Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892923.6299 | 672892.9059 | 220030.724 | 7537087.3057 | 3216719.1156 | 4320368.1902 |
Total P&L (%) | 892.9236 | 672.8929 | 220.0307 | 7537.0873 | 3216.7191 | 4320.3682 |
Avg Daily Profit (%) | 0.4625 | 0.3486 | 0.114 | 0.2248 | 0.1815 | 0.1965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158959 | -105109 | -72929 | -5630477 | -3849668 | -2215029 |
Profit Factor | 1.784 | 2.1618 | 1.3931 | 1.3502 | 1.2793 | 1.4319 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Losing Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Profitability (%) | 52.3333 | 52 | 52.6667 | 52.3333 | 52 | 52.6667 |
Ratio Avg Win / Avg Loss | 1.6249 | 1.9955 | 1.252 | 1.2298 | 1.1809 | 1.2869 |
Largest Winning Trade | 326966 | 326966 | 56613 | 1012585 | 1012585 | 835238 |
Largest Losing Trade | -36151 | -36151 | -33307 | -1047227 | -1009981 | -1047227 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 29 | 25 | 32 | 29 | 25 | 32 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 7442 | 3505 | 3937 | 7442 | 3505 | 3937 |
Profit Streak | 18.5725 | 18.5725 | 25.3225 | 18.5725 | 18.5725 | 25.3225 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607681 | 530974 | -38788 | 426810 | 330002 | 370587 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7722, "evaluation_days": 1930.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596844800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758872662036, "expiration_time": 1763719056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 892923.6299259629, 672892.9058899856, 220030.7240359766, 7537087.305708514, 3216719.115558159, 4320368.190150354 ], [ 892.92363, 672.892906, 220.030724, 7537.087306, 3216.719116, 4320.36819 ], [ 0.462535, 0.348559, 0.113976, 0.224837, 0.181546, 0.196453 ], [ 10, 10, 10, 10, 10, 10 ], [ -158959, -105109, -72929, -5630477, -3849668, -2215029 ], [ 1.784012, 2.161786, 1.393104, 1.350232, 1.279299, 1.431901 ], [ 300, 150, 150, 300, 150, 150 ], [ 157, 78, 79, 157, 78, 79 ], [ 143, 72, 71, 143, 72, 71 ], [ 52.333333, 52, 52.666667, 52.333333, 52, 52.666667 ], [ 1.624928, 1.995495, 1.25203, 1.229829, 1.180892, 1.286898 ], [ 326966, 326966, 56613, 1012585, 1012585, 835238 ], [ -36151, -36151, -33307, -1047227, -1009981, -1047227 ], [ 24, 23, 26, 24, 23, 26 ], [ 29, 25, 32, 29, 25, 32 ], [ 19, 20, 18, 19, 20, 18 ], [ 7442, 3505, 3937, 7442, 3505, 3937 ], [ 18.572477, 18.572477, 25.322477, 18.572477, 18.572477, 25.322477 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 607681, 530974, -38788, 426810, 330002, 370587 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7722, "evaluation_days": 1930.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596844800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758872662036, "expiration_time": 1763719056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|