| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 744142.423 | 639871.635 | 104270.7881 | 899134.5461 | -677250.3207 | 1576384.8668 |
| Total P&L (%) | 744.1424 | 639.8716 | 104.2708 | 899.1345 | -677.2503 | 1576.3849 |
| Avg Daily Profit (%) | 0.3847 | 0.3308 | 0.0539 | 0.1191 | 0 | 0.1459 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -127686 | -93711 | -65691 | -1545558 | -1516129 | -746081 |
| Profit Factor | 2.2719 | 3.1608 | 1.3609 | 1.1533 | 0.7905 | 1.5991 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
| Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
| Profitability (%) | 40.7895 | 34.2105 | 47.3684 | 40.7895 | 34.2105 | 47.3684 |
| Ratio Avg Win / Avg Loss | 3.2979 | 6.0785 | 1.5121 | 1.6742 | 1.5202 | 1.7768 |
| Largest Winning Trade | 414108 | 414108 | 52978 | 720453 | 655029 | 720453 |
| Largest Losing Trade | -31492 | -31492 | -28053 | -465527 | -465527 | -459051 |
| Avg Bars in Trades | 148 | 119 | 176 | 148 | 119 | 176 |
| Avg Bars in Winners | 253 | 212 | 283 | 253 | 212 | 283 |
| Avg Bars in Losers | 75 | 71 | 80 | 75 | 71 | 80 |
| Bars Traded | 11256 | 4547 | 6709 | 11256 | 4547 | 6709 |
| 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 | -43418 | 326473 | -120376 | -141744 | -584127 | 147360 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11606,
"evaluation_days": 1934.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594728000000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759076201135,
"expiration_time": 1764074592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 43,
"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": [
[
744142.4230406245,
639871.6349559585,
104270.7880846661,
899134.5461110944,
-677250.3206623339,
1576384.8667734277
],
[
744.142423,
639.871635,
104.270788,
899.134546,
-677.250321,
1576.384867
],
[
0.384703,
0.330798,
0.053905,
0.119064,
0,
0.145853
],
[
10,
10,
10,
10,
10,
10
],
[
-127686,
-93711,
-65691,
-1545558,
-1516129,
-746081
],
[
2.271885,
3.160814,
1.360867,
1.153335,
0.790487,
1.599075
],
[
76,
38,
38,
76,
38,
38
],
[
31,
13,
18,
31,
13,
18
],
[
45,
25,
20,
45,
25,
20
],
[
40.789474,
34.210526,
47.368421,
40.789474,
34.210526,
47.368421
],
[
3.297897,
6.078489,
1.512074,
1.674196,
1.520166,
1.77675
],
[
414108,
414108,
52978,
720453,
655029,
720453
],
[
-31492,
-31492,
-28053,
-465527,
-465527,
-459051
],
[
148,
119,
176,
148,
119,
176
],
[
253,
212,
283,
253,
212,
283
],
[
75,
71,
80,
75,
71,
80
],
[
11256,
4547,
6709,
11256,
4547,
6709
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-43418,
326473,
-120376,
-141744,
-584127,
147360
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11606,
"evaluation_days": 1934.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594728000000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759076201135,
"expiration_time": 1764074592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 43,
"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) |
|---|