Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947880.2351 | 807792.4732 | 140087.7619 | 1145220.623 | -1472717.3369 | 2617937.9599 |
Total P&L (%) | 947.8802 | 807.7925 | 140.0878 | 1145.2206 | -1472.7173 | 2617.938 |
Avg Daily Profit (%) | 0.4864 | 0.4145 | 0.0719 | 0.1295 | 0 | 0.1696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111861 | -93915 | -51317 | -3250169 | -2729541 | -1147593 |
Profit Factor | 2.5407 | 3.3131 | 1.5267 | 1.1136 | 0.7792 | 1.7673 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 36.25 | 30 | 42.5 | 36.25 | 30 | 42.5 |
Ratio Avg Win / Avg Loss | 4.4682 | 7.7306 | 2.0655 | 1.9584 | 1.818 | 2.3911 |
Largest Winning Trade | 553818 | 553818 | 63535 | 1567690 | 1567690 | 1520635 |
Largest Losing Trade | -44096 | -38620 | -44096 | -941935 | -941935 | -443414 |
Avg Bars in Trades | 68 | 75 | 61 | 68 | 75 | 61 |
Avg Bars in Winners | 114 | 120 | 109 | 114 | 120 | 109 |
Avg Bars in Losers | 43 | 56 | 26 | 43 | 56 | 26 |
Bars Traded | 5508 | 3039 | 2469 | 5508 | 3039 | 2469 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13795 | 304417 | -97262 | -143298 | -585749 | 296665 |
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{ "first_band": { "type": "zlma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 28, "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": [ [ 947880.235092554, 807792.4732020913, 140087.7618904623, 1145220.6229597167, -1472717.3369147058, 2617937.959874423 ], [ 947.880235, 807.792473, 140.087762, 1145.220623, -1472.717337, 2617.93796 ], [ 0.486424, 0.414535, 0.071889, 0.1295, 0, 0.169616 ], [ 10, 10, 10, 10, 10, 10 ], [ -111861, -93915, -51317, -3250169, -2729541, -1147593 ], [ 2.540743, 3.313107, 1.526674, 1.113605, 0.779163, 1.767301 ], [ 80, 40, 40, 80, 40, 40 ], [ 29, 12, 17, 29, 12, 17 ], [ 51, 28, 23, 51, 28, 23 ], [ 36.25, 30, 42.5, 36.25, 30, 42.5 ], [ 4.468204, 7.730582, 2.0655, 1.958409, 1.818048, 2.391054 ], [ 553818, 553818, 63535, 1567690, 1567690, 1520635 ], [ -44096, -38620, -44096, -941935, -941935, -443414 ], [ 68, 75, 61, 68, 75, 61 ], [ 114, 120, 109, 114, 120, 109 ], [ 43, 56, 26, 43, 56, 26 ], [ 5508, 3039, 2469, 5508, 3039, 2469 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -13795, 304417, -97262, -143298, -585749, 296665 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5846, "evaluation_days": 1948.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1597680000000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760305497074, "expiration_time": 1765335744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 28, "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) |
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