| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 406221.6487 | 444745.9971 | -38524.3485 | -58980.1131 | 546801.0398 | -605781.1529 |
| Total P&L (%) | 406.2216 | 444.746 | -38.5243 | -58.9801 | 546.801 | -605.7812 |
| Avg Daily Profit (%) | 0.2093 | 0.2292 | -0.0199 | -0.0459 | 0.0962 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -250312 | -157076 | -149132 | -931341 | -687923 | -998402 |
| Profit Factor | 1.1762 | 1.3972 | 0.9675 | 0.9913 | 1.1659 | 0.8245 |
| Total Trades | 834 | 417 | 417 | 834 | 417 | 417 |
| Winning Trades | 376 | 176 | 200 | 376 | 176 | 200 |
| Losing Trades | 458 | 241 | 217 | 458 | 241 | 217 |
| Profitability (%) | 45.0839 | 42.2062 | 47.9616 | 45.0839 | 42.2062 | 47.9616 |
| Ratio Avg Win / Avg Loss | 1.4328 | 1.9133 | 1.0497 | 1.2074 | 1.5965 | 0.8946 |
| Largest Winning Trade | 272074 | 272074 | 41718 | 629364 | 629364 | 135959 |
| Largest Losing Trade | -61045 | -26653 | -61045 | -249069 | -134054 | -249069 |
| Avg Bars in Trades | 27 | 23 | 32 | 27 | 23 | 32 |
| Avg Bars in Winners | 36 | 25 | 45 | 36 | 25 | 45 |
| Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
| Bars Traded | 23071 | 9674 | 13397 | 23071 | 9674 | 13397 |
| 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 | -16248 | 307104 | -578279 | -576389 | -102102 | -579946 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23287,
"evaluation_days": 1940.58,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592992800000,
"last_datapoint_time": 1759658400000,
"evaluation_time": 1759661411507,
"expiration_time": 1765694390400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
406221.6486793012,
444745.9971345176,
-38524.3484552166,
-58980.1130931601,
546801.0397930942,
-605781.1528862558
],
[
406.221649,
444.745997,
-38.524348,
-58.980113,
546.80104,
-605.781153
],
[
0.20933,
0.229182,
-0.019852,
-0.045909,
0.096248,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-250312,
-157076,
-149132,
-931341,
-687923,
-998402
],
[
1.176233,
1.397247,
0.967502,
0.99126,
1.165911,
0.824541
],
[
834,
417,
417,
834,
417,
417
],
[
376,
176,
200,
376,
176,
200
],
[
458,
241,
217,
458,
241,
217
],
[
45.083933,
42.206235,
47.961631,
45.083933,
42.206235,
47.961631
],
[
1.432752,
1.913275,
1.04974,
1.207439,
1.596503,
0.894627
],
[
272074,
272074,
41718,
629364,
629364,
135959
],
[
-61045,
-26653,
-61045,
-249069,
-134054,
-249069
],
[
27,
23,
32,
27,
23,
32
],
[
36,
25,
45,
36,
25,
45
],
[
20,
21,
19,
20,
21,
19
],
[
23071,
9674,
13397,
23071,
9674,
13397
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-16248,
307104,
-578279,
-576389,
-102102,
-579946
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23287,
"evaluation_days": 1940.58,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592992800000,
"last_datapoint_time": 1759658400000,
"evaluation_time": 1759661411507,
"expiration_time": 1765694390400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|