| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 389291.5512 | 308802.8451 | 80488.7061 | 159767.0861 | -41966.9906 | 201734.0767 |
| Total P&L (%) | 389.2916 | 308.8028 | 80.4887 | 159.7671 | -41.967 | 201.7341 |
| Avg Daily Profit (%) | 0.2008 | 0.1593 | 0.0415 | 0.0492 | -0.0281 | 0.057 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145782 | -76730 | -105300 | -1087823 | -398844 | -743952 |
| Profit Factor | 1.7432 | 2.4745 | 1.256 | 1.0809 | 0.9458 | 1.1681 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
| Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
| Profitability (%) | 43.5185 | 38.8889 | 48.1481 | 43.5185 | 38.8889 | 48.1481 |
| Ratio Avg Win / Avg Loss | 2.2625 | 3.8885 | 1.3527 | 1.4029 | 1.4862 | 1.2579 |
| Largest Winning Trade | 265152 | 265152 | 52186 | 404104 | 153247 | 404104 |
| Largest Losing Trade | -57331 | -29227 | -57331 | -418727 | -109676 | -418727 |
| Avg Bars in Trades | 33 | 25 | 41 | 33 | 25 | 41 |
| Avg Bars in Winners | 61 | 49 | 71 | 61 | 49 | 71 |
| Avg Bars in Losers | 11 | 9 | 14 | 11 | 9 | 14 |
| Bars Traded | 3612 | 1363 | 2249 | 3612 | 1363 | 2249 |
| Profit Streak | 0 | 0 | 32.905 | 0 | 0 | 32.905 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313160 | -172109 | -317424 | -260880 | -763209 | -332250 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3878,
"evaluation_days": 1939,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759441389179,
"expiration_time": 1764432288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.46418,
"nb": 0.1,
"nc": 0.78202
}
}
} {
"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": [
[
389291.5512208958,
308802.8450879218,
80488.7061329741,
159767.0861208749,
-41966.9905813686,
201734.0767022436
],
[
389.291551,
308.802845,
80.488706,
159.767086,
-41.966991,
201.734077
],
[
0.200769,
0.159259,
0.04151,
0.049244,
-0.02806,
0.056972
],
[
10,
10,
10,
10,
10,
10
],
[
-145782,
-76730,
-105300,
-1087823,
-398844,
-743952
],
[
1.743217,
2.474487,
1.256039,
1.080934,
0.945772,
1.168091
],
[
108,
54,
54,
108,
54,
54
],
[
47,
21,
26,
47,
21,
26
],
[
61,
33,
28,
61,
33,
28
],
[
43.518519,
38.888889,
48.148148,
43.518519,
38.888889,
48.148148
],
[
2.262474,
3.888479,
1.352657,
1.402914,
1.486213,
1.257944
],
[
265152,
265152,
52186,
404104,
153247,
404104
],
[
-57331,
-29227,
-57331,
-418727,
-109676,
-418727
],
[
33,
25,
41,
33,
25,
41
],
[
61,
49,
71,
61,
49,
71
],
[
11,
9,
14,
11,
9,
14
],
[
3612,
1363,
2249,
3612,
1363,
2249
],
[
0,
0,
32.904967,
0,
0,
32.904967
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313160,
-172109,
-317424,
-260880,
-763209,
-332250
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3878,
"evaluation_days": 1939,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759441389179,
"expiration_time": 1764432288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.46418,
"nb": 0.1,
"nc": 0.78202
}
}
}
| # | 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) |
|---|