Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682561.1208 | 603011.6433 | 79549.4775 | 364098.7139 | 542994.6252 | -178895.9113 |
Total P&L (%) | 682.5611 | 603.0116 | 79.5495 | 364.0987 | 542.9946 | -178.8959 |
Avg Daily Profit (%) | 0.3507 | 0.3098 | 0.0409 | 0.0789 | 0.0957 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104465 | -89129 | -80534 | -770769 | -566141 | -558817 |
Profit Factor | 1.6868 | 2.2605 | 1.1543 | 1.0691 | 1.2228 | 0.9369 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 66 | 23 | 43 | 66 | 23 | 43 |
Losing Trades | 101 | 61 | 40 | 101 | 61 | 40 |
Profitability (%) | 39.521 | 27.381 | 51.8072 | 39.521 | 27.381 | 51.8072 |
Ratio Avg Win / Avg Loss | 2.5813 | 5.9952 | 1.0738 | 1.636 | 3.2431 | 0.8715 |
Largest Winning Trade | 339136 | 339136 | 51758 | 765635 | 765635 | 235889 |
Largest Losing Trade | -45461 | -28309 | -45461 | -397361 | -193546 | -397361 |
Avg Bars in Trades | 69 | 62 | 75 | 69 | 62 | 75 |
Avg Bars in Winners | 114 | 128 | 107 | 114 | 128 | 107 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 11535 | 5275 | 6260 | 11535 | 5275 | 6260 |
Profit Streak | 0 | 0 | 39.9126 | 0 | 0 | 39.9126 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335570 | -6370 | -188607 | -234262 | -83759 | -580327 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11677, "evaluation_days": 1946.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593158400000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760090051200, "expiration_time": 1765127664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 78, "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": [ [ 682561.1207934746, 603011.6432957978, 79549.4774976769, 364098.7139053522, 542994.6251681672, -178895.9112628147 ], [ 682.561121, 603.011643, 79.549477, 364.098714, 542.994625, -178.895911 ], [ 0.35072, 0.309845, 0.040875, 0.0789, 0.095668, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -104465, -89129, -80534, -770769, -566141, -558817 ], [ 1.686812, 2.260475, 1.154342, 1.069055, 1.22279, 0.936905 ], [ 167, 84, 83, 167, 84, 83 ], [ 66, 23, 43, 66, 23, 43 ], [ 101, 61, 40, 101, 61, 40 ], [ 39.520958, 27.380952, 51.807229, 39.520958, 27.380952, 51.807229 ], [ 2.581333, 5.995172, 1.073806, 1.635978, 3.243052, 0.87154 ], [ 339136, 339136, 51758, 765635, 765635, 235889 ], [ -45461, -28309, -45461, -397361, -193546, -397361 ], [ 69, 62, 75, 69, 62, 75 ], [ 114, 128, 107, 114, 128, 107 ], [ 39, 37, 41, 39, 37, 41 ], [ 11535, 5275, 6260, 11535, 5275, 6260 ], [ 0, 0, 39.91263, 0, 0, 39.91263 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335570, -6370, -188607, -234262, -83759, -580327 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11677, "evaluation_days": 1946.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593158400000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760090051200, "expiration_time": 1765127664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 78, "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) |
---|