Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954022.2774 | 802834.3711 | 151187.9063 | -5180966.2299 | -1970657.6513 | -3210308.5786 |
Total P&L (%) | 954.0223 | 802.8344 | 151.1879 | -5180.9662 | -1970.6577 | -3210.3086 |
Avg Daily Profit (%) | 0.4923 | 0.4143 | 0.078 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141650 | -65494 | -156817 | -11923349 | -5131614 | -8629164 |
Profit Factor | 2.5247 | 3.7508 | 1.4529 | 0.8529 | 0.8975 | 0.7994 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 16 | 21 | 26 | 17 | 9 |
Losing Trades | 26 | 16 | 10 | 37 | 15 | 22 |
Profitability (%) | 58.7302 | 50 | 67.7419 | 41.2698 | 53.125 | 29.0323 |
Ratio Avg Win / Avg Loss | 1.7741 | 3.7508 | 0.6918 | 1.2138 | 0.7919 | 1.9542 |
Largest Winning Trade | 497731 | 497731 | 51626 | 5740719 | 3824348 | 5740719 |
Largest Losing Trade | -141195 | -65494 | -141195 | -4056275 | -4056275 | -3183758 |
Avg Bars in Trades | 59 | 67 | 51 | 59 | 67 | 51 |
Avg Bars in Winners | 57 | 61 | 54 | 65 | 73 | 49 |
Avg Bars in Losers | 61 | 72 | 44 | 55 | 59 | 51 |
Bars Traded | 3737 | 2153 | 1584 | 3737 | 2153 | 1584 |
Profit Streak | 0 | 0 | 0 | 49.5843 | 49.5843 | 93.5843 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134519 | 601757 | -87179 | -732793 | -579841 | -589524 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3876, "evaluation_days": 1938, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1596931200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759327281298, "expiration_time": 1764343296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 117, "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": [ [ 954022.277369692, 802834.3710919978, 151187.906277694, -5180966.229925621, -1970657.6512967777, -3210308.578628841 ], [ 954.022277, 802.834371, 151.187906, -5180.96623, -1970.657651, -3210.308579 ], [ 0.492272, 0.414259, 0.078012, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -141650, -65494, -156817, -11923349, -5131614, -8629164 ], [ 2.524704, 3.750752, 1.452862, 0.852914, 0.89746, 0.799428 ], [ 63, 32, 31, 63, 32, 31 ], [ 37, 16, 21, 26, 17, 9 ], [ 26, 16, 10, 37, 15, 22 ], [ 58.730159, 50, 67.741935, 41.269841, 53.125, 29.032258 ], [ 1.774116, 3.750752, 0.691839, 1.213763, 0.791876, 1.954158 ], [ 497731, 497731, 51626, 5740719, 3824348, 5740719 ], [ -141195, -65494, -141195, -4056275, -4056275, -3183758 ], [ 59, 67, 51, 59, 67, 51 ], [ 57, 61, 54, 65, 73, 49 ], [ 61, 72, 44, 55, 59, 51 ], [ 3737, 2153, 1584, 3737, 2153, 1584 ], [ 0, 0, 0, 49.584274, 49.584274, 93.584274 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -134519, 601757, -87179, -732793, -579841, -589524 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3876, "evaluation_days": 1938, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1596931200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759327281298, "expiration_time": 1764343296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 117, "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) |
---|