| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 355153.9982 | 335231.6873 | 19922.3109 | -99038.8483 | 45367.5465 | -144406.3947 |
| Total P&L (%) | 355.154 | 335.2317 | 19.9223 | -99.0388 | 45.3675 | -144.4064 |
| Avg Daily Profit (%) | 0.1835 | 0.1732 | 0.0103 | -0.2397 | 0.0193 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103501 | -76734 | -162761 | -161941 | -29546 | -155592 |
| Profit Factor | 1.4835 | 2.0405 | 1.0483 | 0.5121 | 2.3631 | 0.1491 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
| Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
| Profitability (%) | 48.913 | 43.4783 | 54.3478 | 48.913 | 43.4783 | 54.3478 |
| Ratio Avg Win / Avg Loss | 1.5495 | 2.6526 | 0.8806 | 0.5349 | 3.072 | 0.1253 |
| Largest Winning Trade | 117081 | 117081 | 56223 | 70972 | 70972 | 18737 |
| Largest Losing Trade | -98607 | -42134 | -98607 | -149498 | -22207 | -149498 |
| Avg Bars in Trades | 61 | 49 | 72 | 61 | 49 | 72 |
| Avg Bars in Winners | 76 | 64 | 85 | 76 | 64 | 85 |
| Avg Bars in Losers | 46 | 38 | 56 | 46 | 38 | 56 |
| Bars Traded | 5628 | 2292 | 3336 | 5628 | 2292 | 3336 |
| Profit Streak | 0 | 0 | 42.6314 | 0 | 0 | 42.6314 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346295 | 317083 | -353879 | -580955 | -166737 | -579589 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5806,
"evaluation_days": 1935.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594944000000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759158556657,
"expiration_time": 1764149184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 43,
"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": [
[
355153.9981897663,
335231.6873066649,
19922.3108831015,
-99038.8482850998,
45367.5464549098,
-144406.3947400097
],
[
355.153998,
335.231687,
19.922311,
-99.038848,
45.367546,
-144.406395
],
[
0.183511,
0.173217,
0.010294,
-0.239712,
0.019332,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-103501,
-76734,
-162761,
-161941,
-29546,
-155592
],
[
1.483517,
2.040487,
1.048316,
0.512131,
2.363072,
0.149147
],
[
92,
46,
46,
92,
46,
46
],
[
45,
20,
25,
45,
20,
25
],
[
47,
26,
21,
47,
26,
21
],
[
48.913043,
43.478261,
54.347826,
48.913043,
43.478261,
54.347826
],
[
1.549451,
2.652633,
0.880585,
0.534892,
3.071994,
0.125283
],
[
117081,
117081,
56223,
70972,
70972,
18737
],
[
-98607,
-42134,
-98607,
-149498,
-22207,
-149498
],
[
61,
49,
72,
61,
49,
72
],
[
76,
64,
85,
76,
64,
85
],
[
46,
38,
56,
46,
38,
56
],
[
5628,
2292,
3336,
5628,
2292,
3336
],
[
0,
0,
42.631443,
0,
0,
42.631443
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346295,
317083,
-353879,
-580955,
-166737,
-579589
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5806,
"evaluation_days": 1935.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594944000000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759158556657,
"expiration_time": 1764149184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 43,
"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) |
|---|