| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 761655.5502 | 663769.7985 | 97885.7517 | 279077.9542 | -313350.7356 | 592428.6898 |
| Total P&L (%) | 761.6556 | 663.7698 | 97.8858 | 279.078 | -313.3507 | 592.4287 |
| Avg Daily Profit (%) | 0.3945 | 0.3438 | 0.0507 | 0.0691 | 0 | 0.1003 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126758 | -93888 | -66580 | -1616918 | -1315897 | -382656 |
| Profit Factor | 1.8652 | 2.2876 | 1.2683 | 1.0604 | 0.8945 | 1.3584 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
| Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
| Profitability (%) | 41.129 | 30.6452 | 51.6129 | 41.129 | 30.6452 | 51.6129 |
| Ratio Avg Win / Avg Loss | 2.6698 | 5.1773 | 1.189 | 1.5178 | 2.0243 | 1.2735 |
| Largest Winning Trade | 437374 | 437374 | 53556 | 709130 | 709130 | 474416 |
| Largest Losing Trade | -49658 | -45733 | -49658 | -465983 | -465983 | -294523 |
| Avg Bars in Trades | 59 | 65 | 53 | 59 | 65 | 53 |
| Avg Bars in Winners | 90 | 108 | 80 | 90 | 108 | 80 |
| Avg Bars in Losers | 37 | 45 | 25 | 37 | 45 | 25 |
| Bars Traded | 7351 | 4031 | 3320 | 7351 | 4031 | 3320 |
| 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 | 364306 | -148362 | -279280 | -256854 | -739985 | -212206 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7722,
"evaluation_days": 1930.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1597428000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759021418893,
"expiration_time": 1763719056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 45,
"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": [
[
761655.5502128026,
663769.7985003352,
97885.7517124669,
279077.9542010565,
-313350.735596281,
592428.6897973373
],
[
761.65555,
663.769799,
97.885752,
279.077954,
-313.350736,
592.42869
],
[
0.394538,
0.343833,
0.050705,
0.069051,
0,
0.100285
],
[
10,
10,
10,
10,
10,
10
],
[
-126758,
-93888,
-66580,
-1616918,
-1315897,
-382656
],
[
1.865211,
2.287627,
1.268318,
1.060383,
0.894457,
1.358429
],
[
124,
62,
62,
124,
62,
62
],
[
51,
19,
32,
51,
19,
32
],
[
73,
43,
30,
73,
43,
30
],
[
41.129032,
30.645161,
51.612903,
41.129032,
30.645161,
51.612903
],
[
2.669813,
5.177262,
1.189048,
1.517803,
2.024298,
1.273527
],
[
437374,
437374,
53556,
709130,
709130,
474416
],
[
-49658,
-45733,
-49658,
-465983,
-465983,
-294523
],
[
59,
65,
53,
59,
65,
53
],
[
90,
108,
80,
90,
108,
80
],
[
37,
45,
25,
37,
45,
25
],
[
7351,
4031,
3320,
7351,
4031,
3320
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
364306,
-148362,
-279280,
-256854,
-739985,
-212206
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7722,
"evaluation_days": 1930.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1597428000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759021418893,
"expiration_time": 1763719056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 45,
"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) |
|---|