| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1010100.524 | 787113.8369 | 222986.6871 | 8381175.2331 | 1102792.5888 | 7278382.6443 |
| Total P&L (%) | 1010.1005 | 787.1138 | 222.9867 | 8381.1752 | 1102.7926 | 7278.3826 |
| Avg Daily Profit (%) | 0.5191 | 0.4045 | 0.1146 | 0.2285 | 0.1279 | 0.2213 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119558 | -85293 | -69366 | -4779338 | -4049985 | -1656358 |
| Profit Factor | 2.2095 | 2.7772 | 1.5685 | 1.3546 | 1.0843 | 1.6898 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
| Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
| Profitability (%) | 49.3976 | 42.1687 | 56.6265 | 49.3976 | 42.1687 | 56.6265 |
| Ratio Avg Win / Avg Loss | 2.2634 | 3.8087 | 1.2014 | 1.3876 | 1.487 | 1.2943 |
| Largest Winning Trade | 373742 | 373742 | 49929 | 3092489 | 3092489 | 1918166 |
| Largest Losing Trade | -44034 | -25452 | -44034 | -1974597 | -1974597 | -1439331 |
| Avg Bars in Trades | 69 | 65 | 73 | 69 | 65 | 73 |
| Avg Bars in Winners | 92 | 86 | 96 | 92 | 86 | 96 |
| Avg Bars in Losers | 46 | 50 | 42 | 46 | 50 | 42 |
| Bars Traded | 11496 | 5424 | 6072 | 11496 | 5424 | 6072 |
| Profit Streak | 29.769 | 0 | 38.769 | 29.769 | 0 | 38.769 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 581225 | 421497 | -37212 | 355465 | -153038 | 409805 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11675,
"evaluation_days": 1945.83,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592539200000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760063245835,
"expiration_time": 1765098000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 164,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 42,
"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": [
[
1010100.5240010407,
787113.8368845262,
222986.6871165145,
8381175.233077781,
1102792.5887775703,
7278382.644300212
],
[
1010.100524,
787.113837,
222.986687,
8381.175233,
1102.792589,
7278.382644
],
[
0.51911,
0.404513,
0.114597,
0.228463,
0.127905,
0.221288
],
[
10,
10,
10,
10,
10,
10
],
[
-119558,
-85293,
-69366,
-4779338,
-4049985,
-1656358
],
[
2.2095,
2.777166,
1.568502,
1.354609,
1.084287,
1.689812
],
[
166,
83,
83,
166,
83,
83
],
[
82,
35,
47,
82,
35,
47
],
[
84,
48,
36,
84,
48,
36
],
[
49.39759,
42.168675,
56.626506,
49.39759,
42.168675,
56.626506
],
[
2.26339,
3.808685,
1.201406,
1.387648,
1.487023,
1.294324
],
[
373742,
373742,
49929,
3092489,
3092489,
1918166
],
[
-44034,
-25452,
-44034,
-1974597,
-1974597,
-1439331
],
[
69,
65,
73,
69,
65,
73
],
[
92,
86,
96,
92,
86,
96
],
[
46,
50,
42,
46,
50,
42
],
[
11496,
5424,
6072,
11496,
5424,
6072
],
[
29.769049,
0,
38.769049,
29.769049,
0,
38.769049
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
581225,
421497,
-37212,
355465,
-153038,
409805
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11675,
"evaluation_days": 1945.83,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592539200000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760063245835,
"expiration_time": 1765098000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 164,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 42,
"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) |
|---|