| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 701308.0068 | 593853.4418 | 107454.565 | -1569621.0897 | -118963.362 | -1450657.7277 |
| Total P&L (%) | 701.308 | 593.8534 | 107.4546 | -1569.6211 | -118.9634 | -1450.6577 |
| Avg Daily Profit (%) | 0.3622 | 0.3067 | 0.0555 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133979 | -84209 | -152229 | -1612973 | -566818 | -1445971 |
| Profit Factor | 2.4123 | 4.0836 | 1.3535 | 0.6025 | 0.9206 | 0.4078 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 42 | 19 | 23 | 29 | 17 | 12 |
| Losing Trades | 32 | 18 | 14 | 45 | 20 | 25 |
| Profitability (%) | 56.7568 | 51.3514 | 62.1622 | 39.1892 | 45.9459 | 32.4324 |
| Ratio Avg Win / Avg Loss | 1.8379 | 3.8687 | 0.8239 | 0.9348 | 1.0831 | 0.8495 |
| Largest Winning Trade | 503832 | 503832 | 55717 | 325108 | 325108 | 275053 |
| Largest Losing Trade | -133899 | -30514 | -133899 | -517107 | -517107 | -389377 |
| Avg Bars in Trades | 73 | 52 | 94 | 73 | 52 | 94 |
| Avg Bars in Winners | 93 | 68 | 114 | 42 | 33 | 55 |
| Avg Bars in Losers | 46 | 35 | 61 | 93 | 69 | 112 |
| Bars Traded | 5439 | 1953 | 3486 | 5439 | 1953 | 3486 |
| Profit Streak | 0 | 0 | 324.1275 | 32.4609 | 33.7942 | 0 |
| Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -53604 | 585114 | -117122 | -653219 | -580141 | -587604 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5809,
"evaluation_days": 1936.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1597132800000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759230218145,
"expiration_time": 1764238176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
701308.0067759445,
593853.4417556318,
107454.5650203126,
-1569621.0897181192,
-118963.3619850923,
-1450657.7277330274
],
[
701.308007,
593.853442,
107.454565,
-1569.62109,
-118.963362,
-1450.657728
],
[
0.362184,
0.30669,
0.055494,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-133979,
-84209,
-152229,
-1612973,
-566818,
-1445971
],
[
2.412301,
4.083601,
1.353484,
0.602453,
0.920627,
0.407768
],
[
74,
37,
37,
74,
37,
37
],
[
42,
19,
23,
29,
17,
12
],
[
32,
18,
14,
45,
20,
25
],
[
56.756757,
51.351351,
62.162162,
39.189189,
45.945946,
32.432432
],
[
1.837944,
3.868675,
0.82386,
0.934841,
1.083091,
0.849516
],
[
503832,
503832,
55717,
325108,
325108,
275053
],
[
-133899,
-30514,
-133899,
-517107,
-517107,
-389377
],
[
73,
52,
94,
73,
52,
94
],
[
93,
68,
114,
42,
33,
55
],
[
46,
35,
61,
93,
69,
112
],
[
5439,
1953,
3486,
5439,
1953,
3486
],
[
0,
0,
324.127525,
32.460858,
33.794191,
0
],
[
0,
0,
4,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-53604,
585114,
-117122,
-653219,
-580141,
-587604
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5809,
"evaluation_days": 1936.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1597132800000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759230218145,
"expiration_time": 1764238176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|