| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 569339.4896 | 538449.8899 | 30889.5997 | -556808.8232 | -423831.2091 | -132977.6141 |
| Total P&L (%) | 569.3395 | 538.4499 | 30.8896 | -556.8088 | -423.8312 | -132.9776 |
| Avg Daily Profit (%) | 0.2935 | 0.2776 | 0.0159 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -163918 | -52277 | -152609 | -1282370 | -727648 | -701013 |
| Profit Factor | 1.9636 | 3.7476 | 1.0782 | 0.8047 | 0.6631 | 0.9165 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 36 | 17 | 19 | 29 | 16 | 13 |
| Losing Trades | 32 | 17 | 15 | 39 | 18 | 21 |
| Profitability (%) | 52.9412 | 50 | 55.8824 | 42.6471 | 47.0588 | 38.2353 |
| Ratio Avg Win / Avg Loss | 1.7455 | 3.7476 | 0.8512 | 1.0822 | 0.746 | 1.4805 |
| Largest Winning Trade | 472302 | 472302 | 68040 | 726113 | 217574 | 726113 |
| Largest Losing Trade | -148234 | -42322 | -148234 | -519845 | -519845 | -428593 |
| Avg Bars in Trades | 160 | 127 | 192 | 160 | 127 | 192 |
| Avg Bars in Winners | 183 | 140 | 222 | 129 | 111 | 152 |
| Avg Bars in Losers | 133 | 114 | 155 | 183 | 142 | 217 |
| Bars Traded | 10893 | 4339 | 6554 | 10893 | 4339 | 6554 |
| Profit Streak | 0 | 0 | 0 | 151.6336 | 276.3002 | 151.6336 |
| Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -100551 | 560169 | -309998 | -694335 | -580589 | -582740 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11638,
"evaluation_days": 1939.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595476800000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759533139022,
"expiration_time": 1764549216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 91,
"offset": 155
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 207,
"offset": 0,
"poles": 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": [
[
569339.4896369083,
538449.8899332703,
30889.5997036385,
-556808.8231515692,
-423831.2090866887,
-132977.6140648806
],
[
569.33949,
538.44989,
30.8896,
-556.808823,
-423.831209,
-132.977614
],
[
0.293524,
0.277599,
0.015925,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-163918,
-52277,
-152609,
-1282370,
-727648,
-701013
],
[
1.963647,
3.747563,
1.078232,
0.804696,
0.663078,
0.916526
],
[
68,
34,
34,
68,
34,
34
],
[
36,
17,
19,
29,
16,
13
],
[
32,
17,
15,
39,
18,
21
],
[
52.941176,
50,
55.882353,
42.647059,
47.058824,
38.235294
],
[
1.745464,
3.747563,
0.851236,
1.082177,
0.745963,
1.480541
],
[
472302,
472302,
68040,
726113,
217574,
726113
],
[
-148234,
-42322,
-148234,
-519845,
-519845,
-428593
],
[
160,
127,
192,
160,
127,
192
],
[
183,
140,
222,
129,
111,
152
],
[
133,
114,
155,
183,
142,
217
],
[
10893,
4339,
6554,
10893,
4339,
6554
],
[
0,
0,
0,
151.633553,
276.30022,
151.633553
],
[
0,
0,
0,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-100551,
560169,
-309998,
-694335,
-580589,
-582740
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11638,
"evaluation_days": 1939.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595476800000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759533139022,
"expiration_time": 1764549216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 91,
"offset": 155
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 207,
"offset": 0,
"poles": 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) |
|---|