Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445175.9242 | 472002.4149 | -26826.4907 | -72692.8519 | 299396.0266 | -372088.8784 |
Total P&L (%) | 445.1759 | 472.0024 | -26.8265 | -72.6929 | 299.396 | -372.0889 |
Avg Daily Profit (%) | 0.2298 | 0.2436 | -0.0138 | -0.067 | 0.0715 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306961 | -239900 | -125595 | -1172191 | -828112 | -550135 |
Profit Factor | 1.5441 | 1.9385 | 0.9149 | 0.9652 | 1.2644 | 0.6112 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 43 | 38 | 48 | 43 | 38 | 48 |
Ratio Avg Win / Avg Loss | 2.0468 | 3.1628 | 0.9912 | 1.2795 | 2.0629 | 0.6621 |
Largest Winning Trade | 416064 | 416064 | 41649 | 963306 | 963306 | 281097 |
Largest Losing Trade | -50443 | -36575 | -50443 | -435193 | -389206 | -435193 |
Avg Bars in Trades | 108 | 170 | 45 | 108 | 170 | 45 |
Avg Bars in Winners | 130 | 230 | 50 | 130 | 230 | 50 |
Avg Bars in Losers | 91 | 134 | 41 | 91 | 134 | 41 |
Bars Traded | 10826 | 8533 | 2293 | 10826 | 8533 | 2293 |
Profit Streak | 93.8726 | 118.0392 | 0 | 93.8726 | 118.0392 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311953 | -172088 | -761611 | -581008 | -280262 | -761611 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11625, "evaluation_days": 1937.5, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595289600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759337790347, "expiration_time": 1764356400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 220, "offset": 0, "std": 3.17923 } } }
{ "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": [ [ 445175.924218444, 472002.414894659, -26826.4906762152, -72692.8518967702, 299396.0265524788, -372088.8784492488 ], [ 445.175924, 472.002415, -26.826491, -72.692852, 299.396027, -372.088878 ], [ 0.229768, 0.243614, -0.013846, -0.066972, 0.071498, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -306961, -239900, -125595, -1172191, -828112, -550135 ], [ 1.544102, 1.93852, 0.914907, 0.96521, 1.264358, 0.611158 ], [ 100, 50, 50, 100, 50, 50 ], [ 43, 19, 24, 43, 19, 24 ], [ 57, 31, 26, 57, 31, 26 ], [ 43, 38, 48, 43, 38, 48 ], [ 2.046833, 3.162849, 0.99115, 1.279464, 2.062899, 0.662088 ], [ 416064, 416064, 41649, 963306, 963306, 281097 ], [ -50443, -36575, -50443, -435193, -389206, -435193 ], [ 108, 170, 45, 108, 170, 45 ], [ 130, 230, 50, 130, 230, 50 ], [ 91, 134, 41, 91, 134, 41 ], [ 10826, 8533, 2293, 10826, 8533, 2293 ], [ 93.872573, 118.03924, 0, 93.872573, 118.03924, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311953, -172088, -761611, -581008, -280262, -761611 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11625, "evaluation_days": 1937.5, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595289600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759337790347, "expiration_time": 1764356400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 220, "offset": 0, "std": 3.17923 } } }
# | 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) |
---|