Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334920.3579 | 295323.675 | 39596.6828 | -8814.4453 | -822.4307 | -7992.0147 |
Total P&L (%) | 334.9204 | 295.3237 | 39.5967 | -8.8144 | -0.8224 | -7.992 |
Avg Daily Profit (%) | 0.1723 | 0.1519 | 0.0204 | -0.0047 | -0.0004 | -0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139933 | -69700 | -210353 | -212004 | -76182 | -152126 |
Profit Factor | 1.4439 | 1.8645 | 1.0959 | 0.9807 | 0.9963 | 0.966 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 67 | 28 | 39 | 67 | 26 | 41 |
Losing Trades | 55 | 33 | 22 | 55 | 35 | 20 |
Profitability (%) | 54.918 | 45.9016 | 63.9344 | 54.918 | 42.623 | 67.2131 |
Ratio Avg Win / Avg Loss | 1.1853 | 2.1974 | 0.6182 | 0.805 | 1.3411 | 0.4712 |
Largest Winning Trade | 81097 | 81097 | 46858 | 71549 | 71549 | 50539 |
Largest Losing Trade | -117363 | -35566 | -117363 | -143358 | -36676 | -143358 |
Avg Bars in Trades | 46 | 34 | 57 | 46 | 34 | 57 |
Avg Bars in Winners | 57 | 48 | 63 | 52 | 43 | 57 |
Avg Bars in Losers | 33 | 23 | 47 | 38 | 28 | 57 |
Bars Traded | 5645 | 2127 | 3518 | 5645 | 2127 | 3518 |
Profit Streak | 0 | 0 | 77.4501 | 0 | 0 | 77.4501 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335107 | -152525 | -443105 | -579816 | -743938 | -738856 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5833, "evaluation_days": 1944.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594857600000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759920492732, "expiration_time": 1764950112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 42, "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": [ [ 334920.3578749641, 295323.6750494537, 39596.6828255103, -8814.4453372303, -822.4306519599, -7992.0146852705 ], [ 334.920358, 295.323675, 39.596683, -8.814445, -0.822431, -7.992015 ], [ 0.172255, 0.15189, 0.020365, -0.004746, -0.000425, -0.004284 ], [ 10, 10, 10, 10, 10, 10 ], [ -139933, -69700, -210353, -212004, -76182, -152126 ], [ 1.443921, 1.864493, 1.095912, 0.980668, 0.996282, 0.965959 ], [ 122, 61, 61, 122, 61, 61 ], [ 67, 28, 39, 67, 26, 41 ], [ 55, 33, 22, 55, 35, 20 ], [ 54.918033, 45.901639, 63.934426, 54.918033, 42.622951, 67.213115 ], [ 1.185308, 2.197438, 0.618207, 0.805026, 1.341148, 0.471199 ], [ 81097, 81097, 46858, 71549, 71549, 50539 ], [ -117363, -35566, -117363, -143358, -36676, -143358 ], [ 46, 34, 57, 46, 34, 57 ], [ 57, 48, 63, 52, 43, 57 ], [ 33, 23, 47, 38, 28, 57 ], [ 5645, 2127, 3518, 5645, 2127, 3518 ], [ 0, 0, 77.450147, 0, 0, 77.450147 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335107, -152525, -443105, -579816, -743938, -738856 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5833, "evaluation_days": 1944.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594857600000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759920492732, "expiration_time": 1764950112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 42, "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) |
---|