Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771472.5728 | 587939.7559 | 183532.8169 | -47111535.2128 | -17969323.8171 | -29142211.3957 |
Total P&L (%) | 771.4726 | 587.9398 | 183.5328 | -47111.5352 | -17969.3238 | -29142.2114 |
Avg Daily Profit (%) | 0.3964 | 0.3021 | 0.0943 | 0 | 0 | 0 |
Buy And Hold Return (%) | 18.9457 | 18.9457 | 18.9457 | 18.9457 | 18.9457 | 18.9457 |
Max Trade Drawdown | -197345 | -67974 | -241473 | -51475686 | -22070781 | -32580519 |
Profit Factor | 1.6123 | 2.1373 | 1.247 | 0.5935 | 0.6846 | 0.5054 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 173 | 84 | 89 | 131 | 68 | 63 |
Losing Trades | 121 | 63 | 58 | 163 | 79 | 84 |
Profitability (%) | 58.8435 | 57.1429 | 60.5442 | 44.5578 | 46.2585 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.1277 | 1.603 | 0.8127 | 0.7385 | 0.7953 | 0.6739 |
Largest Winning Trade | 62880 | 62880 | 37339 | 6818612 | 6818612 | 4877257 |
Largest Losing Trade | -189769 | -22709 | -189769 | -9740420 | -9740420 | -6436564 |
Avg Bars in Trades | 39 | 27 | 50 | 39 | 27 | 50 |
Avg Bars in Winners | 39 | 25 | 52 | 38 | 28 | 49 |
Avg Bars in Losers | 38 | 30 | 46 | 39 | 27 | 50 |
Bars Traded | 11493 | 4112 | 7381 | 11493 | 4112 | 7381 |
Profit Streak | 0 | 52.0078 | 0 | 16.1745 | 0 | 17.1745 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516289 | 555315 | -67771 | -580780 | -582120 | -583151 |
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11677, "evaluation_days": 1946.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593460800000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760098275915, "expiration_time": 1765127664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 37, "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": [ [ 771472.5727950084, 587939.7558989985, 183532.8168960096, -47111535.212783284, -17969323.817096114, -29142211.395687174 ], [ 771.472573, 587.939756, 183.532817, -47111.535213, -17969.323817, -29142.211396 ], [ 0.396406, 0.302101, 0.094305, 0, 0, 0 ], [ 18.945678, 18.945678, 18.945678, 18.945678, 18.945678, 18.945678 ], [ -197345, -67974, -241473, -51475686, -22070781, -32580519 ], [ 1.61228, 2.137269, 1.247008, 0.593489, 0.684568, 0.505436 ], [ 294, 147, 147, 294, 147, 147 ], [ 173, 84, 89, 131, 68, 63 ], [ 121, 63, 58, 163, 79, 84 ], [ 58.843537, 57.142857, 60.544218, 44.557823, 46.258503, 42.857143 ], [ 1.127664, 1.602952, 0.812657, 0.738463, 0.795307, 0.673915 ], [ 62880, 62880, 37339, 6818612, 6818612, 4877257 ], [ -189769, -22709, -189769, -9740420, -9740420, -6436564 ], [ 39, 27, 50, 39, 27, 50 ], [ 39, 25, 52, 38, 28, 49 ], [ 38, 30, 46, 39, 27, 50 ], [ 11493, 4112, 7381, 11493, 4112, 7381 ], [ 0, 52.007823, 0, 16.17449, 0, 17.17449 ], [ 0, 3, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 516289, 555315, -67771, -580780, -582120, -583151 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11677, "evaluation_days": 1946.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593460800000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760098275915, "expiration_time": 1765127664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 37, "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) |
---|