| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 190070.0702 | 293133.7967 | -103063.7265 | -93489.418 | 504375.4554 | -597864.8734 |
| Total P&L (%) | 190.0701 | 293.1338 | -103.0637 | -93.4894 | 504.3755 | -597.8649 |
| Avg Daily Profit (%) | 0.0981 | 0.1513 | -0.0532 | -0.1409 | 0.0929 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -296304 | -183353 | -172473 | -607326 | -308915 | -640191 |
| Profit Factor | 1.2184 | 1.5197 | 0.6633 | 0.9298 | 1.9164 | 0.2355 |
| Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
| Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Profitability (%) | 60.7735 | 61.1111 | 60.4396 | 60.7735 | 61.1111 | 60.4396 |
| Ratio Avg Win / Avg Loss | 0.7864 | 0.9671 | 0.4342 | 0.6002 | 1.2195 | 0.1541 |
| Largest Winning Trade | 189839 | 189839 | 14553 | 400941 | 400941 | 34424 |
| Largest Losing Trade | -67188 | -67188 | -66734 | -307297 | -238060 | -307297 |
| Avg Bars in Trades | 121 | 229 | 15 | 121 | 229 | 15 |
| Avg Bars in Winners | 66 | 118 | 15 | 66 | 118 | 15 |
| Avg Bars in Losers | 206 | 404 | 14 | 206 | 404 | 14 |
| Bars Traded | 22020 | 20654 | 1366 | 22020 | 20654 | 1366 |
| Profit Streak | 54.0732 | 54.0732 | 163.9899 | 54.0732 | 54.0732 | 163.9899 |
| Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -60353 | 311528 | -577989 | -577027 | -64327 | -577989 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23253,
"evaluation_days": 1937.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592942400000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759419926619,
"expiration_time": 1765440777600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 22,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 139,
"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": [
[
190070.0702410032,
293133.7966996917,
-103063.7264586884,
-93489.4180149269,
504375.4553659799,
-597864.8733809066
],
[
190.07007,
293.133797,
-103.063726,
-93.489418,
504.375455,
-597.864873
],
[
0.098088,
0.151275,
-0.053187,
-0.140876,
0.092884,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-296304,
-183353,
-172473,
-607326,
-308915,
-640191
],
[
1.21843,
1.519699,
0.663324,
0.929833,
1.91641,
0.235464
],
[
181,
90,
91,
181,
90,
91
],
[
110,
55,
55,
110,
55,
55
],
[
71,
35,
36,
71,
35,
36
],
[
60.773481,
61.111111,
60.43956,
60.773481,
61.111111,
60.43956
],
[
0.786441,
0.967081,
0.434176,
0.600165,
1.219534,
0.154122
],
[
189839,
189839,
14553,
400941,
400941,
34424
],
[
-67188,
-67188,
-66734,
-307297,
-238060,
-307297
],
[
121,
229,
15,
121,
229,
15
],
[
66,
118,
15,
66,
118,
15
],
[
206,
404,
14,
206,
404,
14
],
[
22020,
20654,
1366,
22020,
20654,
1366
],
[
54.073225,
54.073225,
163.989891,
54.073225,
54.073225,
163.989891
],
[
3,
1,
7,
3,
1,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-60353,
311528,
-577989,
-577027,
-64327,
-577989
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23253,
"evaluation_days": 1937.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592942400000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759419926619,
"expiration_time": 1765440777600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 22,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 139,
"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) |
|---|