| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 461329.8442 | 444520.0786 | 16809.7656 | -1540610.6094 | 3296459.8798 | -4837070.4892 |
| Total P&L (%) | 461.3298 | 444.5201 | 16.8098 | -1540.6106 | 3296.4599 | -4837.0705 |
| Avg Daily Profit (%) | 0.2378 | 0.2292 | 0.0087 | 0 | 0.1819 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -220823 | -95676 | -217817 | -4357382 | -556903 | -5412484 |
| Profit Factor | 1.631 | 2.6413 | 1.0365 | 0.8415 | 2.5959 | 0.3683 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 40 | 20 | 20 | 55 | 30 | 25 |
| Losing Trades | 48 | 24 | 24 | 33 | 14 | 19 |
| Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 62.5 | 68.1818 | 56.8182 |
| Ratio Avg Win / Avg Loss | 1.9572 | 3.1696 | 1.2438 | 0.5049 | 1.2114 | 0.2799 |
| Largest Winning Trade | 152507 | 152507 | 65738 | 1425248 | 1425248 | 465955 |
| Largest Losing Trade | -167121 | -27127 | -167121 | -3943719 | -355900 | -3943719 |
| Avg Bars in Trades | 84 | 73 | 95 | 84 | 73 | 95 |
| Avg Bars in Winners | 120 | 94 | 146 | 72 | 66 | 78 |
| Avg Bars in Losers | 54 | 55 | 53 | 105 | 88 | 118 |
| Bars Traded | 7456 | 3234 | 4221 | 7456 | 3234 | 4221 |
| Profit Streak | 182.3704 | 182.3704 | 319.6204 | 0 | 0 | 0 |
| Trades During Streak | 6 | 3 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 393777 | 452012 | -370941 | -578644 | 508950 | -579835 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7759,
"evaluation_days": 1939.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1596132000000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759524803033,
"expiration_time": 1764542232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 162,
"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": [
[
461329.8441905386,
444520.0786075303,
16809.7655830083,
-1540610.609399858,
3296459.879768903,
-4837070.4891687585
],
[
461.329844,
444.520079,
16.809766,
-1540.610609,
3296.45988,
-4837.070489
],
[
0.23783,
0.229164,
0.008666,
0,
0.181906,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-220823,
-95676,
-217817,
-4357382,
-556903,
-5412484
],
[
1.631021,
2.641299,
1.036523,
0.841545,
2.595907,
0.36829
],
[
88,
44,
44,
88,
44,
44
],
[
40,
20,
20,
55,
30,
25
],
[
48,
24,
24,
33,
14,
19
],
[
45.454545,
45.454545,
45.454545,
62.5,
68.181818,
56.818182
],
[
1.957225,
3.169559,
1.243828,
0.504927,
1.211423,
0.2799
],
[
152507,
152507,
65738,
1425248,
1425248,
465955
],
[
-167121,
-27127,
-167121,
-3943719,
-355900,
-3943719
],
[
84,
73,
95,
84,
73,
95
],
[
120,
94,
146,
72,
66,
78
],
[
54,
55,
53,
105,
88,
118
],
[
7456,
3234,
4221,
7456,
3234,
4221
],
[
182.370405,
182.370405,
319.620405,
0,
0,
0
],
[
6,
3,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
393777,
452012,
-370941,
-578644,
508950,
-579835
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7759,
"evaluation_days": 1939.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1596132000000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759524803033,
"expiration_time": 1764542232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 162,
"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) |
|---|