| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -479315.7776 | 127076.8465 | -606392.624 | 76902788.4421 | 19880286.1826 | 57022502.2595 |
| Total P&L (%) | -479.3158 | 127.0768 | -606.3926 | 76902.7884 | 19880.2862 | 57022.5023 |
| Avg Daily Profit (%) | -0.2459 | 0.0652 | -0.3111 | 0.3416 | 0.2722 | 0.3262 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -948209 | -46475 | -957426 | -12623624 | -8224459 | -11278920 |
| Profit Factor | 0.655 | 1.6725 | 0.4948 | 2.3108 | 1.8001 | 2.686 |
| Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
| Winning Trades | 154 | 69 | 85 | 142 | 63 | 79 |
| Losing Trades | 36 | 26 | 10 | 48 | 32 | 16 |
| Profitability (%) | 81.0526 | 72.6316 | 89.4737 | 74.7368 | 66.3158 | 83.1579 |
| Ratio Avg Win / Avg Loss | 0.1531 | 0.6302 | 0.0582 | 0.7811 | 0.9143 | 0.544 |
| Largest Winning Trade | 31222 | 22293 | 31222 | 14370638 | 3473645 | 14370638 |
| Largest Losing Trade | -873955 | -43357 | -873955 | -9249132 | -3902333 | -9249132 |
| Avg Bars in Trades | 19 | 7 | 31 | 19 | 7 | 31 |
| Avg Bars in Winners | 11 | 3 | 17 | 12 | 3 | 20 |
| Avg Bars in Losers | 52 | 16 | 147 | 37 | 14 | 84 |
| Bars Traded | 3659 | 673 | 2986 | 3659 | 673 | 2986 |
| Profit Streak | 20.2512 | 114.7512 | 20.2512 | 20.2512 | 114.7512 | 20.2512 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573998 | -100940 | -574928 | 607143 | 468492 | 601132 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3898,
"evaluation_days": 1949,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1596110400000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760292100974,
"expiration_time": 1765322208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 221,
"offset": 0,
"std": 1.37541
}
}
} {
"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": [
[
-479315.7775809096,
127076.8464563837,
-606392.6240372928,
76902788.44211924,
19880286.18258456,
57022502.259534664
],
[
-479.315778,
127.076846,
-606.392624,
76902.788442,
19880.286183,
57022.50226
],
[
-0.245929,
0.065201,
-0.31113,
0.341599,
0.272167,
0.326225
],
[
10,
10,
10,
10,
10,
10
],
[
-948209,
-46475,
-957426,
-12623624,
-8224459,
-11278920
],
[
0.654985,
1.672476,
0.494796,
2.310778,
1.800064,
2.685997
],
[
190,
95,
95,
190,
95,
95
],
[
154,
69,
85,
142,
63,
79
],
[
36,
26,
10,
48,
32,
16
],
[
81.052632,
72.631579,
89.473684,
74.736842,
66.315789,
83.157895
],
[
0.153113,
0.630208,
0.058211,
0.781108,
0.914318,
0.543999
],
[
31222,
22293,
31222,
14370638,
3473645,
14370638
],
[
-873955,
-43357,
-873955,
-9249132,
-3902333,
-9249132
],
[
19,
7,
31,
19,
7,
31
],
[
11,
3,
17,
12,
3,
20
],
[
52,
16,
147,
37,
14,
84
],
[
3659,
673,
2986,
3659,
673,
2986
],
[
20.251169,
114.751169,
20.251169,
20.251169,
114.751169,
20.251169
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573998,
-100940,
-574928,
607143,
468492,
601132
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3898,
"evaluation_days": 1949,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1596110400000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760292100974,
"expiration_time": 1765322208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 221,
"offset": 0,
"std": 1.37541
}
}
}
| # | 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) |
|---|