| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 137462.9885 | 287810.1785 | -150347.19 | -99919.4919 | 15356.4107 | -115275.9026 |
| Total P&L (%) | 137.463 | 287.8102 | -150.3472 | -99.9195 | 15.3564 | -115.2759 |
| Avg Daily Profit (%) | 0.0708 | 0.1483 | -0.0775 | -0.3664 | 0.0074 | 0 |
| Buy And Hold Return (%) | 12.0219 | 12.0219 | 12.0219 | 12.0219 | 12.0219 | 12.0219 |
| Max Trade Drawdown | -294113 | -74815 | -353993 | -110879 | -15133 | -114988 |
| Profit Factor | 1.0615 | 1.362 | 0.8955 | 0.5055 | 1.4582 | 0.3161 |
| Total Trades | 681 | 340 | 341 | 681 | 340 | 341 |
| Winning Trades | 391 | 189 | 202 | 391 | 189 | 202 |
| Losing Trades | 290 | 151 | 139 | 290 | 151 | 139 |
| Profitability (%) | 57.4156 | 55.5882 | 59.2375 | 57.4156 | 55.5882 | 59.2375 |
| Ratio Avg Win / Avg Loss | 0.7873 | 1.0882 | 0.6162 | 0.375 | 1.1651 | 0.2175 |
| Largest Winning Trade | 190894 | 190894 | 37740 | 14862 | 13611 | 14862 |
| Largest Losing Trade | -98464 | -45664 | -98464 | -31277 | -10682 | -31277 |
| Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
| Avg Bars in Winners | 4 | 3 | 5 | 4 | 3 | 5 |
| Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
| Bars Traded | 3832 | 1796 | 2036 | 3832 | 1796 | 2036 |
| Profit Streak | 16.764 | 16.764 | 17.264 | 16.764 | 16.764 | 17.264 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -246514 | 311568 | -576597 | -574394 | -258133 | -576597 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3882,
"evaluation_days": 1941,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1593302400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759602008747,
"expiration_time": 1764610272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 4,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 33,
"offset": 45,
"scalar": 4
}
}
} {
"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": [
[
137462.9884886589,
287810.1785045087,
-150347.1900158502,
-99919.4919406456,
15356.4106859951,
-115275.9026266408
],
[
137.462988,
287.810179,
-150.34719,
-99.919492,
15.356411,
-115.275903
],
[
0.070821,
0.148279,
-0.077459,
-0.366384,
0.00736,
0
],
[
12.021858,
12.021858,
12.021858,
12.021858,
12.021858,
12.021858
],
[
-294113,
-74815,
-353993,
-110879,
-15133,
-114988
],
[
1.061522,
1.362039,
0.895549,
0.505542,
1.458241,
0.316143
],
[
681,
340,
341,
681,
340,
341
],
[
391,
189,
202,
391,
189,
202
],
[
290,
151,
139,
290,
151,
139
],
[
57.415565,
55.588235,
59.237537,
57.415565,
55.588235,
59.237537
],
[
0.787318,
1.08819,
0.616244,
0.374955,
1.16505,
0.217544
],
[
190894,
190894,
37740,
14862,
13611,
14862
],
[
-98464,
-45664,
-98464,
-31277,
-10682,
-31277
],
[
5,
5,
5,
5,
5,
5
],
[
4,
3,
5,
4,
3,
5
],
[
7,
7,
6,
7,
7,
6
],
[
3832,
1796,
2036,
3832,
1796,
2036
],
[
16.76399,
16.76399,
17.26399,
16.76399,
16.76399,
17.26399
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-246514,
311568,
-576597,
-574394,
-258133,
-576597
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3882,
"evaluation_days": 1941,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1593302400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759602008747,
"expiration_time": 1764610272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 4,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 33,
"offset": 45,
"scalar": 4
}
}
}
| # | 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) |
|---|