Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873705.242 | 743231.2873 | 130473.9547 | 1508499.6251 | -1858347.2678 | 3366846.8929 |
Total P&L (%) | 873.7052 | 743.2313 | 130.474 | 1508.4996 | -1858.3473 | 3366.8469 |
Avg Daily Profit (%) | 0.4525 | 0.3849 | 0.0676 | 0.144 | 0 | 0.1838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179918 | -125808 | -77070 | -10677144 | -8571074 | -3748729 |
Profit Factor | 1.9754 | 2.609 | 1.3007 | 1.0454 | 0.897 | 1.2216 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 133 | 73 | 60 | 133 | 73 | 60 |
Profitability (%) | 34.1584 | 27.7228 | 40.5941 | 34.1584 | 27.7228 | 40.5941 |
Ratio Avg Win / Avg Loss | 3.8076 | 6.802 | 1.9035 | 2.015 | 2.3386 | 1.7878 |
Largest Winning Trade | 488128 | 488128 | 55224 | 6125580 | 6125580 | 2571130 |
Largest Losing Trade | -29358 | -17072 | -29358 | -1473083 | -1473083 | -1175341 |
Avg Bars in Trades | 18 | 15 | 21 | 18 | 15 | 21 |
Avg Bars in Winners | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 3753 | 1572 | 2181 | 3753 | 1572 | 2181 |
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 | 328426 | -3228 | -105181 | -174747 | -595821 | 178210 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3862, "evaluation_days": 1931, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1593777600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758999746761, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 873705.2420295248, 743231.2873483489, 130473.9546811751, 1508499.6251258329, -1858347.2677829787, 3366846.8929088134 ], [ 873.705242, 743.231287, 130.473955, 1508.499625, -1858.347268, 3366.846893 ], [ 0.452463, 0.384895, 0.067568, 0.143961, 0, 0.183795 ], [ 10, 10, 10, 10, 10, 10 ], [ -179918, -125808, -77070, -10677144, -8571074, -3748729 ], [ 1.975374, 2.608988, 1.300742, 1.045396, 0.896985, 1.221647 ], [ 202, 101, 101, 202, 101, 101 ], [ 69, 28, 41, 69, 28, 41 ], [ 133, 73, 60, 133, 73, 60 ], [ 34.158416, 27.722772, 40.594059, 34.158416, 27.722772, 40.594059 ], [ 3.807604, 6.802003, 1.903525, 2.015039, 2.338569, 1.787777 ], [ 488128, 488128, 55224, 6125580, 6125580, 2571130 ], [ -29358, -17072, -29358, -1473083, -1473083, -1175341 ], [ 18, 15, 21, 18, 15, 21 ], [ 40, 37, 43, 40, 37, 43 ], [ 6, 7, 6, 6, 7, 6 ], [ 3753, 1572, 2181, 3753, 1572, 2181 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328426, -3228, -105181, -174747, -595821, 178210 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3862, "evaluation_days": 1931, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1593777600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758999746761, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
---|