| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 706936.5049 | 621464.0145 | 85472.4904 | 663834.5738 | -187659.0283 | 851493.6022 |
| Total P&L (%) | 706.9365 | 621.464 | 85.4725 | 663.8346 | -187.659 | 851.4936 |
| Avg Daily Profit (%) | 0.3663 | 0.322 | 0.0443 | 0.1054 | 0 | 0.1168 |
| Buy And Hold Return (%) | 14.1276 | 14.1276 | 14.1276 | 14.1276 | 14.1276 | 14.1276 |
| Max Trade Drawdown | -137279 | -96267 | -100209 | -2914014 | -2326255 | -1444019 |
| Profit Factor | 1.6738 | 2.2703 | 1.1527 | 1.0622 | 0.9646 | 1.1586 |
| Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
| Winning Trades | 76 | 31 | 45 | 76 | 31 | 45 |
| Losing Trades | 125 | 70 | 55 | 125 | 70 | 55 |
| Profitability (%) | 37.8109 | 30.6931 | 45 | 37.8109 | 30.6931 | 45 |
| Ratio Avg Win / Avg Loss | 2.753 | 5.1264 | 1.4088 | 1.7471 | 2.1781 | 1.416 |
| Largest Winning Trade | 340814 | 340814 | 52419 | 1711680 | 1711680 | 729862 |
| Largest Losing Trade | -43211 | -26653 | -43211 | -397996 | -389069 | -397996 |
| Avg Bars in Trades | 112 | 90 | 135 | 112 | 90 | 135 |
| Avg Bars in Winners | 212 | 172 | 239 | 212 | 172 | 239 |
| Avg Bars in Losers | 52 | 54 | 49 | 52 | 54 | 49 |
| Bars Traded | 22691 | 9181 | 13510 | 22691 | 9181 | 13510 |
| 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 | 321921 | 201938 | -189222 | -206511 | -585793 | -84960 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23157,
"evaluation_days": 1929.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593388800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758921573916,
"expiration_time": 1764724694400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 53,
"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": [
[
706936.5049033171,
621464.0144826768,
85472.4904206406,
663834.5738277488,
-187659.0283330701,
851493.602160818
],
[
706.936505,
621.464014,
85.47249,
663.834574,
-187.659028,
851.493602
],
[
0.366336,
0.322044,
0.044292,
0.105415,
0,
0.116812
],
[
14.12757,
14.12757,
14.12757,
14.12757,
14.12757,
14.12757
],
[
-137279,
-96267,
-100209,
-2914014,
-2326255,
-1444019
],
[
1.673817,
2.270252,
1.152655,
1.062208,
0.964604,
1.158581
],
[
201,
101,
100,
201,
101,
100
],
[
76,
31,
45,
76,
31,
45
],
[
125,
70,
55,
125,
70,
55
],
[
37.810945,
30.693069,
45,
37.810945,
30.693069,
45
],
[
2.752989,
5.126375,
1.4088,
1.747053,
2.178138,
1.416044
],
[
340814,
340814,
52419,
1711680,
1711680,
729862
],
[
-43211,
-26653,
-43211,
-397996,
-389069,
-397996
],
[
112,
90,
135,
112,
90,
135
],
[
212,
172,
239,
212,
172,
239
],
[
52,
54,
49,
52,
54,
49
],
[
22691,
9181,
13510,
22691,
9181,
13510
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321921,
201938,
-189222,
-206511,
-585793,
-84960
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23157,
"evaluation_days": 1929.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593388800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758921573916,
"expiration_time": 1764724694400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 53,
"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) |
|---|