| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 425242.2991 | 370610.46 | 54631.8391 | -11746.2047 | 7034.3667 | -18780.5714 |
| Total P&L (%) | 425.2423 | 370.6105 | 54.6318 | -11.7462 | 7.0344 | -18.7806 |
| Avg Daily Profit (%) | 0.2202 | 0.1919 | 0.0283 | -0.0065 | 0.0035 | -0.0108 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138098 | -114269 | -144255 | -119994 | -75606 | -139129 |
| Profit Factor | 1.5962 | 1.9143 | 1.1774 | 0.9728 | 1.0314 | 0.9094 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
| Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
| Profitability (%) | 43.5897 | 38.9831 | 48.2759 | 43.5897 | 38.9831 | 48.2759 |
| Ratio Avg Win / Avg Loss | 2.0656 | 2.9962 | 1.2615 | 1.2589 | 1.6144 | 0.9744 |
| Largest Winning Trade | 250537 | 250537 | 52023 | 39500 | 39500 | 28751 |
| Largest Losing Trade | -62546 | -49112 | -62546 | -76572 | -29038 | -76572 |
| Avg Bars in Trades | 31 | 35 | 27 | 31 | 35 | 27 |
| Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
| Avg Bars in Losers | 20 | 27 | 12 | 20 | 27 | 12 |
| Bars Traded | 3654 | 2082 | 1572 | 3654 | 2082 | 1572 |
| Profit Streak | 0 | 0 | 77.7952 | 0 | 0 | 77.7952 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 310196 | -170055 | -360497 | -581293 | -719981 | -759808 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3862,
"evaluation_days": 1931,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1600473600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758827108183,
"expiration_time": 1763720352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 30,
"offset": 0,
"multiplier": 1.12737
}
}
}
{
"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": [
[
425242.2990567441,
370610.4599924723,
54631.839064272,
-11746.2046870826,
7034.3667499486,
-18780.5714370312
],
[
425.242299,
370.61046,
54.631839,
-11.746205,
7.034367,
-18.780571
],
[
0.220219,
0.191927,
0.028292,
-0.006471,
0.003521,
-0.010772
],
[
10,
10,
10,
10,
10,
10
],
[
-138098,
-114269,
-144255,
-119994,
-75606,
-139129
],
[
1.596178,
1.914256,
1.177426,
0.972759,
1.031424,
0.909422
],
[
117,
59,
58,
117,
59,
58
],
[
51,
23,
28,
51,
23,
28
],
[
66,
36,
30,
66,
36,
30
],
[
43.589744,
38.983051,
48.275862,
43.589744,
38.983051,
48.275862
],
[
2.065642,
2.996227,
1.261528,
1.258864,
1.614404,
0.974381
],
[
250537,
250537,
52023,
39500,
39500,
28751
],
[
-62546,
-49112,
-62546,
-76572,
-29038,
-76572
],
[
31,
35,
27,
31,
35,
27
],
[
45,
47,
43,
45,
47,
43
],
[
20,
27,
12,
20,
27,
12
],
[
3654,
2082,
1572,
3654,
2082,
1572
],
[
0,
0,
77.795233,
0,
0,
77.795234
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310196,
-170055,
-360497,
-581293,
-719981,
-759808
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3862,
"evaluation_days": 1931,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1600473600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758827108183,
"expiration_time": 1763720352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 30,
"offset": 0,
"multiplier": 1.12737
}
}
}
| # | 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) |
|---|