| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 728000.9169 | 602627.6952 | 125373.2217 | 1070757.084 | 172285.776 | 898471.3081 |
| Total P&L (%) | 728.0009 | 602.6277 | 125.3732 | 1070.7571 | 172.2858 | 898.4713 |
| Avg Daily Profit (%) | 0.3751 | 0.3105 | 0.0646 | 0.1268 | 0.0516 | 0.1186 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105673 | -81498 | -113701 | -1402115 | -1058622 | -908685 |
| Profit Factor | 1.8765 | 2.4536 | 1.3014 | 1.1836 | 1.0565 | 1.3229 |
| Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
| Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
| Losing Trades | 106 | 58 | 48 | 106 | 58 | 48 |
| Profitability (%) | 34.9693 | 28.3951 | 41.4634 | 34.9693 | 28.3951 | 41.4634 |
| Ratio Avg Win / Avg Loss | 3.4896 | 6.1874 | 1.8372 | 2.2011 | 2.6642 | 1.8676 |
| Largest Winning Trade | 359537 | 359537 | 57771 | 911546 | 911546 | 500279 |
| Largest Losing Trade | -40580 | -27439 | -40580 | -621108 | -392293 | -621108 |
| Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
| Avg Bars in Winners | 89 | 85 | 91 | 89 | 85 | 91 |
| Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
| Bars Traded | 7585 | 3276 | 4309 | 7585 | 3276 | 4309 |
| Profit Streak | 22.2087 | 0 | 34.7087 | 22.2087 | 0 | 34.7087 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 311529 | -13151 | -112705 | -45134 | -308036 | -40109 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7763,
"evaluation_days": 1940.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594036800000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759618828681,
"expiration_time": 1764631224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 26,
"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": [
[
728000.9168805912,
602627.6952033709,
125373.2216772205,
1070757.0840248677,
172285.7759575663,
898471.3080673021
],
[
728.000917,
602.627695,
125.373222,
1070.757084,
172.285776,
898.471308
],
[
0.375113,
0.310513,
0.0646,
0.126848,
0.051626,
0.118636
],
[
10,
10,
10,
10,
10,
10
],
[
-105673,
-81498,
-113701,
-1402115,
-1058622,
-908685
],
[
1.876499,
2.453618,
1.301373,
1.183621,
1.05651,
1.322896
],
[
163,
81,
82,
163,
81,
82
],
[
57,
23,
34,
57,
23,
34
],
[
106,
58,
48,
106,
58,
48
],
[
34.969325,
28.395062,
41.463415,
34.969325,
28.395062,
41.463415
],
[
3.48963,
6.187385,
1.837232,
2.20112,
2.664241,
1.867618
],
[
359537,
359537,
57771,
911546,
911546,
500279
],
[
-40580,
-27439,
-40580,
-621108,
-392293,
-621108
],
[
46,
40,
52,
46,
40,
52
],
[
89,
85,
91,
89,
85,
91
],
[
23,
22,
25,
23,
22,
25
],
[
7585,
3276,
4309,
7585,
3276,
4309
],
[
22.208665,
0,
34.708665,
22.208665,
0,
34.708665
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311529,
-13151,
-112705,
-45134,
-308036,
-40109
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7763,
"evaluation_days": 1940.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594036800000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759618828681,
"expiration_time": 1764631224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 26,
"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) |
|---|