| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 651318.177 | 644068.7667 | 7249.4103 | 70397.996 | 47605.4112 | 22792.5847 |
| Total P&L (%) | 651.3182 | 644.0688 | 7.2494 | 70.398 | 47.6054 | 22.7926 |
| Avg Daily Profit (%) | 0.3348 | 0.3311 | 0.0037 | 0.0274 | 0.02 | 0.0106 |
| Buy And Hold Return (%) | 14.8732 | 14.8732 | 14.8732 | 14.8732 | 14.8732 | 14.8732 |
| Max Trade Drawdown | -219270 | -62235 | -222417 | -189396 | -73189 | -116207 |
| Profit Factor | 1.6586 | 2.9708 | 1.0109 | 1.0845 | 1.159 | 1.0427 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
| Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
| Profitability (%) | 35.503 | 34.1176 | 36.9048 | 35.503 | 34.1176 | 36.9048 |
| Ratio Avg Win / Avg Loss | 3.0132 | 5.7367 | 1.7284 | 1.9702 | 2.2382 | 1.7827 |
| Largest Winning Trade | 500776 | 500776 | 62492 | 71710 | 51661 | 71710 |
| Largest Losing Trade | -59350 | -25870 | -59350 | -56864 | -34812 | -56864 |
| Avg Bars in Trades | 44 | 19 | 70 | 44 | 19 | 70 |
| Avg Bars in Winners | 95 | 36 | 150 | 95 | 36 | 150 |
| Avg Bars in Losers | 16 | 10 | 23 | 16 | 10 | 23 |
| Bars Traded | 7555 | 1634 | 5921 | 7555 | 1634 | 5921 |
| 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 | 272833 | 309821 | -566410 | -289075 | -219743 | -366619 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7782,
"evaluation_days": 1945.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1593410400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760027348817,
"expiration_time": 1765053936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 69,
"offset": 0,
"std": 1.18805
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 21,
"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": [
[
651318.1770214441,
644068.7667190055,
7249.4103024385,
70397.9959539308,
47605.4112245016,
22792.5847294292
],
[
651.318177,
644.068767,
7.24941,
70.397996,
47.605411,
22.792585
],
[
0.334782,
0.331056,
0.003726,
0.027399,
0.020016,
0.010554
],
[
14.873201,
14.873201,
14.873201,
14.873201,
14.873201,
14.873201
],
[
-219270,
-62235,
-222417,
-189396,
-73189,
-116207
],
[
1.658635,
2.970789,
1.010949,
1.084489,
1.159045,
1.04269
],
[
169,
85,
84,
169,
85,
84
],
[
60,
29,
31,
60,
29,
31
],
[
109,
56,
53,
109,
56,
53
],
[
35.502959,
34.117647,
36.904762,
35.502959,
34.117647,
36.904762
],
[
3.013186,
5.736696,
1.728397,
1.970154,
2.238156,
1.782664
],
[
500776,
500776,
62492,
71710,
51661,
71710
],
[
-59350,
-25870,
-59350,
-56864,
-34812,
-56864
],
[
44,
19,
70,
44,
19,
70
],
[
95,
36,
150,
95,
36,
150
],
[
16,
10,
23,
16,
10,
23
],
[
7555,
1634,
5921,
7555,
1634,
5921
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
272833,
309821,
-566410,
-289075,
-219743,
-366619
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7782,
"evaluation_days": 1945.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1593410400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760027348817,
"expiration_time": 1765053936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 69,
"offset": 0,
"std": 1.18805
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 21,
"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) |
|---|