| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 687600.8892 | 581723.9262 | 105876.963 | 761020.7268 | 956752.4915 | -195731.7647 |
| Total P&L (%) | 687.6009 | 581.7239 | 105.877 | 761.0207 | 956.7525 | -195.7318 |
| Avg Daily Profit (%) | 0.3528 | 0.2985 | 0.0543 | 0.1105 | 0.121 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -127143 | -110910 | -91634 | -1629385 | -1073505 | -1191210 |
| Profit Factor | 1.7094 | 2.2462 | 1.2107 | 1.0965 | 1.2586 | 0.9533 |
| Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Winning Trades | 72 | 28 | 44 | 72 | 28 | 44 |
| Losing Trades | 111 | 64 | 47 | 111 | 64 | 47 |
| Profitability (%) | 39.3443 | 30.4348 | 48.3516 | 39.3443 | 30.4348 | 48.3516 |
| Ratio Avg Win / Avg Loss | 2.6353 | 5.1343 | 1.2932 | 1.6904 | 2.8767 | 1.0183 |
| Largest Winning Trade | 292163 | 292163 | 50907 | 1439488 | 1439488 | 445926 |
| Largest Losing Trade | -41066 | -22847 | -41066 | -786697 | -232821 | -786697 |
| Avg Bars in Trades | 63 | 57 | 68 | 63 | 57 | 68 |
| Avg Bars in Winners | 103 | 109 | 100 | 103 | 109 | 100 |
| Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
| Bars Traded | 11537 | 5311 | 6226 | 11537 | 5311 | 6226 |
| Profit Streak | 0 | 0 | 42.9414 | 0 | 0 | 42.9414 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338309 | 188556 | -121236 | -161506 | -37969 | -579511 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11694,
"evaluation_days": 1949,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592899200000,
"last_datapoint_time": 1760328000000,
"evaluation_time": 1760337340385,
"expiration_time": 1765379808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 30,
"offset": 0,
"std": 4.6831
}
}
} {
"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": [
[
687600.8892346679,
581723.9261975788,
105876.9630370894,
761020.726845289,
956752.4915079859,
-195731.7646626967
],
[
687.600889,
581.723926,
105.876963,
761.020727,
956.752492,
-195.731765
],
[
0.352797,
0.298473,
0.054324,
0.110525,
0.121047,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-127143,
-110910,
-91634,
-1629385,
-1073505,
-1191210
],
[
1.709352,
2.246242,
1.210678,
1.096471,
1.258564,
0.953268
],
[
183,
92,
91,
183,
92,
91
],
[
72,
28,
44,
72,
28,
44
],
[
111,
64,
47,
111,
64,
47
],
[
39.344262,
30.434783,
48.351648,
39.344262,
30.434783,
48.351648
],
[
2.635252,
5.134267,
1.293224,
1.690392,
2.876718,
1.018263
],
[
292163,
292163,
50907,
1439488,
1439488,
445926
],
[
-41066,
-22847,
-41066,
-786697,
-232821,
-786697
],
[
63,
57,
68,
63,
57,
68
],
[
103,
109,
100,
103,
109,
100
],
[
36,
35,
38,
36,
35,
38
],
[
11537,
5311,
6226,
11537,
5311,
6226
],
[
0,
0,
42.94144,
0,
0,
42.94144
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338309,
188556,
-121236,
-161506,
-37969,
-579511
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11694,
"evaluation_days": 1949,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592899200000,
"last_datapoint_time": 1760328000000,
"evaluation_time": 1760337340385,
"expiration_time": 1765379808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 30,
"offset": 0,
"std": 4.6831
}
}
}
| # | 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) |
|---|