| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 265493.672 | 350972.8725 | -85479.2005 | -94048.7603 | 65004.7885 | -159053.5488 |
| Total P&L (%) | 265.4937 | 350.9729 | -85.4792 | -94.0488 | 65.0048 | -159.0535 |
| Avg Daily Profit (%) | 0.1372 | 0.1813 | -0.0442 | -0.1457 | 0.0259 | 0 |
| Buy And Hold Return (%) | 18.7777 | 18.7777 | 18.7777 | 18.7777 | 18.7777 | 18.7777 |
| Max Trade Drawdown | -204142 | -152407 | -330737 | -136432 | -26476 | -153046 |
| Profit Factor | 1.1987 | 1.613 | 0.8881 | 0.7128 | 1.6859 | 0.3166 |
| Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
| Winning Trades | 127 | 60 | 67 | 127 | 60 | 67 |
| Losing Trades | 139 | 73 | 66 | 139 | 73 | 66 |
| Profitability (%) | 47.7444 | 45.1128 | 50.3759 | 47.7444 | 45.1128 | 50.3759 |
| Ratio Avg Win / Avg Loss | 1.312 | 1.9625 | 0.8748 | 0.7802 | 2.0512 | 0.3118 |
| Largest Winning Trade | 149478 | 149478 | 53256 | 36883 | 36883 | 11311 |
| Largest Losing Trade | -89100 | -30298 | -89100 | -60248 | -26476 | -60248 |
| Avg Bars in Trades | 86 | 54 | 117 | 86 | 54 | 117 |
| Avg Bars in Winners | 96 | 47 | 139 | 96 | 47 | 139 |
| Avg Bars in Losers | 76 | 60 | 94 | 76 | 60 | 94 |
| Bars Traded | 22912 | 7301 | 15611 | 22912 | 7301 | 15611 |
| Profit Streak | 0 | 0 | 19.8097 | 0 | 0 | 19.8097 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -11361 | 302867 | -579865 | -580263 | -159909 | -579865 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23225,
"evaluation_days": 1935.42,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593432000000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759217160437,
"expiration_time": 1765231920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 206,
"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": [
[
265493.672035949,
350972.8725010176,
-85479.2004650686,
-94048.7602753995,
65004.7885128798,
-159053.5487882794
],
[
265.493672,
350.972873,
-85.4792,
-94.04876,
65.004789,
-159.053549
],
[
0.137176,
0.181342,
-0.044166,
-0.14568,
0.025879,
0
],
[
18.777655,
18.777655,
18.777655,
18.777655,
18.777655,
18.777655
],
[
-204142,
-152407,
-330737,
-136432,
-26476,
-153046
],
[
1.198688,
1.613013,
0.888072,
0.71282,
1.685933,
0.316552
],
[
266,
133,
133,
266,
133,
133
],
[
127,
60,
67,
127,
60,
67
],
[
139,
73,
66,
139,
73,
66
],
[
47.744361,
45.112782,
50.37594,
47.744361,
45.112782,
50.37594
],
[
1.31195,
1.962499,
0.874817,
0.780173,
2.051218,
0.311827
],
[
149478,
149478,
53256,
36883,
36883,
11311
],
[
-89100,
-30298,
-89100,
-60248,
-26476,
-60248
],
[
86,
54,
117,
86,
54,
117
],
[
96,
47,
139,
96,
47,
139
],
[
76,
60,
94,
76,
60,
94
],
[
22912,
7301,
15611,
22912,
7301,
15611
],
[
0,
0,
19.809727,
0,
0,
19.809727
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-11361,
302867,
-579865,
-580263,
-159909,
-579865
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23225,
"evaluation_days": 1935.42,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593432000000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759217160437,
"expiration_time": 1765231920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 206,
"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) |
|---|