Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767967.2104 | 622518.8409 | 145448.3695 | 1492869.8338 | 117746.5384 | 1375123.2955 |
Total P&L (%) | 767.9672 | 622.5188 | 145.4484 | 1492.8698 | 117.7465 | 1375.1233 |
Avg Daily Profit (%) | 0.3943 | 0.3196 | 0.0747 | 0.1422 | 0.04 | 0.1383 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144719 | -84066 | -99366 | -961891 | -825067 | -332943 |
Profit Factor | 2.639 | 3.5938 | 1.6364 | 1.5092 | 1.0692 | 2.1178 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 45.4545 | 39.3939 | 51.5152 | 45.4545 | 39.3939 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.1668 | 5.5289 | 1.5401 | 1.811 | 1.6449 | 1.9933 |
Largest Winning Trade | 351843 | 351843 | 54255 | 526271 | 422420 | 526271 |
Largest Losing Trade | -71687 | -50103 | -71687 | -247742 | -247742 | -181844 |
Avg Bars in Trades | 85 | 67 | 103 | 85 | 67 | 103 |
Avg Bars in Winners | 137 | 110 | 158 | 137 | 110 | 158 |
Avg Bars in Losers | 41 | 39 | 44 | 41 | 39 | 44 |
Bars Traded | 5629 | 2226 | 3403 | 5629 | 2226 | 3403 |
Profit Streak | 49.8654 | 51.5321 | 0 | 49.8654 | 51.5321 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115248 | 440581 | -89965 | -130262 | -286411 | -3821 |
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5843, "evaluation_days": 1947.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595980800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760215573957, "expiration_time": 1765246752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 37, "offset": 0, "a": 0.63682 } }, "second_band": { "type": "hma", "factors": { "length": 131, "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": [ [ 767967.210391407, 622518.8409042804, 145448.3694871269, 1492869.8338231565, 117746.5383655192, 1375123.2954576372 ], [ 767.96721, 622.518841, 145.448369, 1492.869834, 117.746538, 1375.123295 ], [ 0.3943, 0.319622, 0.074678, 0.142226, 0.039961, 0.138277 ], [ 10, 10, 10, 10, 10, 10 ], [ -144719, -84066, -99366, -961891, -825067, -332943 ], [ 2.639017, 3.593793, 1.636396, 1.509198, 1.069196, 2.117832 ], [ 66, 33, 33, 66, 33, 33 ], [ 30, 13, 17, 30, 13, 17 ], [ 36, 20, 16, 36, 20, 16 ], [ 45.454545, 39.393939, 51.515152, 45.454545, 39.393939, 51.515152 ], [ 3.166821, 5.528912, 1.540137, 1.811037, 1.644917, 1.993254 ], [ 351843, 351843, 54255, 526271, 422420, 526271 ], [ -71687, -50103, -71687, -247742, -247742, -181844 ], [ 85, 67, 103, 85, 67, 103 ], [ 137, 110, 158, 137, 110, 158 ], [ 41, 39, 44, 41, 39, 44 ], [ 5629, 2226, 3403, 5629, 2226, 3403 ], [ 49.865439, 51.532106, 0, 49.865439, 51.532106, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -115248, 440581, -89965, -130262, -286411, -3821 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5843, "evaluation_days": 1947.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595980800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760215573957, "expiration_time": 1765246752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 37, "offset": 0, "a": 0.63682 } }, "second_band": { "type": "hma", "factors": { "length": 131, "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) |
---|