| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1079989.7952 | 879490.9851 | 200498.8101 | 8419121.8227 | 335893.2682 | 8083228.5544 |
| Total P&L (%) | 1079.9898 | 879.491 | 200.4988 | 8419.1218 | 335.8933 | 8083.2286 |
| Avg Daily Profit (%) | 0.5597 | 0.4558 | 0.1039 | 0.2306 | 0.0763 | 0.2285 |
| Buy And Hold Return (%) | 14.0074 | 14.0074 | 14.0074 | 14.0074 | 14.0074 | 14.0074 |
| Max Trade Drawdown | -68700 | -47067 | -92962 | -4079678 | -4230459 | -2563558 |
| Profit Factor | 3.0853 | 4.4198 | 1.769 | 1.4704 | 1.0325 | 2.0694 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
| Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
| Profitability (%) | 48 | 38 | 58 | 48 | 38 | 58 |
| Ratio Avg Win / Avg Loss | 3.3424 | 7.2112 | 1.281 | 1.593 | 1.6846 | 1.4985 |
| Largest Winning Trade | 609184 | 609184 | 49248 | 4175629 | 4175629 | 3037274 |
| Largest Losing Trade | -48648 | -32441 | -48648 | -2025126 | -1317967 | -2025126 |
| Avg Bars in Trades | 228 | 170 | 286 | 228 | 170 | 286 |
| Avg Bars in Winners | 332 | 280 | 365 | 332 | 280 | 365 |
| Avg Bars in Losers | 132 | 102 | 176 | 132 | 102 | 176 |
| Bars Traded | 22823 | 8514 | 14309 | 22823 | 8514 | 14309 |
| 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 | 593814 | -167128 | -231049 | 360872 | -459443 | -167913 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23157,
"evaluation_days": 1929.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593504000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758837203620,
"expiration_time": 1764724694400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 132,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
1079989.7952097685,
879490.985075101,
200498.8101346673,
8419121.822689671,
335893.2682398576,
8083228.55444981
],
[
1079.989795,
879.490985,
200.49881,
8419.121823,
335.893268,
8083.228554
],
[
0.559653,
0.455754,
0.103899,
0.230601,
0.07632,
0.228512
],
[
14.007372,
14.007372,
14.007372,
14.007372,
14.007372,
14.007372
],
[
-68700,
-47067,
-92962,
-4079678,
-4230459,
-2563558
],
[
3.085298,
4.419777,
1.768994,
1.470428,
1.032492,
2.069352
],
[
100,
50,
50,
100,
50,
50
],
[
48,
19,
29,
48,
19,
29
],
[
52,
31,
21,
52,
31,
21
],
[
48,
38,
58,
48,
38,
58
],
[
3.342407,
7.211216,
1.280996,
1.592964,
1.684592,
1.498497
],
[
609184,
609184,
49248,
4175629,
4175629,
3037274
],
[
-48648,
-32441,
-48648,
-2025126,
-1317967,
-2025126
],
[
228,
170,
286,
228,
170,
286
],
[
332,
280,
365,
332,
280,
365
],
[
132,
102,
176,
132,
102,
176
],
[
22823,
8514,
14309,
22823,
8514,
14309
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
593814,
-167128,
-231049,
360872,
-459443,
-167913
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23157,
"evaluation_days": 1929.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593504000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758837203620,
"expiration_time": 1764724694400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 132,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|