Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484002.0955 | 408060.0874 | 75942.0081 | -541104.7784 | 12572.8563 | -553677.6347 |
Total P&L (%) | 484.0021 | 408.0601 | 75.942 | -541.1048 | 12.5729 | -553.6776 |
Avg Daily Profit (%) | 0.2497 | 0.2105 | 0.0392 | 0 | 0.0061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186179 | -60783 | -178649 | -751897 | -240671 | -673798 |
Profit Factor | 1.6587 | 2.4227 | 1.1695 | 0.7077 | 1.0186 | 0.5292 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 59 | 26 | 33 | 80 | 44 | 36 |
Losing Trades | 81 | 44 | 37 | 60 | 26 | 34 |
Profitability (%) | 42.1429 | 37.1429 | 47.1429 | 57.1429 | 62.8571 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.2771 | 4.1 | 1.3113 | 0.5308 | 0.6019 | 0.4998 |
Largest Winning Trade | 127994 | 127994 | 54875 | 83169 | 78104 | 83169 |
Largest Losing Trade | -116691 | -20483 | -116691 | -171987 | -139204 | -171987 |
Avg Bars in Trades | 80 | 50 | 110 | 80 | 50 | 110 |
Avg Bars in Winners | 137 | 82 | 180 | 40 | 30 | 51 |
Avg Bars in Losers | 38 | 31 | 47 | 133 | 82 | 172 |
Bars Traded | 11248 | 3515 | 7733 | 11248 | 3515 | 7733 |
Profit Streak | 0 | 0 | 28.2616 | 18.095 | 22.4283 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306094 | -87131 | -269192 | -578917 | -564071 | -674773 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11629, "evaluation_days": 1938.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594958400000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759400205368, "expiration_time": 1764415728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 484002.0954939148, 408060.0874080071, 75942.0080859078, -541104.7784453495, 12572.8562662896, -553677.634711639 ], [ 484.002095, 408.060087, 75.942008, -541.104778, 12.572856, -553.677635 ], [ 0.249721, 0.210539, 0.039182, 0, 0.006111, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -186179, -60783, -178649, -751897, -240671, -673798 ], [ 1.658653, 2.422702, 1.169508, 0.707715, 1.018618, 0.529182 ], [ 140, 70, 70, 140, 70, 70 ], [ 59, 26, 33, 80, 44, 36 ], [ 81, 44, 37, 60, 26, 34 ], [ 42.142857, 37.142857, 47.142857, 57.142857, 62.857143, 51.428571 ], [ 2.277134, 4.099956, 1.311266, 0.530787, 0.601911, 0.499783 ], [ 127994, 127994, 54875, 83169, 78104, 83169 ], [ -116691, -20483, -116691, -171987, -139204, -171987 ], [ 80, 50, 110, 80, 50, 110 ], [ 137, 82, 180, 40, 30, 51 ], [ 38, 31, 47, 133, 82, 172 ], [ 11248, 3515, 7733, 11248, 3515, 7733 ], [ 0, 0, 28.261636, 18.09497, 22.428303, 0 ], [ 0, 0, 2, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306094, -87131, -269192, -578917, -564071, -674773 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11629, "evaluation_days": 1938.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594958400000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759400205368, "expiration_time": 1764415728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|