| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -230055.6043 | 76561.3595 | -306616.9638 | 327698.8052 | -1296012.3555 | 1623711.1608 |
| Total P&L (%) | -230.0556 | 76.5614 | -306.617 | 327.6988 | -1296.0124 | 1623.7112 |
| Avg Daily Profit (%) | -0.1188 | 0.0395 | -0.1583 | 0.0751 | 0 | 0.1471 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -441698 | -102404 | -471678 | -1118130 | -1589232 | -819144 |
| Profit Factor | 0.7915 | 1.2022 | 0.5769 | 1.0658 | 0.5878 | 1.8856 |
| Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
| Winning Trades | 194 | 96 | 98 | 162 | 79 | 83 |
| Losing Trades | 30 | 16 | 14 | 62 | 33 | 29 |
| Profitability (%) | 86.6071 | 85.7143 | 87.5 | 72.3214 | 70.5357 | 74.1071 |
| Ratio Avg Win / Avg Loss | 0.1224 | 0.2004 | 0.0824 | 0.4079 | 0.2455 | 0.6588 |
| Largest Winning Trade | 41257 | 41257 | 25303 | 1723430 | 432044 | 1723430 |
| Largest Losing Trade | -343673 | -58159 | -343673 | -720020 | -720020 | -485148 |
| Avg Bars in Trades | 32 | 41 | 23 | 32 | 41 | 23 |
| Avg Bars in Winners | 10 | 11 | 9 | 14 | 14 | 14 |
| Avg Bars in Losers | 173 | 218 | 120 | 79 | 106 | 48 |
| Bars Traded | 7261 | 4632 | 2630 | 7261 | 4632 | 2630 |
| Profit Streak | 15.7957 | 77.0457 | 15.7957 | 15.7957 | 77.0457 | 15.7957 |
| Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573177 | -136257 | -574375 | -236827 | -576531 | 339925 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7748,
"evaluation_days": 1937,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1597104000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759302345554,
"expiration_time": 1764297504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 240,
"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": [
[
-230055.6042776606,
76561.3594993403,
-306616.9637770008,
327698.8052475473,
-1296012.3555342974,
1623711.1607818443
],
[
-230.055604,
76.561359,
-306.616964,
327.698805,
-1296.012356,
1623.711161
],
[
-0.118769,
0.039526,
-0.158295,
0.075054,
0,
0.147091
],
[
10,
10,
10,
10,
10,
10
],
[
-441698,
-102404,
-471678,
-1118130,
-1589232,
-819144
],
[
0.791503,
1.20215,
0.576885,
1.065833,
0.587822,
1.885599
],
[
224,
112,
112,
224,
112,
112
],
[
194,
96,
98,
162,
79,
83
],
[
30,
16,
14,
62,
33,
29
],
[
86.607143,
85.714286,
87.5,
72.321429,
70.535714,
74.107143
],
[
0.122397,
0.200358,
0.082412,
0.407911,
0.245546,
0.658824
],
[
41257,
41257,
25303,
1723430,
432044,
1723430
],
[
-343673,
-58159,
-343673,
-720020,
-720020,
-485148
],
[
32,
41,
23,
32,
41,
23
],
[
10,
11,
9,
14,
14,
14
],
[
173,
218,
120,
79,
106,
48
],
[
7261,
4632,
2630,
7261,
4632,
2630
],
[
15.795666,
77.045666,
15.795666,
15.795666,
77.045666,
15.795666
],
[
6,
7,
3,
6,
7,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573177,
-136257,
-574375,
-236827,
-576531,
339925
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7748,
"evaluation_days": 1937,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1597104000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759302345554,
"expiration_time": 1764297504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 240,
"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) |
|---|