |
Avg Daily Profit (%) | 0.4713 | 0.3831 | 0.0882 | 0.1865 | 0 | 0.1998 |
Buy And Hold Return (%) | 17.8959 | 17.8959 | 17.8959 | 17.8959 | 17.8959 | 17.8959 |
Max Trade Drawdown | -103620 | -71997 | -57008 | -3130242 | -2777857 | -2191666 |
Profit Factor | 2.7836 | 3.6232 | 1.7463 | 1.2585 | 0.8602 | 1.7603 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 44 | 28 | 16 | 44 | 28 | 16 |
Profitability (%) | 44.3038 | 30 | 58.9744 | 44.3038 | 30 | 58.9744 |
Ratio Avg Win / Avg Loss | 3.4994 | 8.4542 | 1.2148 | 1.5821 | 2.0072 | 1.2245 |
Largest Winning Trade | 425233 | 425233 | 49754 | 2159444 | 1533678 | 2159444 |
Largest Losing Trade | -35322 | -35322 | -29709 | -1296699 | -864637 | -1296699 |
Avg Bars in Trades | 288 | 231 | 347 | 288 | 231 | 347 |
Avg Bars in Winners | 478 | 430 | 504 | 478 | 430 | 504 |
Avg Bars in Losers | 136 | 146 | 121 | 136 | 146 | 121 |
Bars Traded | 22791 | 9252 | 13539 | 22791 | 9252 | 13539 |
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 | -17823 | 310987 | -71794 | -24629 | -585749 | 412058 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23245, "evaluation_days": 1937.08, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593525600000, "last_datapoint_time": 1759356000000, "evaluation_time": 1759357035886, "expiration_time": 1765381104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 219, "offset": 0, "a": 0.3737 } }, "second_band": { "type": "jma", "factors": { "length": 149, "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": [ [ 913012.2362128543, 742121.5525440498, 170890.6836688045, 3590762.205512838, -1082512.5225923578, 4673274.728105195 ], [ 913.012236, 742.121553, 170.890684, 3590.762206, -1082.512523, 4673.274728 ], [ 0.471334, 0.383114, 0.088221, 0.186455, 0, 0.199758 ], [ 17.89585, 17.89585, 17.89585, 17.89585, 17.89585, 17.89585 ], [ -103620, -71997, -57008, -3130242, -2777857, -2191666 ], [ 2.783613, 3.623249, 1.746288, 1.258473, 0.860236, 1.760265 ], [ 79, 40, 39, 79, 40, 39 ], [ 35, 12, 23, 35, 12, 23 ], [ 44, 28, 16, 44, 28, 16 ], [ 44.303797, 30, 58.974359, 44.303797, 30, 58.974359 ], [ 3.499399, 8.454248, 1.214809, 1.58208, 2.007218, 1.224532 ], [ 425233, 425233, 49754, 2159444, 1533678, 2159444 ], [ -35322, -35322, -29709, -1296699, -864637, -1296699 ], [ 288, 231, 347, 288, 231, 347 ], [ 478, 430, 504, 478, 430, 504 ], [ 136, 146, 121, 136, 146, 121 ], [ 22791, 9252, 13539, 22791, 9252, 13539 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -17823, 310987, -71794, -24629, -585749, 412058 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23245, "evaluation_days": 1937.08, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593525600000, "last_datapoint_time": 1759356000000, "evaluation_time": 1759357035886, "expiration_time": 1765381104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 219, "offset": 0, "a": 0.3737 } }, "second_band": { "type": "jma", "factors": { "length": 149, "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) |
---|