| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 538582.8677 | 595304.2443 | -56721.3767 | -79410.8262 | 100885.0981 | -180295.9243 |
| Total P&L (%) | 538.5829 | 595.3042 | -56.7214 | -79.4108 | 100.8851 | -180.2959 |
| Avg Daily Profit (%) | 0.2783 | 0.3077 | -0.0293 | -0.0816 | 0.0361 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -219727 | -140971 | -145166 | -202599 | -64102 | -171818 |
| Profit Factor | 1.5241 | 1.9995 | 0.8687 | 0.8408 | 1.5423 | 0.4233 |
| Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
| Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
| Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
| Profitability (%) | 43.9716 | 40 | 47.8873 | 43.9716 | 40 | 47.8873 |
| Ratio Avg Win / Avg Loss | 1.942 | 2.9992 | 0.9454 | 1.0713 | 2.3134 | 0.4607 |
| Largest Winning Trade | 414899 | 414899 | 36692 | 115526 | 115526 | 23510 |
| Largest Losing Trade | -71326 | -52251 | -71326 | -150569 | -28267 | -150569 |
| Avg Bars in Trades | 79 | 117 | 43 | 79 | 117 | 43 |
| Avg Bars in Winners | 94 | 141 | 56 | 94 | 141 | 56 |
| Avg Bars in Losers | 68 | 101 | 31 | 68 | 101 | 31 |
| Bars Traded | 11275 | 8198 | 3077 | 11275 | 8198 | 3077 |
| Profit Streak | 0 | 33.8512 | 0 | 0 | 33.8512 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334827 | -85048 | -668557 | -581082 | -239861 | -668557 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11610,
"evaluation_days": 1935,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595030400000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759134339987,
"expiration_time": 1764133920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 215,
"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": [
[
538582.86767812,
595304.2443377896,
-56721.376659669,
-79410.8261992231,
100885.0981393713,
-180295.9243385943
],
[
538.582868,
595.304244,
-56.721377,
-79.410826,
100.885098,
-180.295924
],
[
0.278337,
0.307651,
-0.029313,
-0.081641,
0.036056,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-219727,
-140971,
-145166,
-202599,
-64102,
-171818
],
[
1.524116,
1.999498,
0.8687,
0.840762,
1.542257,
0.423324
],
[
141,
70,
71,
141,
70,
71
],
[
62,
28,
34,
62,
28,
34
],
[
79,
42,
37,
79,
42,
37
],
[
43.971631,
40,
47.887324,
43.971631,
40,
47.887324
],
[
1.942018,
2.999248,
0.945351,
1.071294,
2.313386,
0.460676
],
[
414899,
414899,
36692,
115526,
115526,
23510
],
[
-71326,
-52251,
-71326,
-150569,
-28267,
-150569
],
[
79,
117,
43,
79,
117,
43
],
[
94,
141,
56,
94,
141,
56
],
[
68,
101,
31,
68,
101,
31
],
[
11275,
8198,
3077,
11275,
8198,
3077
],
[
0,
33.851157,
0,
0,
33.851157,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334827,
-85048,
-668557,
-581082,
-239861,
-668557
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11610,
"evaluation_days": 1935,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595030400000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759134339987,
"expiration_time": 1764133920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 215,
"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) |
|---|