Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686498.7881 | 600186.3341 | 86312.454 | 158116.4113 | -64721.926 | 222838.3372 |
Total P&L (%) | 686.4988 | 600.1863 | 86.3125 | 158.1164 | -64.7219 | 222.8383 |
Avg Daily Profit (%) | 0.3555 | 0.3108 | 0.0447 | 0.0491 | -0.0539 | 0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135305 | -98509 | -124847 | -593319 | -384828 | -229372 |
Profit Factor | 2.2499 | 3.3105 | 1.2982 | 1.136 | 0.8944 | 1.4053 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 50.7042 | 38.8889 | 62.8571 | 50.7042 | 38.8889 | 62.8571 |
Ratio Avg Win / Avg Loss | 2.1874 | 5.2022 | 0.7671 | 1.1044 | 1.4055 | 0.8304 |
Largest Winning Trade | 601591 | 601591 | 43448 | 177757 | 152027 | 177757 |
Largest Losing Trade | -53459 | -37151 | -53459 | -229372 | -130991 | -229372 |
Avg Bars in Trades | 52 | 39 | 65 | 52 | 39 | 65 |
Avg Bars in Winners | 71 | 59 | 78 | 71 | 59 | 78 |
Avg Bars in Losers | 32 | 27 | 43 | 32 | 27 | 43 |
Bars Traded | 3721 | 1429 | 2292 | 3721 | 1429 | 2292 |
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 | -77536 | 395678 | -133145 | -289456 | -583434 | -111140 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3862, "evaluation_days": 1931, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1597406400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758875918501, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 128, "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": [ [ 686498.7881387721, 600186.3341091491, 86312.454029623, 158116.4112504637, -64721.9259899964, 222838.3372404601 ], [ 686.498788, 600.186334, 86.312454, 158.116411, -64.721926, 222.838337 ], [ 0.355515, 0.310816, 0.044698, 0.049118, -0.053942, 0.060711 ], [ 10, 10, 10, 10, 10, 10 ], [ -135305, -98509, -124847, -593319, -384828, -229372 ], [ 2.24993, 3.310522, 1.298177, 1.135975, 0.894421, 1.405299 ], [ 71, 36, 35, 71, 36, 35 ], [ 36, 14, 22, 36, 14, 22 ], [ 35, 22, 13, 35, 22, 13 ], [ 50.704225, 38.888889, 62.857143, 50.704225, 38.888889, 62.857143 ], [ 2.187432, 5.202249, 0.767104, 1.10442, 1.405519, 0.830404 ], [ 601591, 601591, 43448, 177757, 152027, 177757 ], [ -53459, -37151, -53459, -229372, -130991, -229372 ], [ 52, 39, 65, 52, 39, 65 ], [ 71, 59, 78, 71, 59, 78 ], [ 32, 27, 43, 32, 27, 43 ], [ 3721, 1429, 2292, 3721, 1429, 2292 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77536, 395678, -133145, -289456, -583434, -111140 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3862, "evaluation_days": 1931, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1597406400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758875918501, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 128, "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) |
---|