Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816946.6132 | 710217.0513 | 106729.5619 | 512512.7312 | -491066.0156 | 1003578.7468 |
Total P&L (%) | 816.9466 | 710.2171 | 106.7296 | 512.5127 | -491.066 | 1003.5787 |
Avg Daily Profit (%) | 0.4208 | 0.3658 | 0.055 | 0.0934 | 0 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93356 | -103539 | -39820 | -1818547 | -1329887 | -506150 |
Profit Factor | 2.5117 | 3.3072 | 1.4589 | 1.1305 | 0.8216 | 1.8555 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 51.3158 | 47.3684 | 55.2632 | 51.3158 | 47.3684 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.3829 | 3.6747 | 1.181 | 1.0726 | 0.9129 | 1.5021 |
Largest Winning Trade | 570995 | 570995 | 39174 | 586844 | 438971 | 586844 |
Largest Losing Trade | -60089 | -60089 | -49267 | -825206 | -825206 | -312013 |
Avg Bars in Trades | 49 | 58 | 40 | 49 | 58 | 40 |
Avg Bars in Winners | 40 | 45 | 35 | 40 | 45 | 35 |
Avg Bars in Losers | 59 | 71 | 45 | 59 | 71 | 45 |
Bars Traded | 3769 | 2241 | 1528 | 3769 | 2241 | 1528 |
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 | -38894 | 531628 | -117758 | -198401 | -581788 | -23171 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3883, "evaluation_days": 1941.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1595030400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759633165037, "expiration_time": 1764654768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } } }
{ "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": [ [ 816946.6132396689, 710217.0513289231, 106729.5619107459, 512512.7312309281, -491066.0156006544, 1003578.7468315819 ], [ 816.946613, 710.217051, 106.729562, 512.512731, -491.066016, 1003.578747 ], [ 0.420781, 0.365808, 0.054973, 0.093394, 0, 0.123751 ], [ 10, 10, 10, 10, 10, 10 ], [ -93356, -103539, -39820, -1818547, -1329887, -506150 ], [ 2.511729, 3.307217, 1.458892, 1.130543, 0.821618, 1.855481 ], [ 76, 38, 38, 76, 38, 38 ], [ 39, 18, 21, 39, 18, 21 ], [ 37, 20, 17, 37, 20, 17 ], [ 51.315789, 47.368421, 55.263158, 51.315789, 47.368421, 55.263158 ], [ 2.382923, 3.674686, 1.181007, 1.072566, 0.912909, 1.502056 ], [ 570995, 570995, 39174, 586844, 438971, 586844 ], [ -60089, -60089, -49267, -825206, -825206, -312013 ], [ 49, 58, 40, 49, 58, 40 ], [ 40, 45, 35, 40, 45, 35 ], [ 59, 71, 45, 59, 71, 45 ], [ 3769, 2241, 1528, 3769, 2241, 1528 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -38894, 531628, -117758, -198401, -581788, -23171 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3883, "evaluation_days": 1941.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1595030400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759633165037, "expiration_time": 1764654768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } } }
# | 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) |
---|