Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847608.7507 | 682577.2969 | 165031.4538 | 3390487.276 | -870110.0673 | 4260597.3433 |
Total P&L (%) | 847.6088 | 682.5773 | 165.0315 | 3390.4873 | -870.1101 | 4260.5973 |
Avg Daily Profit (%) | 0.4391 | 0.3536 | 0.0855 | 0.1842 | 0 | 0.1958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91375 | -84252 | -46234 | -2707035 | -2739793 | -1263386 |
Profit Factor | 2.4892 | 3.3529 | 1.5914 | 1.2509 | 0.89 | 1.7601 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 33.9286 | 28.5714 | 39.2857 | 33.9286 | 28.5714 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.8474 | 8.3822 | 2.4594 | 2.4359 | 2.225 | 2.7202 |
Largest Winning Trade | 398405 | 398405 | 49784 | 2289415 | 2289415 | 1489444 |
Largest Losing Trade | -27436 | -26977 | -27436 | -975754 | -974280 | -975754 |
Avg Bars in Trades | 100 | 80 | 121 | 100 | 80 | 121 |
Avg Bars in Winners | 213 | 185 | 233 | 213 | 185 | 233 |
Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
Bars Traded | 11260 | 4480 | 6780 | 11260 | 4480 | 6780 |
Profit Streak | 28.9187 | 33.0854 | 0 | 28.9187 | 33.0854 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338887 | -178104 | -260060 | 121876 | -771866 | -172883 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595462400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039374816, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 38, "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": [ [ 847608.7507425685, 682577.2968930595, 165031.4538495094, 3390487.2759613665, -870110.0672972642, 4260597.3432586305 ], [ 847.608751, 682.577297, 165.031454, 3390.487276, -870.110067, 4260.597343 ], [ 0.4391, 0.353607, 0.085494, 0.184212, 0, 0.195764 ], [ 10, 10, 10, 10, 10, 10 ], [ -91375, -84252, -46234, -2707035, -2739793, -1263386 ], [ 2.489227, 3.352876, 1.59139, 1.25088, 0.889988, 1.76013 ], [ 112, 56, 56, 112, 56, 56 ], [ 38, 16, 22, 38, 16, 22 ], [ 74, 40, 34, 74, 40, 34 ], [ 33.928571, 28.571429, 39.285714, 33.928571, 28.571429, 39.285714 ], [ 4.847442, 8.382189, 2.459422, 2.435925, 2.224971, 2.720201 ], [ 398405, 398405, 49784, 2289415, 2289415, 1489444 ], [ -27436, -26977, -27436, -975754, -974280, -975754 ], [ 100, 80, 121, 100, 80, 121 ], [ 213, 185, 233, 213, 185, 233 ], [ 42, 37, 48, 42, 37, 48 ], [ 11260, 4480, 6780, 11260, 4480, 6780 ], [ 28.91869, 33.085357, 0, 28.91869, 33.085357, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338887, -178104, -260060, 121876, -771866, -172883 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595462400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039374816, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 38, "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) |
---|