| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 639475.8987 | 584057.2456 | 55418.6531 | 196638.2004 | -4416.873 | 201055.0733 |
| Total P&L (%) | 639.4759 | 584.0572 | 55.4187 | 196.6382 | -4.4169 | 201.0551 |
| Avg Daily Profit (%) | 0.3304 | 0.3018 | 0.0286 | 0.0562 | -0.0023 | 0.057 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156977 | -86654 | -157473 | -569047 | -387448 | -293115 |
| Profit Factor | 1.871 | 2.8746 | 1.1311 | 1.1179 | 0.9941 | 1.2199 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
| Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
| Profitability (%) | 47.2222 | 41.6667 | 52.7778 | 47.2222 | 41.6667 | 52.7778 |
| Ratio Avg Win / Avg Loss | 2.0911 | 4.0245 | 1.0121 | 1.2494 | 1.3918 | 1.0915 |
| Largest Winning Trade | 414108 | 414108 | 64788 | 203222 | 203222 | 174742 |
| Largest Losing Trade | -54621 | -36585 | -54621 | -186104 | -111945 | -186104 |
| Avg Bars in Trades | 78 | 57 | 98 | 78 | 57 | 98 |
| Avg Bars in Winners | 126 | 90 | 155 | 126 | 90 | 155 |
| Avg Bars in Losers | 34 | 34 | 36 | 34 | 34 | 36 |
| Bars Traded | 11278 | 4153 | 7125 | 11278 | 4153 | 7125 |
| Profit Streak | 36.2542 | 39.0875 | 36.2542 | 36.2542 | 39.0875 | 36.2542 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 489678 | -66795 | -309268 | -207786 | -660302 | -194642 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11612,
"evaluation_days": 1935.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594958400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759154761448,
"expiration_time": 1764163584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 208,
"offset": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
639475.8986985964,
584057.2456197819,
55418.6530788145,
196638.2003801599,
-4416.8729561984,
201055.0733363581
],
[
639.475899,
584.057246,
55.418653,
196.6382,
-4.416873,
201.055073
],
[
0.330422,
0.301787,
0.028635,
0.0562,
-0.002334,
0.056964
],
[
10,
10,
10,
10,
10,
10
],
[
-156977,
-86654,
-157473,
-569047,
-387448,
-293115
],
[
1.87099,
2.874613,
1.131127,
1.117923,
0.994136,
1.219904
],
[
144,
72,
72,
144,
72,
72
],
[
68,
30,
38,
68,
30,
38
],
[
76,
42,
34,
76,
42,
34
],
[
47.222222,
41.666667,
52.777778,
47.222222,
41.666667,
52.777778
],
[
2.091106,
4.024458,
1.012061,
1.249444,
1.39179,
1.091493
],
[
414108,
414108,
64788,
203222,
203222,
174742
],
[
-54621,
-36585,
-54621,
-186104,
-111945,
-186104
],
[
78,
57,
98,
78,
57,
98
],
[
126,
90,
155,
126,
90,
155
],
[
34,
34,
36,
34,
34,
36
],
[
11278,
4153,
7125,
11278,
4153,
7125
],
[
36.254183,
39.087517,
36.254183,
36.254183,
39.087517,
36.254183
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
489678,
-66795,
-309268,
-207786,
-660302,
-194642
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11612,
"evaluation_days": 1935.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594958400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759154761448,
"expiration_time": 1764163584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 208,
"offset": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|