| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 718522.5421 | 609488.1778 | 109034.3643 | 397793.2352 | -488713.4664 | 886506.7016 |
| Total P&L (%) | 718.5225 | 609.4882 | 109.0344 | 397.7932 | -488.7135 | 886.5067 |
| Avg Daily Profit (%) | 0.3722 | 0.3157 | 0.0565 | 0.0832 | 0 | 0.1187 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103996 | -149793 | -23526 | -1041733 | -1703981 | -145740 |
| Profit Factor | 2.24 | 2.3073 | 1.9627 | 1.0991 | 0.8567 | 2.4695 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
| Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
| Profitability (%) | 55.814 | 50 | 61.5385 | 55.814 | 50 | 61.5385 |
| Ratio Avg Win / Avg Loss | 1.7733 | 2.3073 | 1.2267 | 0.8701 | 0.8567 | 1.5434 |
| Largest Winning Trade | 467818 | 467818 | 15961 | 1033456 | 1033456 | 173730 |
| Largest Losing Trade | -40489 | -40489 | -10585 | -457075 | -457075 | -85015 |
| Avg Bars in Trades | 82 | 147 | 18 | 82 | 147 | 18 |
| Avg Bars in Winners | 87 | 171 | 19 | 87 | 171 | 19 |
| Avg Bars in Losers | 76 | 123 | 15 | 76 | 123 | 15 |
| Bars Traded | 10601 | 9424 | 1177 | 10601 | 9424 | 1177 |
| Profit Streak | 0 | 96.9504 | 0 | 0 | 96.9504 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 535274 | -124402 | -244782 | -193955 | -718600 | -159388 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595203200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758970111905,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 40,
"offset": 187
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 179,
"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": [
[
718522.5421364726,
609488.1778063357,
109034.3643301367,
397793.235174718,
-488713.4664106134,
886506.7015853313
],
[
718.522542,
609.488178,
109.034364,
397.793235,
-488.713466,
886.506702
],
[
0.372228,
0.315743,
0.056485,
0.083182,
0,
0.118651
],
[
10,
10,
10,
10,
10,
10
],
[
-103996,
-149793,
-23526,
-1041733,
-1703981,
-145740
],
[
2.239965,
2.307323,
1.962697,
1.099127,
0.856669,
2.469502
],
[
129,
64,
65,
129,
64,
65
],
[
72,
32,
40,
72,
32,
40
],
[
57,
32,
25,
57,
32,
25
],
[
55.813953,
50,
61.538462,
55.813953,
50,
61.538462
],
[
1.773305,
2.307323,
1.226686,
0.870142,
0.856669,
1.543439
],
[
467818,
467818,
15961,
1033456,
1033456,
173730
],
[
-40489,
-40489,
-10585,
-457075,
-457075,
-85015
],
[
82,
147,
18,
82,
147,
18
],
[
87,
171,
19,
87,
171,
19
],
[
76,
123,
15,
76,
123,
15
],
[
10601,
9424,
1177,
10601,
9424,
1177
],
[
0,
96.950369,
0,
0,
96.950369,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
535274,
-124402,
-244782,
-193955,
-718600,
-159388
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595203200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758970111905,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 40,
"offset": 187
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 179,
"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) |
|---|