Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915972.2652 | 793460.8883 | 122511.3769 | 1414987.6208 | -2168110.8274 | 3583098.4481 |
Total P&L (%) | 915.9723 | 793.4609 | 122.5114 | 1414.9876 | -2168.1108 | 3583.0984 |
Avg Daily Profit (%) | 0.4731 | 0.4098 | 0.0633 | 0.1405 | 0 | 0.1865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150720 | -105880 | -67471 | -7209187 | -5740694 | -2726557 |
Profit Factor | 2.3021 | 3.1483 | 1.3667 | 1.0769 | 0.7996 | 1.4726 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 33.6283 | 24.5614 | 42.8571 | 33.6283 | 24.5614 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.5436 | 9.6698 | 1.8222 | 2.1254 | 2.4561 | 1.9634 |
Largest Winning Trade | 538986 | 538986 | 48676 | 3789834 | 3789834 | 1720095 |
Largest Losing Trade | -34027 | -18037 | -34027 | -1679338 | -1335567 | -1679338 |
Avg Bars in Trades | 201 | 175 | 228 | 201 | 175 | 228 |
Avg Bars in Winners | 395 | 401 | 392 | 395 | 401 | 392 |
Avg Bars in Losers | 103 | 101 | 105 | 103 | 101 | 105 |
Bars Traded | 22777 | 9988 | 12789 | 22777 | 9988 | 12789 |
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 | 312797 | -196233 | -289662 | -145975 | -790081 | -172661 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23232, "evaluation_days": 1936, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593669600000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759267999937, "expiration_time": 1765284134400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 170, "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": [ [ 915972.2652111064, 793460.8883412459, 122511.3768698606, 1414987.6207677475, -2168110.8273544824, 3583098.448122231 ], [ 915.972265, 793.460888, 122.511377, 1414.987621, -2168.110827, 3583.098448 ], [ 0.473126, 0.409846, 0.063281, 0.140491, 0, 0.186451 ], [ 10, 10, 10, 10, 10, 10 ], [ -150720, -105880, -67471, -7209187, -5740694, -2726557 ], [ 2.302108, 3.148291, 1.366682, 1.076887, 0.799646, 1.472578 ], [ 113, 57, 56, 113, 57, 56 ], [ 38, 14, 24, 38, 14, 24 ], [ 75, 43, 32, 75, 43, 32 ], [ 33.628319, 24.561404, 42.857143, 33.628319, 24.561404, 42.857143 ], [ 4.543634, 9.669752, 1.822242, 2.125435, 2.456057, 1.963438 ], [ 538986, 538986, 48676, 3789834, 3789834, 1720095 ], [ -34027, -18037, -34027, -1679338, -1335567, -1679338 ], [ 201, 175, 228, 201, 175, 228 ], [ 395, 401, 392, 395, 401, 392 ], [ 103, 101, 105, 103, 101, 105 ], [ 22777, 9988, 12789, 22777, 9988, 12789 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312797, -196233, -289662, -145975, -790081, -172661 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23232, "evaluation_days": 1936, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593669600000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759267999937, "expiration_time": 1765284134400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 170, "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) |
---|