Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742345.1638 | 676961.9172 | 65383.2466 | 158129.177 | 42429.851 | 115699.326 |
Total P&L (%) | 742.3452 | 676.9619 | 65.3832 | 158.1292 | 42.4299 | 115.6993 |
Avg Daily Profit (%) | 0.3827 | 0.349 | 0.0337 | 0.0489 | 0.0182 | 0.0396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208490 | -101661 | -117685 | -351794 | -292000 | -230534 |
Profit Factor | 2.2147 | 3.2109 | 1.2144 | 1.1135 | 1.0579 | 1.1755 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 40.5405 | 32.4324 | 48.6486 | 40.5405 | 32.4324 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.2483 | 6.6893 | 1.2819 | 1.6332 | 2.2039 | 1.2408 |
Largest Winning Trade | 477062 | 477062 | 57012 | 243201 | 243201 | 110987 |
Largest Losing Trade | -80109 | -48620 | -80109 | -120573 | -80159 | -120573 |
Avg Bars in Trades | 304 | 251 | 356 | 304 | 251 | 356 |
Avg Bars in Winners | 521 | 467 | 557 | 521 | 467 | 557 |
Avg Bars in Losers | 156 | 148 | 166 | 156 | 148 | 166 |
Bars Traded | 22512 | 9313 | 13199 | 22512 | 9313 | 13199 |
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 | -58642 | 310377 | -149134 | -294594 | -333099 | -168006 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23279, "evaluation_days": 1939.92, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594080000000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759601934145, "expiration_time": 1765634716800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 71, "offset": 225 } }, "second_band": { "type": "jma", "factors": { "length": 233, "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": [ [ 742345.1637789425, 676961.917212353, 65383.2465665894, 158129.1769610243, 42429.8509501222, 115699.3260109021 ], [ 742.345164, 676.961917, 65.383247, 158.129177, 42.429851, 115.699326 ], [ 0.382668, 0.348964, 0.033704, 0.048895, 0.018233, 0.039634 ], [ 10, 10, 10, 10, 10, 10 ], [ -208490, -101661, -117685, -351794, -292000, -230534 ], [ 2.214717, 3.210886, 1.21442, 1.113537, 1.057859, 1.175456 ], [ 74, 37, 37, 74, 37, 37 ], [ 30, 12, 18, 30, 12, 18 ], [ 44, 25, 19, 44, 25, 19 ], [ 40.540541, 32.432432, 48.648649, 40.540541, 32.432432, 48.648649 ], [ 3.248252, 6.689346, 1.281887, 1.633188, 2.203873, 1.240759 ], [ 477062, 477062, 57012, 243201, 243201, 110987 ], [ -80109, -48620, -80109, -120573, -80159, -120573 ], [ 304, 251, 356, 304, 251, 356 ], [ 521, 467, 557, 521, 467, 557 ], [ 156, 148, 166, 156, 148, 166 ], [ 22512, 9313, 13199, 22512, 9313, 13199 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -58642, 310377, -149134, -294594, -333099, -168006 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23279, "evaluation_days": 1939.92, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594080000000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759601934145, "expiration_time": 1765634716800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 71, "offset": 225 } }, "second_band": { "type": "jma", "factors": { "length": 233, "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) |
---|