| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 450658.8249 | 478588.6869 | -27929.862 | -57610.5132 | 31175.6447 | -88786.158 |
| Total P&L (%) | 450.6588 | 478.5887 | -27.9299 | -57.6105 | 31.1756 | -88.7862 |
| Avg Daily Profit (%) | 0.2335 | 0.248 | -0.0145 | -0.0445 | 0.0141 | -0.1133 |
| Buy And Hold Return (%) | 13.1582 | 13.1582 | 13.1582 | 13.1582 | 13.1582 | 13.1582 |
| Max Trade Drawdown | -141409 | -120529 | -173649 | -185193 | -200612 | -192383 |
| Profit Factor | 1.1916 | 1.4023 | 0.976 | 0.9715 | 1.0303 | 0.9103 |
| Total Trades | 1231 | 616 | 615 | 1231 | 616 | 615 |
| Winning Trades | 569 | 270 | 299 | 569 | 270 | 299 |
| Losing Trades | 662 | 346 | 316 | 662 | 346 | 316 |
| Profitability (%) | 46.2226 | 43.8312 | 48.6179 | 46.2226 | 43.8312 | 48.6179 |
| Ratio Avg Win / Avg Loss | 1.3864 | 1.797 | 1.0315 | 1.1302 | 1.3203 | 0.9621 |
| Largest Winning Trade | 361539 | 361539 | 36730 | 166774 | 166774 | 41865 |
| Largest Losing Trade | -53622 | -31978 | -53622 | -51602 | -42359 | -51602 |
| Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
| Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
| Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
| Bars Traded | 22837 | 10957 | 11880 | 22837 | 10957 | 11880 |
| 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 | 120027 | 374149 | -576713 | -573970 | -365131 | -578380 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23157,
"evaluation_days": 1929.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593396000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758812251549,
"expiration_time": 1764724694400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 157,
"na": 0.8258,
"nb": 0.26933,
"nc": 0.1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 201,
"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": [
[
450658.824928095,
478588.6868908614,
-27929.8619627669,
-57610.5132499949,
31175.6447440475,
-88786.1579940422
],
[
450.658825,
478.588687,
-27.929862,
-57.610513,
31.175645,
-88.786158
],
[
0.233532,
0.248006,
-0.014473,
-0.044466,
0.014063,
-0.113319
],
[
13.158239,
13.158239,
13.158239,
13.158239,
13.158239,
13.158239
],
[
-141409,
-120529,
-173649,
-185193,
-200612,
-192383
],
[
1.191648,
1.402305,
0.975961,
0.971458,
1.030306,
0.910298
],
[
1231,
616,
615,
1231,
616,
615
],
[
569,
270,
299,
569,
270,
299
],
[
662,
346,
316,
662,
346,
316
],
[
46.222583,
43.831169,
48.617886,
46.222583,
43.831169,
48.617886
],
[
1.386416,
1.797028,
1.031451,
1.130238,
1.320318,
0.962054
],
[
361539,
361539,
36730,
166774,
166774,
41865
],
[
-53622,
-31978,
-53622,
-51602,
-42359,
-51602
],
[
18,
17,
19,
18,
17,
19
],
[
21,
21,
21,
21,
21,
21
],
[
16,
15,
17,
16,
15,
17
],
[
22837,
10957,
11880,
22837,
10957,
11880
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
120027,
374149,
-576713,
-573970,
-365131,
-578380
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23157,
"evaluation_days": 1929.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593396000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758812251549,
"expiration_time": 1764724694400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 157,
"na": 0.8258,
"nb": 0.26933,
"nc": 0.1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 201,
"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) |
|---|