Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622797.7706 | 560994.7862 | 61802.9845 | 348166.1048 | -87152.1885 | 435318.2934 |
Total P&L (%) | 622.7978 | 560.9948 | 61.803 | 348.1661 | -87.1522 | 435.3183 |
Avg Daily Profit (%) | 0.3226 | 0.2906 | 0.032 | 0.0777 | -0.1062 | 0.087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89889 | -66518 | -89898 | -520263 | -445713 | -296891 |
Profit Factor | 1.8251 | 2.5613 | 1.1563 | 1.1229 | 0.9429 | 1.3335 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 39.2157 | 35.2941 | 43.1373 | 39.2157 | 35.2941 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.8289 | 4.6956 | 1.5242 | 1.7405 | 1.7287 | 1.7578 |
Largest Winning Trade | 322942 | 322942 | 56466 | 225884 | 222962 | 225884 |
Largest Losing Trade | -50571 | -35650 | -50571 | -158659 | -138387 | -158659 |
Avg Bars in Trades | 109 | 76 | 143 | 109 | 76 | 143 |
Avg Bars in Winners | 211 | 150 | 260 | 211 | 150 | 260 |
Avg Bars in Losers | 44 | 36 | 54 | 44 | 36 | 54 |
Bars Traded | 11215 | 3916 | 7298 | 11215 | 3916 | 7298 |
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 | 310542 | -172078 | -380917 | -177274 | -763774 | -258197 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594569600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758904236697, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 54, "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": [ [ 622797.7706116689, 560994.7861554398, 61802.9844562289, 348166.104821739, -87152.1885288708, 435318.2933506094 ], [ 622.797771, 560.994786, 61.802984, 348.166105, -87.152189, 435.318293 ], [ 0.322638, 0.290621, 0.032017, 0.077737, -0.106246, 0.08695 ], [ 10, 10, 10, 10, 10, 10 ], [ -89889, -66518, -89898, -520263, -445713, -296891 ], [ 1.825075, 2.56125, 1.15626, 1.122928, 0.942924, 1.333498 ], [ 102, 51, 51, 102, 51, 51 ], [ 40, 18, 22, 40, 18, 22 ], [ 62, 33, 29, 62, 33, 29 ], [ 39.215686, 35.294118, 43.137255, 39.215686, 35.294118, 43.137255 ], [ 2.828866, 4.695624, 1.524161, 1.740539, 1.728695, 1.757793 ], [ 322942, 322942, 56466, 225884, 222962, 225884 ], [ -50571, -35650, -50571, -158659, -138387, -158659 ], [ 109, 76, 143, 109, 76, 143 ], [ 211, 150, 260, 211, 150, 260 ], [ 44, 36, 54, 44, 36, 54 ], [ 11215, 3916, 7298, 11215, 3916, 7298 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310542, -172078, -380917, -177274, -763774, -258197 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594569600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758904236697, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 54, "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) |
---|