| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 708196.2691 | 635352.9812 | 72843.2879 | 172443.4945 | 82697.944 | 89745.5505 |
| Total P&L (%) | 708.1963 | 635.353 | 72.8433 | 172.4435 | 82.6979 | 89.7456 |
| Avg Daily Profit (%) | 0.3656 | 0.328 | 0.0376 | 0.0518 | 0.0311 | 0.0331 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -197779 | -104910 | -154733 | -351207 | -138046 | -245621 |
| Profit Factor | 2.1005 | 3.1605 | 1.2085 | 1.1511 | 1.1704 | 1.1368 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
| Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
| Profitability (%) | 46.0674 | 40 | 52.2727 | 46.0674 | 40 | 52.2727 |
| Ratio Avg Win / Avg Loss | 2.4591 | 4.7408 | 1.1034 | 1.3476 | 1.7556 | 1.0379 |
| Largest Winning Trade | 433261 | 433261 | 55142 | 146147 | 125786 | 146147 |
| Largest Losing Trade | -84638 | -52521 | -84638 | -126113 | -60601 | -126113 |
| Avg Bars in Trades | 255 | 204 | 307 | 255 | 204 | 307 |
| Avg Bars in Winners | 387 | 328 | 433 | 387 | 328 | 433 |
| Avg Bars in Losers | 142 | 121 | 169 | 142 | 121 | 169 |
| Bars Traded | 22735 | 9197 | 13538 | 22735 | 9197 | 13538 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 437600 | 408553 | -142788 | -179444 | -187085 | -218455 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23245,
"evaluation_days": 1937.08,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594116000000,
"last_datapoint_time": 1759356000000,
"evaluation_time": 1759357037857,
"expiration_time": 1765381104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 127,
"offset": 174
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 93,
"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": [
[
708196.26905646,
635352.9811791634,
72843.2878772967,
172443.4944703784,
82697.9439868234,
89745.5504835551
],
[
708.196269,
635.352981,
72.843288,
172.443494,
82.697944,
89.74555
],
[
0.3656,
0.327995,
0.037605,
0.051754,
0.031117,
0.033071
],
[
10,
10,
10,
10,
10,
10
],
[
-197779,
-104910,
-154733,
-351207,
-138046,
-245621
],
[
2.100521,
3.160545,
1.208458,
1.151069,
1.170428,
1.136755
],
[
89,
45,
44,
89,
45,
44
],
[
41,
18,
23,
41,
18,
23
],
[
48,
27,
21,
48,
27,
21
],
[
46.067416,
40,
52.272727,
46.067416,
40,
52.272727
],
[
2.459146,
4.740817,
1.103374,
1.347593,
1.755642,
1.037907
],
[
433261,
433261,
55142,
146147,
125786,
146147
],
[
-84638,
-52521,
-84638,
-126113,
-60601,
-126113
],
[
255,
204,
307,
255,
204,
307
],
[
387,
328,
433,
387,
328,
433
],
[
142,
121,
169,
142,
121,
169
],
[
22735,
9197,
13538,
22735,
9197,
13538
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
437600,
408553,
-142788,
-179444,
-187085,
-218455
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23245,
"evaluation_days": 1937.08,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594116000000,
"last_datapoint_time": 1759356000000,
"evaluation_time": 1759357037857,
"expiration_time": 1765381104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 127,
"offset": 174
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 93,
"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) |
|---|