Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1077765.3327 | 837304.5162 | 240460.8165 | 9226601.5167 | -2921455.1586 | 12148056.6753 |
Total P&L (%) | 1077.7653 | 837.3045 | 240.4608 | 9226.6015 | -2921.4552 | 12148.0567 |
Avg Daily Profit (%) | 0.5557 | 0.4317 | 0.124 | 0.2341 | 0 | 0.2482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114981 | -89734 | -51271 | -12228702 | -10826311 | -4313792 |
Profit Factor | 3.1139 | 3.6858 | 2.2138 | 1.2932 | 0.8665 | 2.2683 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
Losing Trades | 43 | 28 | 15 | 43 | 28 | 15 |
Profitability (%) | 50 | 34.8837 | 65.1163 | 50 | 34.8837 | 65.1163 |
Ratio Avg Win / Avg Loss | 3.1139 | 6.8802 | 1.186 | 1.2932 | 1.6175 | 1.2152 |
Largest Winning Trade | 409779 | 409779 | 61326 | 4581804 | 4533147 | 4581804 |
Largest Losing Trade | -52508 | -31703 | -52508 | -4079790 | -4079790 | -1783185 |
Avg Bars in Trades | 42 | 47 | 37 | 42 | 47 | 37 |
Avg Bars in Winners | 58 | 73 | 51 | 58 | 73 | 51 |
Avg Bars in Losers | 26 | 34 | 12 | 26 | 34 | 12 |
Bars Traded | 3670 | 2055 | 1615 | 3670 | 2055 | 1615 |
Profit Streak | 0 | 0 | 32.5776 | 0 | 0 | 32.5776 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 621266 | 396783 | -21845 | 309655 | -583827 | 511479 |
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3879, "evaluation_days": 1939.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1595894400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759456304949, "expiration_time": 1764476784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 18, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1077765.3326743655, 837304.5161974806, 240460.8164768851, 9226601.516690439, -2921455.158611597, 12148056.675302034 ], [ 1077.765333, 837.304516, 240.460816, 9226.601517, -2921.455159, 12148.056675 ], [ 0.555692, 0.431712, 0.123981, 0.23412, 0, 0.248204 ], [ 10, 10, 10, 10, 10, 10 ], [ -114981, -89734, -51271, -12228702, -10826311, -4313792 ], [ 3.113879, 3.685838, 2.213811, 1.293223, 0.866526, 2.268285 ], [ 86, 43, 43, 86, 43, 43 ], [ 43, 15, 28, 43, 15, 28 ], [ 43, 28, 15, 43, 28, 15 ], [ 50, 34.883721, 65.116279, 50, 34.883721, 65.116279 ], [ 3.113879, 6.880232, 1.18597, 1.293223, 1.617516, 1.215153 ], [ 409779, 409779, 61326, 4581804, 4533147, 4581804 ], [ -52508, -31703, -52508, -4079790, -4079790, -1783185 ], [ 42, 47, 37, 42, 47, 37 ], [ 58, 73, 51, 58, 73, 51 ], [ 26, 34, 12, 26, 34, 12 ], [ 3670, 2055, 1615, 3670, 2055, 1615 ], [ 0, 0, 32.577603, 0, 0, 32.577604 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 621266, 396783, -21845, 309655, -583827, 511479 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3879, "evaluation_days": 1939.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1595894400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759456304949, "expiration_time": 1764476784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 18, "offset": 0, "poles": 3 } } }
# | 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) |
---|