Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811882.2551 | 637754.9474 | 174127.3078 | -1838752.5023 | -349294.9894 | -1489457.5129 |
Total P&L (%) | 811.8823 | 637.7549 | 174.1273 | -1838.7525 | -349.295 | -1489.4575 |
Avg Daily Profit (%) | 0.4173 | 0.3278 | 0.0895 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120216 | -82768 | -131579 | -1948215 | -540841 | -1505070 |
Profit Factor | 2.8778 | 4.6615 | 1.6744 | 0.478 | 0.7397 | 0.3169 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 18 | 18 | 35 | 17 | 18 |
Losing Trades | 36 | 18 | 18 | 37 | 19 | 18 |
Profitability (%) | 50 | 50 | 50 | 48.6111 | 47.2222 | 50 |
Ratio Avg Win / Avg Loss | 2.8778 | 4.6615 | 1.6744 | 0.5053 | 0.8268 | 0.3169 |
Largest Winning Trade | 494691 | 494691 | 61053 | 181780 | 168456 | 181780 |
Largest Losing Trade | -115541 | -27820 | -115541 | -404424 | -311838 | -404424 |
Avg Bars in Trades | 101 | 70 | 131 | 101 | 70 | 131 |
Avg Bars in Winners | 150 | 92 | 208 | 52 | 45 | 58 |
Avg Bars in Losers | 51 | 49 | 54 | 146 | 93 | 203 |
Bars Traded | 7273 | 2551 | 4722 | 7273 | 2551 | 4722 |
Profit Streak | 0 | 0 | 85.437 | 41.437 | 54.437 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68388 | 600292 | -69741 | -664545 | -581298 | -580780 |
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7782, "evaluation_days": 1945.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1594900800000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760027354615, "expiration_time": 1765053936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 26, "offset": 112 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 811882.2551379795, 637754.9473857523, 174127.3077522272, -1838752.5023452295, -349294.9894350874, -1489457.512910142 ], [ 811.882255, 637.754947, 174.127308, -1838.752502, -349.294989, -1489.457513 ], [ 0.417313, 0.32781, 0.089503, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -120216, -82768, -131579, -1948215, -540841, -1505070 ], [ 2.877757, 4.661537, 1.674412, 0.477985, 0.739735, 0.31687 ], [ 72, 36, 36, 72, 36, 36 ], [ 36, 18, 18, 35, 17, 18 ], [ 36, 18, 18, 37, 19, 18 ], [ 50, 50, 50, 48.611111, 47.222222, 50 ], [ 2.877757, 4.661537, 1.674412, 0.505299, 0.826762, 0.31687 ], [ 494691, 494691, 61053, 181780, 168456, 181780 ], [ -115541, -27820, -115541, -404424, -311838, -404424 ], [ 101, 70, 131, 101, 70, 131 ], [ 150, 92, 208, 52, 45, 58 ], [ 51, 49, 54, 146, 93, 203 ], [ 7273, 2551, 4722, 7273, 2551, 4722 ], [ 0, 0, 85.436975, 41.436975, 54.436975, 0 ], [ 0, 0, 1, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -68388, 600292, -69741, -664545, -581298, -580780 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7782, "evaluation_days": 1945.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1594900800000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760027354615, "expiration_time": 1765053936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 26, "offset": 112 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|