Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826531.5537 | 660940.3794 | 165591.1743 | 3104873.7611 | -55081.7659 | 3159955.527 |
Total P&L (%) | 826.5316 | 660.9404 | 165.5912 | 3104.8738 | -55.0818 | 3159.9555 |
Avg Daily Profit (%) | 0.4276 | 0.3419 | 0.0857 | 0.1795 | -0.0414 | 0.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118507 | -107727 | -44388 | -3447997 | -2007612 | -2247871 |
Profit Factor | 2.3893 | 3.1767 | 1.5685 | 1.2753 | 0.9916 | 1.6691 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 44.5652 | 36.9565 | 52.1739 | 44.5652 | 36.9565 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.9721 | 5.4191 | 1.4378 | 1.5864 | 1.6915 | 1.53 |
Largest Winning Trade | 345382 | 345382 | 52866 | 1846068 | 1846068 | 1322745 |
Largest Losing Trade | -44388 | -28588 | -44388 | -1775815 | -836617 | -1775815 |
Avg Bars in Trades | 61 | 50 | 71 | 61 | 50 | 71 |
Avg Bars in Winners | 98 | 92 | 102 | 98 | 92 | 102 |
Avg Bars in Losers | 30 | 25 | 37 | 30 | 25 | 37 |
Bars Traded | 5628 | 2325 | 3303 | 5628 | 2325 | 3303 |
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 | 455989 | 371625 | -76506 | 253397 | -582999 | 409942 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5799, "evaluation_days": 1933, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594051200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758944269171, "expiration_time": 1763941536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "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": [ [ 826531.553720559, 660940.3794127209, 165591.174307838, 3104873.761106514, -55081.7658863264, 3159955.5269928407 ], [ 826.531554, 660.940379, 165.591174, 3104.873761, -55.081766, 3159.955527 ], [ 0.42759, 0.341925, 0.085665, 0.179533, -0.041395, 0.180416 ], [ 10, 10, 10, 10, 10, 10 ], [ -118507, -107727, -44388, -3447997, -2007612, -2247871 ], [ 2.389318, 3.176701, 1.568503, 1.275319, 0.991596, 1.669054 ], [ 92, 46, 46, 92, 46, 46 ], [ 41, 17, 24, 41, 17, 24 ], [ 51, 29, 22, 51, 29, 22 ], [ 44.565217, 36.956522, 52.173913, 44.565217, 36.956522, 52.173913 ], [ 2.972079, 5.419078, 1.437795, 1.586373, 1.691546, 1.529966 ], [ 345382, 345382, 52866, 1846068, 1846068, 1322745 ], [ -44388, -28588, -44388, -1775815, -836617, -1775815 ], [ 61, 50, 71, 61, 50, 71 ], [ 98, 92, 102, 98, 92, 102 ], [ 30, 25, 37, 30, 25, 37 ], [ 5628, 2325, 3303, 5628, 2325, 3303 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 455989, 371625, -76506, 253397, -582999, 409942 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5799, "evaluation_days": 1933, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594051200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758944269171, "expiration_time": 1763941536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "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) |
---|