| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 952127.6681 | 692001.1337 | 260126.5343 | 11402365.2479 | -125679.9753 | 11528045.2232 |
| Total P&L (%) | 952.1277 | 692.0011 | 260.1265 | 11402.3652 | -125.68 | 11528.0452 |
| Avg Daily Profit (%) | 0.4907 | 0.3567 | 0.1341 | 0.2449 | 0 | 0.2454 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -72039 | -75406 | -36376 | -7836801 | -9092494 | -2110155 |
| Profit Factor | 2.8686 | 3.3036 | 2.2437 | 1.4883 | 0.9928 | 2.9897 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
| Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
| Profitability (%) | 51.4286 | 46.1538 | 56.6038 | 51.4286 | 46.1538 | 56.6038 |
| Ratio Avg Win / Avg Loss | 2.7092 | 3.8542 | 1.7202 | 1.4056 | 1.1583 | 2.2921 |
| Largest Winning Trade | 435121 | 435121 | 52213 | 3534496 | 3534496 | 2587244 |
| Largest Losing Trade | -34824 | -34824 | -28950 | -3509148 | -3509148 | -914299 |
| Avg Bars in Trades | 71 | 79 | 62 | 71 | 79 | 62 |
| Avg Bars in Winners | 89 | 91 | 88 | 89 | 91 | 88 |
| Avg Bars in Losers | 51 | 70 | 28 | 51 | 70 | 28 |
| Bars Traded | 7456 | 4154 | 3302 | 7456 | 4154 | 3302 |
| Profit Streak | 26.4741 | 0 | 33.2241 | 26.4741 | 0 | 33.2241 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 612180 | -165858 | -188435 | 383833 | -760662 | -164522 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7761,
"evaluation_days": 1940.25,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1595851200000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759576960236,
"expiration_time": 1764586728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 35,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
952127.668075281,
692001.1337467609,
260126.5343285198,
11402365.24790802,
-125679.9752949705,
11528045.22320299
],
[
952.127668,
692.001134,
260.126534,
11402.365248,
-125.679975,
11528.045223
],
[
0.490724,
0.356656,
0.134069,
0.244863,
0,
0.245424
],
[
10,
10,
10,
10,
10,
10
],
[
-72039,
-75406,
-36376,
-7836801,
-9092494,
-2110155
],
[
2.868556,
3.303583,
2.243728,
1.488332,
0.992841,
2.989671
],
[
105,
52,
53,
105,
52,
53
],
[
54,
24,
30,
54,
24,
30
],
[
51,
28,
23,
51,
28,
23
],
[
51.428571,
46.153846,
56.603774,
51.428571,
46.153846,
56.603774
],
[
2.709191,
3.85418,
1.720191,
1.405647,
1.158315,
2.292081
],
[
435121,
435121,
52213,
3534496,
3534496,
2587244
],
[
-34824,
-34824,
-28950,
-3509148,
-3509148,
-914299
],
[
71,
79,
62,
71,
79,
62
],
[
89,
91,
88,
89,
91,
88
],
[
51,
70,
28,
51,
70,
28
],
[
7456,
4154,
3302,
7456,
4154,
3302
],
[
26.474077,
0,
33.224077,
26.474077,
0,
33.224077
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
612180,
-165858,
-188435,
383833,
-760662,
-164522
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7761,
"evaluation_days": 1940.25,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1595851200000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759576960236,
"expiration_time": 1764586728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 35,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|