| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 266348.5533 | 363447.9245 | -97099.3712 | -139108.87 | 209565.5818 | -348674.4518 |
| Total P&L (%) | 266.3486 | 363.4479 | -97.0994 | -139.1089 | 209.5656 | -348.6745 |
| Avg Daily Profit (%) | 0.1374 | 0.1874 | -0.0501 | 0 | 0.0583 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -228368 | -163611 | -243427 | -588440 | -297460 | -446275 |
| Profit Factor | 1.1629 | 1.4528 | 0.8833 | 0.9206 | 1.2671 | 0.64 |
| Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
| Winning Trades | 168 | 77 | 91 | 175 | 98 | 77 |
| Losing Trades | 167 | 91 | 76 | 160 | 70 | 90 |
| Profitability (%) | 50.1493 | 45.8333 | 54.491 | 52.2388 | 58.3333 | 46.1078 |
| Ratio Avg Win / Avg Loss | 1.156 | 1.717 | 0.7377 | 0.8417 | 0.9051 | 0.7481 |
| Largest Winning Trade | 180983 | 180983 | 28730 | 242663 | 242663 | 90657 |
| Largest Losing Trade | -146206 | -54203 | -146206 | -176129 | -176129 | -171561 |
| Avg Bars in Trades | 69 | 64 | 73 | 69 | 64 | 73 |
| Avg Bars in Winners | 61 | 54 | 66 | 71 | 70 | 73 |
| Avg Bars in Losers | 76 | 73 | 81 | 65 | 55 | 73 |
| Bars Traded | 23130 | 10856 | 12274 | 23130 | 10856 | 12274 |
| Profit Streak | 0 | 0 | 28.2419 | 10.7419 | 60.0752 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -49208 | 300476 | -578867 | -578089 | -113952 | -581972 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23269,
"evaluation_days": 1939.08,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592287200000,
"last_datapoint_time": 1759528800000,
"evaluation_time": 1759535299555,
"expiration_time": 1765560124800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 84,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 48,
"offset": 0,
"a": 0.71426
}
}
} {
"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": [
[
266348.5532537201,
363447.9244751451,
-97099.3712214251,
-139108.8699953395,
209565.5817786824,
-348674.4517740221
],
[
266.348553,
363.447924,
-97.099371,
-139.10887,
209.565582,
-348.674452
],
[
0.137358,
0.187433,
-0.050075,
0,
0.058292,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-228368,
-163611,
-243427,
-588440,
-297460,
-446275
],
[
1.162918,
1.452804,
0.883322,
0.920647,
1.267135,
0.640001
],
[
335,
168,
167,
335,
168,
167
],
[
168,
77,
91,
175,
98,
77
],
[
167,
91,
76,
160,
70,
90
],
[
50.149254,
45.833333,
54.491018,
52.238806,
58.333333,
46.107784
],
[
1.155996,
1.71695,
0.73772,
0.841734,
0.905096,
0.748053
],
[
180983,
180983,
28730,
242663,
242663,
90657
],
[
-146206,
-54203,
-146206,
-176129,
-176129,
-171561
],
[
69,
64,
73,
69,
64,
73
],
[
61,
54,
66,
71,
70,
73
],
[
76,
73,
81,
65,
55,
73
],
[
23130,
10856,
12274,
23130,
10856,
12274
],
[
0,
0,
28.241893,
10.741893,
60.075226,
0
],
[
0,
0,
2,
1,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-49208,
300476,
-578867,
-578089,
-113952,
-581972
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23269,
"evaluation_days": 1939.08,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592287200000,
"last_datapoint_time": 1759528800000,
"evaluation_time": 1759535299555,
"expiration_time": 1765560124800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 84,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 48,
"offset": 0,
"a": 0.71426
}
}
}
| # | 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) |
|---|