| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 614063.1927 | 592879.59 | 21183.6027 | 74130.588 | 278974.7362 | -204844.1482 |
| Total P&L (%) | 614.0632 | 592.8796 | 21.1836 | 74.1306 | 278.9747 | -204.8441 |
| Avg Daily Profit (%) | 0.3182 | 0.3072 | 0.011 | 0.0287 | 0.0691 | 0 |
| Buy And Hold Return (%) | 13.1878 | 13.1878 | 13.1878 | 13.1878 | 13.1878 | 13.1878 |
| Max Trade Drawdown | -145320 | -131938 | -91438 | -553165 | -414766 | -328549 |
| Profit Factor | 1.5029 | 1.9395 | 1.0359 | 1.0313 | 1.24 | 0.8297 |
| Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
| Winning Trades | 112 | 46 | 66 | 112 | 46 | 66 |
| Losing Trades | 151 | 86 | 65 | 151 | 86 | 65 |
| Profitability (%) | 42.5856 | 34.8485 | 50.3817 | 42.5856 | 34.8485 | 50.3817 |
| Ratio Avg Win / Avg Loss | 2.0263 | 3.626 | 1.0202 | 1.3905 | 2.3183 | 0.8171 |
| Largest Winning Trade | 394168 | 394168 | 48358 | 493948 | 493948 | 134640 |
| Largest Losing Trade | -39239 | -39239 | -37438 | -228029 | -66590 | -228029 |
| Avg Bars in Trades | 86 | 87 | 85 | 86 | 87 | 85 |
| Avg Bars in Winners | 123 | 131 | 118 | 123 | 131 | 118 |
| Avg Bars in Losers | 58 | 63 | 52 | 58 | 63 | 52 |
| Bars Traded | 22737 | 11490 | 11247 | 22737 | 11490 | 11247 |
| 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 | 359123 | 235489 | -368867 | -342949 | -105988 | -580935 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23157,
"evaluation_days": 1929.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593288000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759020392294,
"expiration_time": 1764724694400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 101,
"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": [
[
614063.1926859131,
592879.5899756347,
21183.6027102786,
74130.5879898809,
278974.7361657507,
-204844.1481758696
],
[
614.063193,
592.87959,
21.183603,
74.130588,
278.974736,
-204.844148
],
[
0.318209,
0.307231,
0.010977,
0.028745,
0.069064,
0
],
[
13.187819,
13.187819,
13.187819,
13.187819,
13.187819,
13.187819
],
[
-145320,
-131938,
-91438,
-553165,
-414766,
-328549
],
[
1.502927,
1.939474,
1.03591,
1.031349,
1.240035,
0.82965
],
[
263,
132,
131,
263,
132,
131
],
[
112,
46,
66,
112,
46,
66
],
[
151,
86,
65,
151,
86,
65
],
[
42.585551,
34.848485,
50.381679,
42.585551,
34.848485,
50.381679
],
[
2.026268,
3.625973,
1.020215,
1.390479,
2.318326,
0.81708
],
[
394168,
394168,
48358,
493948,
493948,
134640
],
[
-39239,
-39239,
-37438,
-228029,
-66590,
-228029
],
[
86,
87,
85,
86,
87,
85
],
[
123,
131,
118,
123,
131,
118
],
[
58,
63,
52,
58,
63,
52
],
[
22737,
11490,
11247,
22737,
11490,
11247
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
359123,
235489,
-368867,
-342949,
-105988,
-580935
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23157,
"evaluation_days": 1929.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593288000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759020392294,
"expiration_time": 1764724694400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 101,
"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) |
|---|