| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 323402.9818 | 363361.777 | -39958.7952 | -63442.4356 | 207154.2591 | -270596.6947 |
| Total P&L (%) | 323.403 | 363.3618 | -39.9588 | -63.4424 | 207.1543 | -270.5967 |
| Avg Daily Profit (%) | 0.1675 | 0.1882 | -0.0207 | -0.0521 | 0.0582 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137992 | -148026 | -109538 | -388207 | -344528 | -352378 |
| Profit Factor | 1.3633 | 1.6399 | 0.876 | 0.9556 | 1.2456 | 0.5375 |
| Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
| Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
| Profitability (%) | 56.129 | 57.1429 | 55.1282 | 56.129 | 57.1429 | 55.1282 |
| Ratio Avg Win / Avg Loss | 1.0656 | 1.2299 | 0.7131 | 0.7469 | 0.9342 | 0.4375 |
| Largest Winning Trade | 209347 | 209347 | 16023 | 279770 | 279770 | 42270 |
| Largest Losing Trade | -65063 | -65063 | -56844 | -234998 | -220981 | -234998 |
| Avg Bars in Trades | 73 | 133 | 13 | 73 | 133 | 13 |
| Avg Bars in Winners | 42 | 71 | 13 | 42 | 71 | 13 |
| Avg Bars in Losers | 111 | 215 | 13 | 111 | 215 | 13 |
| Bars Traded | 11326 | 10265 | 1061 | 11326 | 10265 | 1061 |
| Profit Streak | 21.2426 | 73.0759 | 21.2426 | 21.2426 | 73.0759 | 21.2426 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377042 | -29864 | -613742 | -578118 | -156566 | -613742 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593748800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758865756585,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 21,
"na": 0.2,
"nb": 0.1,
"nc": 0.11842
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 126,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
323402.9818278103,
363361.7770315936,
-39958.7952037835,
-63442.4355639072,
207154.259130605,
-270596.6946945122
],
[
323.402982,
363.361777,
-39.958795,
-63.442436,
207.154259,
-270.596695
],
[
0.167538,
0.188238,
-0.0207,
-0.052116,
0.058151,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-137992,
-148026,
-109538,
-388207,
-344528,
-352378
],
[
1.363295,
1.639916,
0.876046,
0.955588,
1.245624,
0.537534
],
[
155,
77,
78,
155,
77,
78
],
[
87,
44,
43,
87,
44,
43
],
[
68,
33,
35,
68,
33,
35
],
[
56.129032,
57.142857,
55.128205,
56.129032,
57.142857,
55.128205
],
[
1.065564,
1.229937,
0.71306,
0.746896,
0.934218,
0.437527
],
[
209347,
209347,
16023,
279770,
279770,
42270
],
[
-65063,
-65063,
-56844,
-234998,
-220981,
-234998
],
[
73,
133,
13,
73,
133,
13
],
[
42,
71,
13,
42,
71,
13
],
[
111,
215,
13,
111,
215,
13
],
[
11326,
10265,
1061,
11326,
10265,
1061
],
[
21.242553,
73.075886,
21.242553,
21.242553,
73.075886,
21.242553
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377042,
-29864,
-613742,
-578118,
-156566,
-613742
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593748800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758865756585,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 21,
"na": 0.2,
"nb": 0.1,
"nc": 0.11842
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 126,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|