| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 740094.7768 | 647374.8048 | 92719.9719 | 648298.906 | 102054.1529 | 546244.7531 |
| Total P&L (%) | 740.0948 | 647.3748 | 92.72 | 648.2989 | 102.0542 | 546.2448 |
| Avg Daily Profit (%) | 0.382 | 0.3341 | 0.0479 | 0.1039 | 0.0363 | 0.0964 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134590 | -104926 | -125201 | -411676 | -384578 | -298160 |
| Profit Factor | 2.0975 | 2.8588 | 1.2844 | 1.3314 | 1.0873 | 1.6942 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
| Profitability (%) | 39.4737 | 34.2105 | 44.7368 | 39.4737 | 34.2105 | 44.7368 |
| Ratio Avg Win / Avg Loss | 3.2162 | 5.4976 | 1.5866 | 2.0415 | 2.0909 | 2.0928 |
| Largest Winning Trade | 338803 | 338803 | 64296 | 393631 | 393631 | 377286 |
| Largest Losing Trade | -48205 | -36818 | -48205 | -265403 | -265403 | -132764 |
| Avg Bars in Trades | 49 | 60 | 38 | 49 | 60 | 38 |
| Avg Bars in Winners | 71 | 74 | 68 | 71 | 74 | 68 |
| Avg Bars in Losers | 34 | 52 | 13 | 34 | 52 | 13 |
| Bars Traded | 3739 | 2294 | 1445 | 3739 | 2294 | 1445 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -44289 | 306514 | -129933 | -110297 | -273917 | -62738 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3875,
"evaluation_days": 1937.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1594987200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759317046352,
"expiration_time": 1764298800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 14,
"offset": 0,
"scalar": 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": [
[
740094.7767645555,
647374.8048162673,
92719.9719482886,
648298.9059711098,
102054.1529159778,
546244.753055132
],
[
740.094777,
647.374805,
92.719972,
648.298906,
102.054153,
546.244753
],
[
0.381984,
0.334129,
0.047855,
0.103932,
0.036309,
0.096356
],
[
10,
10,
10,
10,
10,
10
],
[
-134590,
-104926,
-125201,
-411676,
-384578,
-298160
],
[
2.097526,
2.858764,
1.284376,
1.33144,
1.087291,
1.694187
],
[
76,
38,
38,
76,
38,
38
],
[
30,
13,
17,
30,
13,
17
],
[
46,
25,
21,
46,
25,
21
],
[
39.473684,
34.210526,
44.736842,
39.473684,
34.210526,
44.736842
],
[
3.216207,
5.497624,
1.586582,
2.041541,
2.090944,
2.092819
],
[
338803,
338803,
64296,
393631,
393631,
377286
],
[
-48205,
-36818,
-48205,
-265403,
-265403,
-132764
],
[
49,
60,
38,
49,
60,
38
],
[
71,
74,
68,
71,
74,
68
],
[
34,
52,
13,
34,
52,
13
],
[
3739,
2294,
1445,
3739,
2294,
1445
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-44289,
306514,
-129933,
-110297,
-273917,
-62738
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3875,
"evaluation_days": 1937.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1594987200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759317046352,
"expiration_time": 1764298800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 14,
"offset": 0,
"scalar": 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) |
|---|