| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 917491.5886 | 798784.3486 | 118707.24 | 1310538.1329 | -869201.1475 | 2179739.2804 |
| Total P&L (%) | 917.4916 | 798.7843 | 118.7072 | 1310.5381 | -869.2011 | 2179.7393 |
| Avg Daily Profit (%) | 0.4729 | 0.4117 | 0.0612 | 0.1365 | 0 | 0.1613 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78185 | -96481 | -33652 | -1600728 | -2020393 | -701921 |
| Profit Factor | 2.4757 | 3.2156 | 1.4545 | 1.1783 | 0.823 | 1.8937 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 34.9398 | 33.3333 | 36.5854 | 34.9398 | 33.3333 | 36.5854 |
| Ratio Avg Win / Avg Loss | 4.6099 | 6.4312 | 2.5211 | 2.1941 | 1.6459 | 3.2823 |
| Largest Winning Trade | 482587 | 482587 | 61839 | 964515 | 964515 | 919570 |
| Largest Losing Trade | -32286 | -30190 | -32286 | -752075 | -752075 | -536326 |
| Avg Bars in Trades | 137 | 139 | 134 | 137 | 139 | 134 |
| Avg Bars in Winners | 231 | 220 | 242 | 231 | 220 | 242 |
| Avg Bars in Losers | 86 | 99 | 72 | 86 | 99 | 72 |
| Bars Traded | 11397 | 5875 | 5522 | 11397 | 5875 | 5522 |
| 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 | 286347 | 343984 | -114269 | -40775 | -584438 | 220347 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11641,
"evaluation_days": 1940.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593734400000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759580029885,
"expiration_time": 1764593712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 125,
"offset": 0,
"a": 0.73948
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 39,
"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": [
[
917491.5886133288,
798784.34859805,
118707.2400152789,
1310538.13291682,
-869201.1474882246,
2179739.280405045
],
[
917.491589,
798.784349,
118.70724,
1310.538133,
-869.201147,
2179.73928
],
[
0.472892,
0.411708,
0.061184,
0.136502,
0,
0.161283
],
[
10,
10,
10,
10,
10,
10
],
[
-78185,
-96481,
-33652,
-1600728,
-2020393,
-701921
],
[
2.475709,
3.215575,
1.454472,
1.178329,
0.822968,
1.893653
],
[
83,
42,
41,
83,
42,
41
],
[
29,
14,
15,
29,
14,
15
],
[
54,
28,
26,
54,
28,
26
],
[
34.939759,
33.333333,
36.585366,
34.939759,
33.333333,
36.585366
],
[
4.60994,
6.43115,
2.521085,
2.19413,
1.645935,
3.282331
],
[
482587,
482587,
61839,
964515,
964515,
919570
],
[
-32286,
-30190,
-32286,
-752075,
-752075,
-536326
],
[
137,
139,
134,
137,
139,
134
],
[
231,
220,
242,
231,
220,
242
],
[
86,
99,
72,
86,
99,
72
],
[
11397,
5875,
5522,
11397,
5875,
5522
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
286347,
343984,
-114269,
-40775,
-584438,
220347
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11641,
"evaluation_days": 1940.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593734400000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759580029885,
"expiration_time": 1764593712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 125,
"offset": 0,
"a": 0.73948
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 39,
"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) |
|---|