| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343479.6162 | 383540.6264 | -40061.0102 | 326621.0886 | 88520.2168 | 238100.8718 |
| Total P&L (%) | 343.4796 | 383.5406 | -40.061 | 326.6211 | 88.5202 | 238.1009 |
| Avg Daily Profit (%) | 0.1776 | 0.1983 | -0.0207 | 0.075 | 0.0328 | 0.063 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -264723 | -98851 | -331485 | -469441 | -290611 | -455344 |
| Profit Factor | 1.2413 | 1.6649 | 0.9527 | 1.1148 | 1.0684 | 1.1536 |
| Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
| Winning Trades | 149 | 66 | 83 | 149 | 63 | 86 |
| Losing Trades | 138 | 78 | 60 | 138 | 81 | 57 |
| Profitability (%) | 51.9164 | 45.8333 | 58.042 | 51.9164 | 43.75 | 60.1399 |
| Ratio Avg Win / Avg Loss | 1.1497 | 1.9676 | 0.6887 | 1.0325 | 1.3736 | 0.7646 |
| Largest Winning Trade | 137930 | 137930 | 40834 | 135080 | 114716 | 135080 |
| Largest Losing Trade | -163931 | -29946 | -163931 | -455344 | -79363 | -455344 |
| Avg Bars in Trades | 39 | 33 | 46 | 39 | 33 | 46 |
| Avg Bars in Winners | 36 | 30 | 42 | 37 | 32 | 41 |
| Avg Bars in Losers | 42 | 36 | 51 | 42 | 34 | 53 |
| Bars Traded | 11435 | 4823 | 6612 | 11435 | 4823 | 6612 |
| Profit Streak | 0 | 0 | 30.8795 | 0 | 0 | 30.8795 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 320548 | 322802 | -578910 | -185260 | -297033 | -159888 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11606,
"evaluation_days": 1934.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593619200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759064790556,
"expiration_time": 1764074592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 117,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 78,
"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": [
[
343479.6161685418,
383540.6263726234,
-40061.0102040818,
326621.0885998553,
88520.2167608461,
238100.871839009
],
[
343.479616,
383.540626,
-40.06101,
326.621089,
88.520217,
238.100872
],
[
0.17757,
0.198281,
-0.020711,
0.075027,
0.032783,
0.062996
],
[
10,
10,
10,
10,
10,
10
],
[
-264723,
-98851,
-331485,
-469441,
-290611,
-455344
],
[
1.241315,
1.664859,
0.952674,
1.114807,
1.068357,
1.153616
],
[
287,
144,
143,
287,
144,
143
],
[
149,
66,
83,
149,
63,
86
],
[
138,
78,
60,
138,
81,
57
],
[
51.916376,
45.833333,
58.041958,
51.916376,
43.75,
60.13986
],
[
1.149674,
1.967561,
0.68868,
1.032506,
1.373601,
0.764606
],
[
137930,
137930,
40834,
135080,
114716,
135080
],
[
-163931,
-29946,
-163931,
-455344,
-79363,
-455344
],
[
39,
33,
46,
39,
33,
46
],
[
36,
30,
42,
37,
32,
41
],
[
42,
36,
51,
42,
34,
53
],
[
11435,
4823,
6612,
11435,
4823,
6612
],
[
0,
0,
30.87952,
0,
0,
30.87952
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320548,
322802,
-578910,
-185260,
-297033,
-159888
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11606,
"evaluation_days": 1934.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593619200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759064790556,
"expiration_time": 1764074592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 117,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 78,
"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) |
|---|