| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 895442.8617 | 828511.5341 | 66931.3276 | 339922.2597 | 630755.3749 | -290833.1151 |
| Total P&L (%) | 895.4429 | 828.5115 | 66.9313 | 339.9223 | 630.7554 | -290.8331 |
| Avg Daily Profit (%) | 0.4637 | 0.4291 | 0.0347 | 0.0767 | 0.1031 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157951 | -127659 | -74204 | -1872507 | -1589525 | -985574 |
| Profit Factor | 1.8265 | 2.5408 | 1.1227 | 1.0421 | 1.168 | 0.9327 |
| Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
| Winning Trades | 64 | 22 | 42 | 64 | 22 | 42 |
| Losing Trades | 115 | 68 | 47 | 115 | 68 | 47 |
| Profitability (%) | 35.7542 | 24.4444 | 47.191 | 35.7542 | 24.4444 | 47.191 |
| Ratio Avg Win / Avg Loss | 3.2821 | 7.8535 | 1.2563 | 1.8725 | 3.61 | 1.0437 |
| Largest Winning Trade | 437851 | 437851 | 51814 | 1720886 | 1720886 | 599867 |
| Largest Losing Trade | -51730 | -35016 | -51730 | -801110 | -272080 | -801110 |
| Avg Bars in Trades | 21 | 19 | 22 | 21 | 19 | 22 |
| Avg Bars in Winners | 40 | 46 | 37 | 40 | 46 | 37 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 3789 | 1756 | 2032 | 3789 | 1756 | 2032 |
| Profit Streak | 29.8602 | 31.8602 | 0 | 29.8602 | 31.8602 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 359012 | -16919 | -233526 | -267370 | -121409 | -580242 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3862,
"evaluation_days": 1931,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1593129600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758875919066,
"expiration_time": 1763720352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 25,
"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": [
[
895442.8617169287,
828511.5340960368,
66931.3276208924,
339922.2597257684,
630755.3748599307,
-290833.1151341621
],
[
895.442862,
828.511534,
66.931328,
339.92226,
630.755375,
-290.833115
],
[
0.46372,
0.429058,
0.034661,
0.076748,
0.103052,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-157951,
-127659,
-74204,
-1872507,
-1589525,
-985574
],
[
1.82654,
2.540827,
1.122662,
1.042096,
1.167957,
0.93267
],
[
179,
90,
89,
179,
90,
89
],
[
64,
22,
42,
64,
22,
42
],
[
115,
68,
47,
115,
68,
47
],
[
35.75419,
24.444444,
47.191011,
35.75419,
24.444444,
47.191011
],
[
3.282063,
7.853465,
1.256312,
1.872516,
3.610049,
1.043703
],
[
437851,
437851,
51814,
1720886,
1720886,
599867
],
[
-51730,
-35016,
-51730,
-801110,
-272080,
-801110
],
[
21,
19,
22,
21,
19,
22
],
[
40,
46,
37,
40,
46,
37
],
[
10,
10,
10,
10,
10,
10
],
[
3789,
1756,
2032,
3789,
1756,
2032
],
[
29.860174,
31.860174,
0,
29.860174,
31.860174,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
359012,
-16919,
-233526,
-267370,
-121409,
-580242
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3862,
"evaluation_days": 1931,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1593129600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758875919066,
"expiration_time": 1763720352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 25,
"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) |
|---|