| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 873606.5018 | 737873.2255 | 135733.2764 | -277276.7229 | 75356.4747 | -352633.1975 |
| Total P&L (%) | 873.6065 | 737.8732 | 135.7333 | -277.2767 | 75.3565 | -352.6332 |
| Avg Daily Profit (%) | 0.4525 | 0.3822 | 0.0703 | 0 | 0.0291 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134901 | -134740 | -104390 | -970302 | -513508 | -518194 |
| Profit Factor | 2.2747 | 3.1743 | 1.3923 | 0.8512 | 1.0818 | 0.6258 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 44 | 18 | 26 | 29 | 20 | 9 |
| Losing Trades | 29 | 19 | 10 | 44 | 17 | 27 |
| Profitability (%) | 60.274 | 48.6486 | 72.2222 | 39.726 | 54.0541 | 25 |
| Ratio Avg Win / Avg Loss | 1.4992 | 3.3507 | 0.5355 | 1.2915 | 0.9195 | 1.8773 |
| Largest Winning Trade | 478178 | 478178 | 54327 | 347556 | 347556 | 162863 |
| Largest Losing Trade | -104390 | -53829 | -104390 | -461895 | -461895 | -291475 |
| Avg Bars in Trades | 102 | 115 | 89 | 102 | 115 | 89 |
| Avg Bars in Winners | 100 | 103 | 97 | 112 | 129 | 74 |
| Avg Bars in Losers | 105 | 125 | 66 | 95 | 98 | 93 |
| Bars Traded | 7471 | 4261 | 3210 | 7471 | 4261 | 3210 |
| Profit Streak | 0 | 0 | 0 | 42.1805 | 42.1805 | 89.4305 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -61252 | 545097 | -97199 | -658397 | -285128 | -607258 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7722,
"evaluation_days": 1930.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1596974400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759011593143,
"expiration_time": 1763719056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 158,
"offset": 40
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 234,
"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": [
[
873606.5018430433,
737873.2254577654,
135733.2763852773,
-277276.7228680125,
75356.4746674061,
-352633.1975354186
],
[
873.606502,
737.873225,
135.733276,
-277.276723,
75.356475,
-352.633198
],
[
0.452529,
0.382219,
0.07031,
0,
0.029098,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-134901,
-134740,
-104390,
-970302,
-513508,
-518194
],
[
2.274694,
3.174344,
1.392302,
0.851197,
1.081811,
0.625762
],
[
73,
37,
36,
73,
37,
36
],
[
44,
18,
26,
29,
20,
9
],
[
29,
19,
10,
44,
17,
27
],
[
60.273973,
48.648649,
72.222222,
39.726027,
54.054054,
25
],
[
1.49923,
3.350696,
0.535501,
1.291471,
0.919539,
1.877287
],
[
478178,
478178,
54327,
347556,
347556,
162863
],
[
-104390,
-53829,
-104390,
-461895,
-461895,
-291475
],
[
102,
115,
89,
102,
115,
89
],
[
100,
103,
97,
112,
129,
74
],
[
105,
125,
66,
95,
98,
93
],
[
7471,
4261,
3210,
7471,
4261,
3210
],
[
0,
0,
0,
42.180476,
42.180476,
89.430476
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-61252,
545097,
-97199,
-658397,
-285128,
-607258
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7722,
"evaluation_days": 1930.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1596974400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759011593143,
"expiration_time": 1763719056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 158,
"offset": 40
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 234,
"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) |
|---|