| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 724567.7365 | 541634.49 | 182933.2465 | 833453.5089 | -134764.5957 | 968218.1046 |
| Total P&L (%) | 724.5677 | 541.6345 | 182.9332 | 833.4535 | -134.7646 | 968.2181 |
| Avg Daily Profit (%) | 0.3744 | 0.2799 | 0.0945 | 0.1155 | 0 | 0.1225 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93022 | -79932 | -83174 | -773516 | -752906 | -313656 |
| Profit Factor | 2.377 | 2.6607 | 1.9145 | 1.3068 | 0.9311 | 2.2747 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
| Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
| Profitability (%) | 63.75 | 55 | 72.5 | 63.75 | 55 | 72.5 |
| Ratio Avg Win / Avg Loss | 1.3516 | 2.1769 | 0.7262 | 0.7431 | 0.7618 | 0.8628 |
| Largest Winning Trade | 446260 | 446260 | 40395 | 366539 | 366539 | 283318 |
| Largest Losing Trade | -70362 | -36534 | -70362 | -365776 | -365776 | -256890 |
| Avg Bars in Trades | 69 | 105 | 32 | 69 | 105 | 32 |
| Avg Bars in Winners | 52 | 72 | 38 | 52 | 72 | 38 |
| Avg Bars in Losers | 97 | 147 | 15 | 97 | 147 | 15 |
| Bars Traded | 5524 | 4237 | 1287 | 5524 | 4237 | 1287 |
| Profit Streak | 131.298 | 131.298 | 324.9647 | 131.298 | 131.298 | 324.9647 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -7421 | 541439 | -61587 | -60317 | -579533 | -23224 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5806,
"evaluation_days": 1935.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1597910400000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759158548090,
"expiration_time": 1764149184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 208,
"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": [
[
724567.7365407638,
541634.4900344406,
182933.2465063232,
833453.5088708362,
-134764.5956824235,
968218.1045532597
],
[
724.567737,
541.63449,
182.933247,
833.453509,
-134.764596,
968.218105
],
[
0.37439,
0.279867,
0.094523,
0.115485,
0,
0.122461
],
[
10,
10,
10,
10,
10,
10
],
[
-93022,
-79932,
-83174,
-773516,
-752906,
-313656
],
[
2.377031,
2.660703,
1.914513,
1.306773,
0.931146,
2.274671
],
[
80,
40,
40,
80,
40,
40
],
[
51,
22,
29,
51,
22,
29
],
[
29,
18,
11,
29,
18,
11
],
[
63.75,
55,
72.5,
63.75,
55,
72.5
],
[
1.351645,
2.176939,
0.726195,
0.743067,
0.761847,
0.862806
],
[
446260,
446260,
40395,
366539,
366539,
283318
],
[
-70362,
-36534,
-70362,
-365776,
-365776,
-256890
],
[
69,
105,
32,
69,
105,
32
],
[
52,
72,
38,
52,
72,
38
],
[
97,
147,
15,
97,
147,
15
],
[
5524,
4237,
1287,
5524,
4237,
1287
],
[
131.29801,
131.29801,
324.964677,
131.29801,
131.29801,
324.964677
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-7421,
541439,
-61587,
-60317,
-579533,
-23224
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5806,
"evaluation_days": 1935.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1597910400000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759158548090,
"expiration_time": 1764149184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 208,
"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) |
|---|