| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 769780.8115 | 673340.8941 | 96439.9174 | 598280.033 | 6334.1416 | 591945.8914 |
| Total P&L (%) | 769.7808 | 673.3409 | 96.4399 | 598.28 | 6.3341 | 591.9459 |
| Avg Daily Profit (%) | 0.3988 | 0.3488 | 0.05 | 0.1007 | 0.0032 | 0.1003 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132145 | -128620 | -67114 | -396224 | -490745 | -179535 |
| Profit Factor | 1.9739 | 2.5278 | 1.2758 | 1.2529 | 1.0043 | 1.671 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 61 | 22 | 39 | 61 | 22 | 39 |
| Losing Trades | 87 | 52 | 35 | 87 | 52 | 35 |
| Profitability (%) | 41.2162 | 29.7297 | 52.7027 | 41.2162 | 29.7297 | 52.7027 |
| Ratio Avg Win / Avg Loss | 2.8152 | 5.9747 | 1.1449 | 1.787 | 2.3737 | 1.4996 |
| Largest Winning Trade | 409468 | 409468 | 45276 | 341338 | 341338 | 181411 |
| Largest Losing Trade | -50445 | -20661 | -50445 | -106151 | -106151 | -102935 |
| Avg Bars in Trades | 76 | 66 | 85 | 76 | 66 | 85 |
| Avg Bars in Winners | 126 | 135 | 121 | 126 | 135 | 121 |
| Avg Bars in Losers | 40 | 37 | 45 | 40 | 37 | 45 |
| Bars Traded | 11258 | 4910 | 6348 | 11258 | 4910 | 6348 |
| Profit Streak | 26.2831 | 32.6165 | 0 | 26.2831 | 32.6165 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396139 | -58757 | -190364 | -59658 | -641946 | -120765 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594238400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758840463552,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 28,
"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": [
[
769780.811512678,
673340.8941076671,
96439.9174050109,
598280.0329918965,
6334.1416274569,
591945.8913644397
],
[
769.780812,
673.340894,
96.439917,
598.280033,
6.334142,
591.945891
],
[
0.398782,
0.348822,
0.04996,
0.10073,
0.003182,
0.100258
],
[
10,
10,
10,
10,
10,
10
],
[
-132145,
-128620,
-67114,
-396224,
-490745,
-179535
],
[
1.97386,
2.527756,
1.275775,
1.252929,
1.00427,
1.67102
],
[
148,
74,
74,
148,
74,
74
],
[
61,
22,
39,
61,
22,
39
],
[
87,
52,
35,
87,
52,
35
],
[
41.216216,
29.72973,
52.702703,
41.216216,
29.72973,
52.702703
],
[
2.815177,
5.974697,
1.144927,
1.786965,
2.37373,
1.499633
],
[
409468,
409468,
45276,
341338,
341338,
181411
],
[
-50445,
-20661,
-50445,
-106151,
-106151,
-102935
],
[
76,
66,
85,
76,
66,
85
],
[
126,
135,
121,
126,
135,
121
],
[
40,
37,
45,
40,
37,
45
],
[
11258,
4910,
6348,
11258,
4910,
6348
],
[
26.283143,
32.616476,
0,
26.283143,
32.616476,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396139,
-58757,
-190364,
-59658,
-641946,
-120765
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594238400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758840463552,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 28,
"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) |
|---|