| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 941884.6658 | 728844.6998 | 213039.9661 | 6871320.5054 | 997730.141 | 5873590.3644 |
| Total P&L (%) | 941.8847 | 728.8447 | 213.04 | 6871.3205 | 997.7301 | 5873.5904 |
| Avg Daily Profit (%) | 0.4854 | 0.3756 | 0.1098 | 0.219 | 0.1235 | 0.211 |
| Buy And Hold Return (%) | 20.2786 | 20.2786 | 20.2786 | 20.2786 | 20.2786 | 20.2786 |
| Max Trade Drawdown | -94475 | -61327 | -97525 | -2597491 | -3225566 | -1266506 |
| Profit Factor | 3.2097 | 4.6483 | 1.9407 | 1.8674 | 1.1981 | 3.0366 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 56.4706 | 53.4884 | 59.5238 | 56.4706 | 53.4884 | 59.5238 |
| Ratio Avg Win / Avg Loss | 2.4741 | 4.042 | 1.3197 | 1.4395 | 1.0418 | 2.0649 |
| Largest Winning Trade | 442765 | 442765 | 56152 | 2168131 | 1897825 | 2168131 |
| Largest Losing Trade | -70768 | -39573 | -70768 | -837400 | -837400 | -565988 |
| Avg Bars in Trades | 267 | 210 | 327 | 267 | 210 | 327 |
| Avg Bars in Winners | 343 | 249 | 430 | 343 | 249 | 430 |
| Avg Bars in Losers | 169 | 165 | 174 | 169 | 165 | 174 |
| Bars Traded | 22779 | 9044 | 13735 | 22779 | 9044 | 13735 |
| Profit Streak | 51.7623 | 62.2623 | 51.7623 | 51.7623 | 62.2623 | 51.7623 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 687222 | 667921 | -42002 | 471993 | -28835 | 567861 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23285,
"evaluation_days": 1940.42,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593540000000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759652259578,
"expiration_time": 1765679472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 221,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 112,
"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": [
[
941884.6658365591,
728844.699776062,
213039.966060497,
6871320.505434175,
997730.1410109887,
5873590.364423182
],
[
941.884666,
728.8447,
213.039966,
6871.320505,
997.730141,
5873.590364
],
[
0.485402,
0.375612,
0.109791,
0.218975,
0.123546,
0.210998
],
[
20.278596,
20.278596,
20.278596,
20.278596,
20.278596,
20.278596
],
[
-94475,
-61327,
-97525,
-2597491,
-3225566,
-1266506
],
[
3.209694,
4.648342,
1.940669,
1.867443,
1.198069,
3.036555
],
[
85,
43,
42,
85,
43,
42
],
[
48,
23,
25,
48,
23,
25
],
[
37,
20,
17,
37,
20,
17
],
[
56.470588,
53.488372,
59.52381,
56.470588,
53.488372,
59.52381
],
[
2.474139,
4.042036,
1.319655,
1.439487,
1.0418,
2.064857
],
[
442765,
442765,
56152,
2168131,
1897825,
2168131
],
[
-70768,
-39573,
-70768,
-837400,
-837400,
-565988
],
[
267,
210,
327,
267,
210,
327
],
[
343,
249,
430,
343,
249,
430
],
[
169,
165,
174,
169,
165,
174
],
[
22779,
9044,
13735,
22779,
9044,
13735
],
[
51.762263,
62.262264,
51.762264,
51.762264,
62.262264,
51.762264
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
687222,
667921,
-42002,
471993,
-28835,
567861
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23285,
"evaluation_days": 1940.42,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593540000000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759652259578,
"expiration_time": 1765679472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 221,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 112,
"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) |
|---|