Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971605.8768 | 870067.1711 | 101538.7057 | 693580.5422 | -565127.371 | 1258707.9132 |
Total P&L (%) | 971.6059 | 870.0672 | 101.5387 | 693.5805 | -565.1274 | 1258.7079 |
Avg Daily Profit (%) | 0.5035 | 0.4509 | 0.0526 | 0.1074 | 0 | 0.1353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110986 | -84507 | -91923 | -1507545 | -1174624 | -712003 |
Profit Factor | 2.361 | 3.3839 | 1.291 | 1.1462 | 0.7887 | 1.6076 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 38.1356 | 28.8136 | 47.4576 | 38.1356 | 28.8136 | 47.4576 |
Ratio Avg Win / Avg Loss | 3.83 | 8.3602 | 1.4293 | 1.8593 | 1.9484 | 1.7798 |
Largest Winning Trade | 735445 | 735445 | 45113 | 541894 | 541894 | 540947 |
Largest Losing Trade | -45488 | -37594 | -45488 | -391438 | -391438 | -339618 |
Avg Bars in Trades | 190 | 165 | 215 | 190 | 165 | 215 |
Avg Bars in Winners | 322 | 310 | 329 | 322 | 310 | 329 |
Avg Bars in Losers | 109 | 107 | 112 | 109 | 107 | 112 |
Bars Traded | 22500 | 9777 | 12723 | 22500 | 9777 | 12723 |
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 | 389802 | -173312 | -300289 | -112143 | -767965 | -186621 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594260000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759027957020, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 105, "offset": 216 } }, "second_band": { "type": "wma", "factors": { "length": 78, "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": [ [ 971605.876787472, 870067.1711329025, 101538.7056545697, 693580.5421877003, -565127.3709774169, 1258707.9131651164 ], [ 971.605877, 870.067171, 101.538706, 693.580542, -565.127371, 1258.707913 ], [ 0.503488, 0.45087, 0.052618, 0.107397, 0, 0.135296 ], [ 10, 10, 10, 10, 10, 10 ], [ -110986, -84507, -91923, -1507545, -1174624, -712003 ], [ 2.360989, 3.383872, 1.291012, 1.146152, 0.788656, 1.60759 ], [ 118, 59, 59, 118, 59, 59 ], [ 45, 17, 28, 45, 17, 28 ], [ 73, 42, 31, 73, 42, 31 ], [ 38.135593, 28.813559, 47.457627, 38.135593, 28.813559, 47.457627 ], [ 3.830049, 8.360155, 1.429334, 1.859313, 1.948444, 1.779832 ], [ 735445, 735445, 45113, 541894, 541894, 540947 ], [ -45488, -37594, -45488, -391438, -391438, -339618 ], [ 190, 165, 215, 190, 165, 215 ], [ 322, 310, 329, 322, 310, 329 ], [ 109, 107, 112, 109, 107, 112 ], [ 22500, 9777, 12723, 22500, 9777, 12723 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389802, -173312, -300289, -112143, -767965, -186621 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594260000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759027957020, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 105, "offset": 216 } }, "second_band": { "type": "wma", "factors": { "length": 78, "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) |
---|