Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704146.1174 | 704193.2326 | -47.1152 | -118620.1071 | 88380.096 | -207000.2031 |
Total P&L (%) | 704.1461 | 704.1932 | -0.0471 | -118.6201 | 88.3801 | -207.0002 |
Avg Daily Profit (%) | 0.3621 | 0.3621 | 0 | 0 | 0.0326 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180550 | -125183 | -116147 | -365384 | -195395 | -191117 |
Profit Factor | 2.1796 | 2.931 | 0.9998 | 0.7682 | 1.3682 | 0.2383 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 16 | 20 | 22 | 15 | 7 |
Losing Trades | 22 | 13 | 9 | 36 | 14 | 22 |
Profitability (%) | 62.069 | 55.1724 | 68.9655 | 37.931 | 51.7241 | 24.1379 |
Ratio Avg Win / Avg Loss | 1.332 | 2.3815 | 0.4499 | 1.2571 | 1.277 | 0.7489 |
Largest Winning Trade | 493474 | 493474 | 32329 | 199903 | 199903 | 37310 |
Largest Losing Trade | -105623 | -63198 | -105623 | -162756 | -162756 | -109530 |
Avg Bars in Trades | 94 | 124 | 65 | 94 | 124 | 65 |
Avg Bars in Winners | 82 | 83 | 81 | 103 | 139 | 28 |
Avg Bars in Losers | 114 | 174 | 29 | 89 | 108 | 77 |
Bars Traded | 5500 | 3604 | 1896 | 5500 | 3604 | 1896 |
Profit Streak | 189.2108 | 189.2108 | 584.8774 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164118 | 584067 | -576990 | -763582 | -148709 | -614447 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5834, "evaluation_days": 1944.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595952000000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759957411396, "expiration_time": 1764979776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 140, "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": [ [ 704146.1174257626, 704193.2326255179, -47.1151997554, -118620.107089679, 88380.0959841489, -207000.2030738278 ], [ 704.146117, 704.193233, -0.047115, -118.620107, 88.380096, -207.000203 ], [ 0.36209, 0.362115, -2.4e-5, 0, 0.032571, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -180550, -125183, -116147, -365384, -195395, -191117 ], [ 2.179586, 2.931032, 0.999797, 0.768228, 1.368178, 0.238271 ], [ 58, 29, 29, 58, 29, 29 ], [ 36, 16, 20, 22, 15, 7 ], [ 22, 13, 9, 36, 14, 22 ], [ 62.068966, 55.172414, 68.965517, 37.931034, 51.724138, 24.137931 ], [ 1.331969, 2.381464, 0.449909, 1.257101, 1.276966, 0.748852 ], [ 493474, 493474, 32329, 199903, 199903, 37310 ], [ -105623, -63198, -105623, -162756, -162756, -109530 ], [ 94, 124, 65, 94, 124, 65 ], [ 82, 83, 81, 103, 139, 28 ], [ 114, 174, 29, 89, 108, 77 ], [ 5500, 3604, 1896, 5500, 3604, 1896 ], [ 189.21078, 189.21078, 584.877447, 0, 0, 0 ], [ 3, 1, 6, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164118, 584067, -576990, -763582, -148709, -614447 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5834, "evaluation_days": 1944.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595952000000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759957411396, "expiration_time": 1764979776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 140, "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) |
---|