Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165377.2957 | 289692.74 | -124315.4443 | 162151.0902 | -11905.06 | 174056.1501 |
Total P&L (%) | 165.3773 | 289.6927 | -124.3154 | 162.1511 | -11.9051 | 174.0562 |
Avg Daily Profit (%) | 0.0851 | 0.1492 | -0.064 | 0.0496 | -0.0065 | 0.0519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267879 | -57461 | -333712 | -212482 | -151578 | -90200 |
Profit Factor | 1.1738 | 1.8485 | 0.7963 | 1.1669 | 0.9774 | 1.3914 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 26 | 25 | 43 | 22 | 21 |
Losing Trades | 41 | 20 | 21 | 49 | 24 | 25 |
Profitability (%) | 55.4348 | 56.5217 | 54.3478 | 46.7391 | 47.8261 | 45.6522 |
Ratio Avg Win / Avg Loss | 0.9436 | 1.4219 | 0.6689 | 1.3298 | 1.0663 | 1.6565 |
Largest Winning Trade | 79461 | 79461 | 55265 | 115581 | 100140 | 115581 |
Largest Losing Trade | -220280 | -36206 | -220280 | -70581 | -63607 | -70581 |
Avg Bars in Trades | 81 | 49 | 113 | 81 | 49 | 113 |
Avg Bars in Winners | 82 | 29 | 137 | 92 | 28 | 159 |
Avg Bars in Losers | 80 | 75 | 84 | 72 | 69 | 74 |
Bars Traded | 7506 | 2286 | 5221 | 7506 | 2286 | 5221 |
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 | -109390 | 337682 | -580140 | -164562 | -579883 | -123443 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7769, "evaluation_days": 1942.25, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1595808000000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759743394206, "expiration_time": 1764764712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 180, "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": [ [ 165377.2957046551, 289692.7399569612, -124315.4442523061, 162151.0901812039, -11905.0599527523, 174056.1501339563 ], [ 165.377296, 289.69274, -124.315444, 162.15109, -11.90506, 174.05615 ], [ 0.085147, 0.149153, -0.064006, 0.049633, -0.006526, 0.05192 ], [ 10, 10, 10, 10, 10, 10 ], [ -267879, -57461, -333712, -212482, -151578, -90200 ], [ 1.173755, 1.848471, 0.796323, 1.166924, 0.977398, 1.391427 ], [ 92, 46, 46, 92, 46, 46 ], [ 51, 26, 25, 43, 22, 21 ], [ 41, 20, 21, 49, 24, 25 ], [ 55.434783, 56.521739, 54.347826, 46.73913, 47.826087, 45.652174 ], [ 0.943607, 1.421901, 0.668912, 1.329751, 1.066253, 1.656461 ], [ 79461, 79461, 55265, 115581, 100140, 115581 ], [ -220280, -36206, -220280, -70581, -63607, -70581 ], [ 81, 49, 113, 81, 49, 113 ], [ 82, 29, 137, 92, 28, 159 ], [ 80, 75, 84, 72, 69, 74 ], [ 7506, 2286, 5221, 7506, 2286, 5221 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -109390, 337682, -580140, -164562, -579883, -123443 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7769, "evaluation_days": 1942.25, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1595808000000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759743394206, "expiration_time": 1764764712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 180, "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) |
---|