| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 704717.2585 | 599964.4815 | 104752.777 | 327394.2377 | 43932.1713 | 283462.0665 |
| Total P&L (%) | 704.7173 | 599.9645 | 104.7528 | 327.3942 | 43.9322 | 283.4621 |
| Avg Daily Profit (%) | 0.3627 | 0.3088 | 0.0539 | 0.0748 | 0.0187 | 0.0692 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -203019 | -87643 | -178547 | -129107 | -119116 | -104034 |
| Profit Factor | 2.4442 | 3.5728 | 1.4112 | 1.5379 | 1.1246 | 2.1074 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
| Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
| Profitability (%) | 43.1034 | 34.4828 | 51.7241 | 43.1034 | 34.4828 | 51.7241 |
| Ratio Avg Win / Avg Loss | 3.2264 | 6.7883 | 1.3171 | 2.03 | 2.1367 | 1.9669 |
| Largest Winning Trade | 494136 | 494136 | 67294 | 118670 | 74132 | 118670 |
| Largest Losing Trade | -63171 | -34254 | -63171 | -63818 | -58810 | -63818 |
| Avg Bars in Trades | 62 | 46 | 79 | 62 | 46 | 79 |
| Avg Bars in Winners | 109 | 89 | 123 | 109 | 89 | 123 |
| Avg Bars in Losers | 26 | 23 | 31 | 26 | 23 | 31 |
| Bars Traded | 3633 | 1338 | 2295 | 3633 | 1338 | 2295 |
| Profit Streak | 0 | 0 | 332.0634 | 0 | 0 | 332.0634 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -168095 | 346546 | -118646 | -272626 | -258174 | -95020 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3886,
"evaluation_days": 1943,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1597017600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759757475692,
"expiration_time": 1764788256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 24,
"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": [
[
704717.2585363279,
599964.4815073867,
104752.7770289412,
327394.2377040741,
43932.1712504482,
283462.0664536259
],
[
704.717259,
599.964482,
104.752777,
327.394238,
43.932171,
283.462066
],
[
0.362695,
0.308783,
0.053913,
0.074785,
0.018745,
0.069199
],
[
10,
10,
10,
10,
10,
10
],
[
-203019,
-87643,
-178547,
-129107,
-119116,
-104034
],
[
2.444229,
3.572796,
1.411185,
1.537879,
1.124561,
2.107354
],
[
58,
29,
29,
58,
29,
29
],
[
25,
10,
15,
25,
10,
15
],
[
33,
19,
14,
33,
19,
14
],
[
43.103448,
34.482759,
51.724138,
43.103448,
34.482759,
51.724138
],
[
3.226382,
6.788313,
1.317106,
2.03,
2.136667,
1.966864
],
[
494136,
494136,
67294,
118670,
74132,
118670
],
[
-63171,
-34254,
-63171,
-63818,
-58810,
-63818
],
[
62,
46,
79,
62,
46,
79
],
[
109,
89,
123,
109,
89,
123
],
[
26,
23,
31,
26,
23,
31
],
[
3633,
1338,
2295,
3633,
1338,
2295
],
[
0,
0,
332.063376,
0,
0,
332.063376
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168095,
346546,
-118646,
-272626,
-258174,
-95020
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3886,
"evaluation_days": 1943,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1597017600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759757475692,
"expiration_time": 1764788256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 24,
"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) |
|---|