| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 750573.1375 | 683736.5251 | 66836.6125 | 296637.5366 | -250836.8767 | 547474.4133 |
| Total P&L (%) | 750.5731 | 683.7365 | 66.8366 | 296.6375 | -250.8369 | 547.4744 |
| Avg Daily Profit (%) | 0.3888 | 0.3542 | 0.0346 | 0.0714 | 0 | 0.0968 |
| Buy And Hold Return (%) | 10.6709 | 10.6709 | 10.6709 | 10.6709 | 10.6709 | 10.6709 |
| Max Trade Drawdown | -111540 | -110379 | -67448 | -1148123 | -1068304 | -737371 |
| Profit Factor | 1.9294 | 2.6879 | 1.166 | 1.0574 | 0.9086 | 1.2258 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 45 | 15 | 30 | 45 | 15 | 30 |
| Losing Trades | 72 | 44 | 28 | 72 | 44 | 28 |
| Profitability (%) | 38.4615 | 25.4237 | 51.7241 | 38.4615 | 25.4237 | 51.7241 |
| Ratio Avg Win / Avg Loss | 3.087 | 7.8846 | 1.0883 | 1.6918 | 2.6653 | 1.1441 |
| Largest Winning Trade | 443192 | 443192 | 55284 | 649596 | 649596 | 360183 |
| Largest Losing Trade | -50457 | -22481 | -50457 | -393924 | -220626 | -393924 |
| Avg Bars in Trades | 97 | 88 | 106 | 97 | 88 | 106 |
| Avg Bars in Winners | 164 | 179 | 157 | 164 | 179 | 157 |
| Avg Bars in Losers | 54 | 56 | 51 | 54 | 56 | 51 |
| Bars Traded | 11370 | 5204 | 6166 | 11370 | 5204 | 6166 |
| 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 | 329009 | -190421 | -364837 | -258076 | -782905 | -243507 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593072000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758994899372,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 192,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 79,
"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": [
[
750573.1375453366,
683736.5250788991,
66836.6124664377,
296637.536564891,
-250836.8767365107,
547474.4133014026
],
[
750.573138,
683.736525,
66.836612,
296.637537,
-250.836877,
547.474413
],
[
0.388832,
0.354207,
0.034624,
0.071405,
0,
0.096813
],
[
10.670927,
10.670927,
10.670927,
10.670927,
10.670927,
10.670927
],
[
-111540,
-110379,
-67448,
-1148123,
-1068304,
-737371
],
[
1.929402,
2.68792,
1.166049,
1.057378,
0.908625,
1.225788
],
[
117,
59,
58,
117,
59,
58
],
[
45,
15,
30,
45,
15,
30
],
[
72,
44,
28,
72,
44,
28
],
[
38.461538,
25.423729,
51.724138,
38.461538,
25.423729,
51.724138
],
[
3.087043,
7.884566,
1.088313,
1.691805,
2.665299,
1.144068
],
[
443192,
443192,
55284,
649596,
649596,
360183
],
[
-50457,
-22481,
-50457,
-393924,
-220626,
-393924
],
[
97,
88,
106,
97,
88,
106
],
[
164,
179,
157,
164,
179,
157
],
[
54,
56,
51,
54,
56,
51
],
[
11370,
5204,
6166,
11370,
5204,
6166
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329009,
-190421,
-364837,
-258076,
-782905,
-243507
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593072000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758994899372,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 192,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 79,
"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) |
|---|