Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745420.4106 | 632106.0147 | 113314.396 | 979870.9037 | -1070182.5371 | 2050053.4408 |
Total P&L (%) | 745.4204 | 632.106 | 113.3144 | 979.8709 | -1070.1825 | 2050.0534 |
Avg Daily Profit (%) | 0.3849 | 0.3264 | 0.0585 | 0.1229 | 0 | 0.1586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98916 | -95029 | -45171 | -1914381 | -2536310 | -681372 |
Profit Factor | 2.3409 | 2.8995 | 1.5078 | 1.1345 | 0.7791 | 1.8394 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 36.5854 | 36.5854 | 36.5854 | 36.5854 | 36.5854 | 36.5854 |
Ratio Avg Win / Avg Loss | 4.0575 | 5.0257 | 2.6135 | 1.9664 | 1.3504 | 3.1882 |
Largest Winning Trade | 384929 | 384929 | 47127 | 1184010 | 1184010 | 724074 |
Largest Losing Trade | -33479 | -33479 | -27494 | -832249 | -832249 | -454655 |
Avg Bars in Trades | 91 | 93 | 89 | 91 | 93 | 89 |
Avg Bars in Winners | 157 | 133 | 180 | 157 | 133 | 180 |
Avg Bars in Losers | 53 | 71 | 36 | 53 | 71 | 36 |
Bars Traded | 7506 | 3851 | 3655 | 7506 | 3851 | 3655 |
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 | 2953 | 341034 | -117502 | -113951 | -584292 | 215737 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7746, "evaluation_days": 1936.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1594382400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759243211581, "expiration_time": 1764253008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 114, "offset": 0, "a": 0.74715 } }, "second_band": { "type": "vwma", "factors": { "length": 24, "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": [ [ 745420.4106156897, 632106.0146503506, 113314.3959653388, 979870.9036870506, -1070182.5371164498, 2050053.4408035 ], [ 745.420411, 632.106015, 113.314396, 979.870904, -1070.182537, 2050.053441 ], [ 0.384932, 0.326417, 0.058515, 0.122948, 0, 0.15856 ], [ 10, 10, 10, 10, 10, 10 ], [ -98916, -95029, -45171, -1914381, -2536310, -681372 ], [ 2.340865, 2.899463, 1.507809, 1.134471, 0.779091, 1.83936 ], [ 82, 41, 41, 82, 41, 41 ], [ 30, 15, 15, 30, 15, 15 ], [ 52, 26, 26, 52, 26, 26 ], [ 36.585366, 36.585366, 36.585366, 36.585366, 36.585366, 36.585366 ], [ 4.057499, 5.025735, 2.613536, 1.966417, 1.350425, 3.188224 ], [ 384929, 384929, 47127, 1184010, 1184010, 724074 ], [ -33479, -33479, -27494, -832249, -832249, -454655 ], [ 91, 93, 89, 91, 93, 89 ], [ 157, 133, 180, 157, 133, 180 ], [ 53, 71, 36, 53, 71, 36 ], [ 7506, 3851, 3655, 7506, 3851, 3655 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 2953, 341034, -117502, -113951, -584292, 215737 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7746, "evaluation_days": 1936.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1594382400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759243211581, "expiration_time": 1764253008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 114, "offset": 0, "a": 0.74715 } }, "second_band": { "type": "vwma", "factors": { "length": 24, "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) |
---|