| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 337982.5453 | 412067.6244 | -74085.0791 | -404702.4354 | -43181.8886 | -361520.5468 |
| Total P&L (%) | 337.9825 | 412.0676 | -74.0851 | -404.7024 | -43.1819 | -361.5205 |
| Avg Daily Profit (%) | 0.1751 | 0.2135 | -0.0384 | 0 | -0.0293 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -266829 | -89558 | -232773 | -973362 | -472360 | -646611 |
| Profit Factor | 1.4559 | 2.6883 | 0.851 | 0.841 | 0.9522 | 0.7797 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 41 | 18 | 23 | 43 | 25 | 18 |
| Losing Trades | 49 | 27 | 22 | 47 | 20 | 27 |
| Profitability (%) | 45.5556 | 40 | 51.1111 | 47.7778 | 55.5556 | 40 |
| Ratio Avg Win / Avg Loss | 1.74 | 4.0325 | 0.814 | 0.9192 | 0.7618 | 1.1695 |
| Largest Winning Trade | 399070 | 399070 | 54137 | 300959 | 132315 | 300959 |
| Largest Losing Trade | -187484 | -38621 | -187484 | -342438 | -342438 | -260876 |
| Avg Bars in Trades | 83 | 72 | 94 | 83 | 72 | 94 |
| Avg Bars in Winners | 112 | 102 | 119 | 66 | 63 | 69 |
| Avg Bars in Losers | 58 | 51 | 67 | 98 | 83 | 110 |
| Bars Traded | 7484 | 3246 | 4238 | 7484 | 3246 | 4238 |
| Profit Streak | 0 | 0 | 0 | 141.3142 | 264.8142 | 141.3142 |
| Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 290427 | 325501 | -580567 | -579956 | -578640 | -581582 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7722,
"evaluation_days": 1930.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1595116800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758915144459,
"expiration_time": 1763719056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 148,
"offset": 0,
"std": 3.13842
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 137,
"offset": 0,
"std": 4.02929
}
}
}
{
"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": [
[
337982.5452722857,
412067.6243601892,
-74085.0790879034,
-404702.4353669249,
-43181.8886122511,
-361520.5467546736
],
[
337.982545,
412.067624,
-74.085079,
-404.702435,
-43.181889,
-361.520547
],
[
0.175075,
0.213451,
-0.038376,
0,
-0.029279,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-266829,
-89558,
-232773,
-973362,
-472360,
-646611
],
[
1.455888,
2.688321,
0.851026,
0.840957,
0.952222,
0.779669
],
[
90,
45,
45,
90,
45,
45
],
[
41,
18,
23,
43,
25,
18
],
[
49,
27,
22,
47,
20,
27
],
[
45.555556,
40,
51.111111,
47.777778,
55.555556,
40
],
[
1.739963,
4.032482,
0.814025,
0.919185,
0.761777,
1.169503
],
[
399070,
399070,
54137,
300959,
132315,
300959
],
[
-187484,
-38621,
-187484,
-342438,
-342438,
-260876
],
[
83,
72,
94,
83,
72,
94
],
[
112,
102,
119,
66,
63,
69
],
[
58,
51,
67,
98,
83,
110
],
[
7484,
3246,
4238,
7484,
3246,
4238
],
[
0,
0,
0,
141.314172,
264.814172,
141.314172
],
[
0,
0,
0,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
290427,
325501,
-580567,
-579956,
-578640,
-581582
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7722,
"evaluation_days": 1930.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1595116800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758915144459,
"expiration_time": 1763719056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 148,
"offset": 0,
"std": 3.13842
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 137,
"offset": 0,
"std": 4.02929
}
}
}
| # | 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) |
|---|