| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 976294.4918 | 775823.4612 | 200471.0306 | 7377168.188 | -1545832.1392 | 8923000.3272 |
| Total P&L (%) | 976.2945 | 775.8235 | 200.471 | 7377.1682 | -1545.8321 | 8923.0003 |
| Avg Daily Profit (%) | 0.5025 | 0.3993 | 0.1032 | 0.2223 | 0 | 0.232 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130726 | -90577 | -52823 | -10321851 | -8251295 | -4176096 |
| Profit Factor | 3.5487 | 4.8011 | 2.1202 | 1.3249 | 0.8838 | 1.9491 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 53.0303 | 51.5152 | 54.5455 | 53.0303 | 51.5152 | 54.5455 |
| Ratio Avg Win / Avg Loss | 3.1431 | 4.5187 | 1.7669 | 1.1735 | 0.8318 | 1.6242 |
| Largest Winning Trade | 441823 | 441823 | 63445 | 4049728 | 4049728 | 3851894 |
| Largest Losing Trade | -49307 | -43688 | -49307 | -4092775 | -1838315 | -4092775 |
| Avg Bars in Trades | 113 | 87 | 140 | 113 | 87 | 140 |
| Avg Bars in Winners | 163 | 123 | 200 | 163 | 123 | 200 |
| Avg Bars in Losers | 58 | 49 | 67 | 58 | 49 | 67 |
| Bars Traded | 7522 | 2897 | 4625 | 7522 | 2897 | 4625 |
| Profit Streak | 56.4131 | 65.1631 | 56.4131 | 56.4131 | 65.1631 | 56.4131 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -109352 | 667229 | -50062 | -118241 | -579634 | 473013 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7771,
"evaluation_days": 1942.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594965600000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759787694558,
"expiration_time": 1764809208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 141,
"offset": 0,
"std": 3.69517
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 42,
"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": [
[
976294.4917884797,
775823.4611910969,
200471.0305973831,
7377168.188015405,
-1545832.1391681158,
8923000.327183524
],
[
976.294492,
775.823461,
200.471031,
7377.168188,
-1545.832139,
8923.000327
],
[
0.502532,
0.399343,
0.103189,
0.222326,
0,
0.232021
],
[
10,
10,
10,
10,
10,
10
],
[
-130726,
-90577,
-52823,
-10321851,
-8251295,
-4176096
],
[
3.548671,
4.801085,
2.120235,
1.324916,
0.8838,
1.949087
],
[
66,
33,
33,
66,
33,
33
],
[
35,
17,
18,
35,
17,
18
],
[
31,
16,
15,
31,
16,
15
],
[
53.030303,
51.515152,
54.545455,
53.030303,
51.515152,
54.545455
],
[
3.143108,
4.518668,
1.766862,
1.173497,
0.831812,
1.62424
],
[
441823,
441823,
63445,
4049728,
4049728,
3851894
],
[
-49307,
-43688,
-49307,
-4092775,
-1838315,
-4092775
],
[
113,
87,
140,
113,
87,
140
],
[
163,
123,
200,
163,
123,
200
],
[
58,
49,
67,
58,
49,
67
],
[
7522,
2897,
4625,
7522,
2897,
4625
],
[
56.413131,
65.163131,
56.413131,
56.413131,
65.163131,
56.413131
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-109352,
667229,
-50062,
-118241,
-579634,
473013
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7771,
"evaluation_days": 1942.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594965600000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759787694558,
"expiration_time": 1764809208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 141,
"offset": 0,
"std": 3.69517
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 42,
"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) |
|---|