| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 271092.6681 | 378045.7099 | -106953.0418 | -90491.4436 | 22749.3399 | -113240.7835 |
| Total P&L (%) | 271.0927 | 378.0457 | -106.953 | -90.4914 | 22.7493 | -113.2408 |
| Avg Daily Profit (%) | 0.1393 | 0.1942 | -0.055 | -0.1208 | 0.0105 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -217592 | -150266 | -210444 | -95160 | -51913 | -123984 |
| Profit Factor | 1.1404 | 1.3935 | 0.8898 | 0.8748 | 1.0715 | 0.7201 |
| Total Trades | 578 | 289 | 289 | 578 | 289 | 289 |
| Winning Trades | 278 | 129 | 149 | 278 | 129 | 149 |
| Losing Trades | 300 | 160 | 140 | 300 | 160 | 140 |
| Profitability (%) | 48.0969 | 44.6367 | 51.5571 | 48.0969 | 44.6367 | 51.5571 |
| Ratio Avg Win / Avg Loss | 1.2306 | 1.7284 | 0.836 | 0.944 | 1.329 | 0.6766 |
| Largest Winning Trade | 355075 | 355075 | 33278 | 37328 | 37328 | 14767 |
| Largest Losing Trade | -51399 | -34428 | -51399 | -30257 | -18730 | -30257 |
| Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
| Avg Bars in Winners | 23 | 20 | 25 | 23 | 20 | 25 |
| Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
| Bars Traded | 11581 | 5498 | 6083 | 11581 | 5498 | 6083 |
| 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 | -70644 | 305505 | -579342 | -578220 | -326519 | -579342 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11678,
"evaluation_days": 1946.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592884800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760105144836,
"expiration_time": 1765142496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
271092.6681351212,
378045.7098863917,
-106953.0417512715,
-90491.4435804819,
22749.3399489235,
-113240.7835294056
],
[
271.092668,
378.04571,
-106.953042,
-90.491444,
22.74934,
-113.240784
],
[
0.139284,
0.194235,
-0.054951,
-0.12082,
0.010532,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-217592,
-150266,
-210444,
-95160,
-51913,
-123984
],
[
1.140381,
1.393509,
0.889787,
0.874773,
1.071527,
0.720094
],
[
578,
289,
289,
578,
289,
289
],
[
278,
129,
149,
278,
129,
149
],
[
300,
160,
140,
300,
160,
140
],
[
48.096886,
44.636678,
51.557093,
48.096886,
44.636678,
51.557093
],
[
1.230627,
1.728383,
0.836041,
0.944,
1.329025,
0.676598
],
[
355075,
355075,
33278,
37328,
37328,
14767
],
[
-51399,
-34428,
-51399,
-30257,
-18730,
-30257
],
[
20,
19,
21,
20,
19,
21
],
[
23,
20,
25,
23,
20,
25
],
[
17,
17,
16,
17,
17,
16
],
[
11581,
5498,
6083,
11581,
5498,
6083
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-70644,
305505,
-579342,
-578220,
-326519,
-579342
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11678,
"evaluation_days": 1946.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592884800000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760105144836,
"expiration_time": 1765142496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|