Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416742.6685 | 377182.1596 | 39560.5088 | -302211.7963 | 65613.9336 | -367825.7298 |
Total P&L (%) | 416.7427 | 377.1822 | 39.5605 | -302.2118 | 65.6139 | -367.8257 |
Avg Daily Profit (%) | 0.2144 | 0.1941 | 0.0204 | 0 | 0.026 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195351 | -69727 | -178866 | -548505 | -190556 | -456700 |
Profit Factor | 1.5909 | 2.4183 | 1.0901 | 0.7442 | 1.1619 | 0.5263 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 18 | 23 | 48 | 29 | 19 |
Losing Trades | 48 | 27 | 21 | 41 | 16 | 25 |
Profitability (%) | 46.0674 | 40 | 52.2727 | 53.9326 | 64.4444 | 43.1818 |
Ratio Avg Win / Avg Loss | 1.8625 | 3.6275 | 0.9953 | 0.6357 | 0.6411 | 0.6924 |
Largest Winning Trade | 127314 | 127314 | 54740 | 86268 | 86268 | 68275 |
Largest Losing Trade | -116002 | -30612 | -116002 | -103069 | -101733 | -103069 |
Avg Bars in Trades | 127 | 94 | 161 | 127 | 94 | 161 |
Avg Bars in Winners | 192 | 143 | 230 | 80 | 69 | 96 |
Avg Bars in Losers | 72 | 61 | 86 | 182 | 138 | 211 |
Bars Traded | 11363 | 4240 | 7123 | 11363 | 4240 | 7123 |
Profit Streak | 0 | 0 | 0 | 85.7964 | 152.2964 | 85.7964 |
Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339321 | 300785 | -290709 | -578578 | -199237 | -582410 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11660, "evaluation_days": 1943.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594180800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759849607625, "expiration_time": 1764875520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 123, "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": [ [ 416742.6684544745, 377182.1596147054, 39560.508839769, -302211.7962593631, 65613.9335579569, -367825.72981732 ], [ 416.742668, 377.18216, 39.560509, -302.211796, 65.613934, -367.82573 ], [ 0.214448, 0.194091, 0.020357, 0, 0.025963, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -195351, -69727, -178866, -548505, -190556, -456700 ], [ 1.590916, 2.418317, 1.090051, 0.744242, 1.161925, 0.526255 ], [ 89, 45, 44, 89, 45, 44 ], [ 41, 18, 23, 48, 29, 19 ], [ 48, 27, 21, 41, 16, 25 ], [ 46.067416, 40, 52.272727, 53.932584, 64.444444, 43.181818 ], [ 1.862535, 3.627476, 0.995264, 0.635707, 0.641062, 0.69244 ], [ 127314, 127314, 54740, 86268, 86268, 68275 ], [ -116002, -30612, -116002, -103069, -101733, -103069 ], [ 127, 94, 161, 127, 94, 161 ], [ 192, 143, 230, 80, 69, 96 ], [ 72, 61, 86, 182, 138, 211 ], [ 11363, 4240, 7123, 11363, 4240, 7123 ], [ 0, 0, 0, 85.796385, 152.296385, 85.796385 ], [ 0, 0, 0, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339321, 300785, -290709, -578578, -199237, -582410 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11660, "evaluation_days": 1943.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594180800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759849607625, "expiration_time": 1764875520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 123, "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) |
---|