Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886639.2885 | 737380.9531 | 149258.3354 | 2225554.3046 | 592727.1985 | 1632827.1061 |
Total P&L (%) | 886.6393 | 737.381 | 149.2583 | 2225.5543 | 592.7272 | 1632.8271 |
Avg Daily Profit (%) | 0.4557 | 0.379 | 0.0767 | 0.1619 | 0.0995 | 0.1467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101515 | -120187 | -63376 | -1273070 | -1400284 | -417381 |
Profit Factor | 2.225 | 2.7072 | 1.5114 | 1.4772 | 1.203 | 1.9362 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 46.8208 | 41.8605 | 51.7241 | 46.8208 | 41.8605 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.5272 | 3.76 | 1.4106 | 1.6778 | 1.6708 | 1.8071 |
Largest Winning Trade | 446856 | 446856 | 50409 | 1040252 | 1040252 | 515626 |
Largest Losing Trade | -28969 | -28969 | -24046 | -343882 | -302379 | -343882 |
Avg Bars in Trades | 134 | 135 | 132 | 134 | 135 | 132 |
Avg Bars in Winners | 183 | 198 | 171 | 183 | 198 | 171 |
Avg Bars in Losers | 90 | 90 | 90 | 90 | 90 | 90 |
Bars Traded | 23207 | 11677 | 11529 | 23207 | 11677 | 11529 |
Profit Streak | 90.3445 | 90.6778 | 90.3445 | 90.3445 | 90.6778 | 90.3445 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559115 | 439302 | -88284 | 398253 | -61617 | 279309 |
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23348, "evaluation_days": 1945.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592632800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760105762040, "expiration_time": 1766149401600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 96, "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": [ [ 886639.2885110013, 737380.9530872119, 149258.3354237892, 2225554.304617687, 592727.198523138, 1632827.1060945494 ], [ 886.639289, 737.380953, 149.258335, 2225.554305, 592.727199, 1632.827106 ], [ 0.455699, 0.378986, 0.076713, 0.161851, 0.099525, 0.146707 ], [ 10, 10, 10, 10, 10, 10 ], [ -101515, -120187, -63376, -1273070, -1400284, -417381 ], [ 2.224999, 2.70722, 1.511389, 1.477156, 1.202984, 1.93618 ], [ 173, 86, 87, 173, 86, 87 ], [ 81, 36, 45, 81, 36, 45 ], [ 92, 50, 42, 92, 50, 42 ], [ 46.820809, 41.860465, 51.724138, 46.820809, 41.860465, 51.724138 ], [ 2.52716, 3.760028, 1.41063, 1.677757, 1.670811, 1.807101 ], [ 446856, 446856, 50409, 1040252, 1040252, 515626 ], [ -28969, -28969, -24046, -343882, -302379, -343882 ], [ 134, 135, 132, 134, 135, 132 ], [ 183, 198, 171, 183, 198, 171 ], [ 90, 90, 90, 90, 90, 90 ], [ 23207, 11677, 11529, 23207, 11677, 11529 ], [ 90.344468, 90.677801, 90.344468, 90.344468, 90.677801, 90.344468 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 559115, 439302, -88284, 398253, -61617, 279309 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23348, "evaluation_days": 1945.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592632800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760105762040, "expiration_time": 1766149401600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 96, "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) |
---|