| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 280820.6362 | 332895.5541 | -52074.9179 | -300748.3626 | 162229.0305 | -462977.3931 |
| Total P&L (%) | 280.8206 | 332.8956 | -52.0749 | -300.7484 | 162.229 | -462.9774 |
| Avg Daily Profit (%) | 0.1448 | 0.1716 | -0.0268 | 0 | 0.0497 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -204296 | -86964 | -246241 | -783985 | -357225 | -569241 |
| Profit Factor | 1.2595 | 1.716 | 0.9156 | 0.8664 | 1.181 | 0.6583 |
| Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
| Winning Trades | 94 | 40 | 54 | 77 | 47 | 30 |
| Losing Trades | 79 | 47 | 32 | 96 | 40 | 56 |
| Profitability (%) | 54.3353 | 45.977 | 62.7907 | 44.5087 | 54.023 | 34.8837 |
| Ratio Avg Win / Avg Loss | 1.0585 | 2.0163 | 0.5426 | 1.0802 | 1.0051 | 1.2288 |
| Largest Winning Trade | 112203 | 112203 | 38072 | 95436 | 95436 | 90588 |
| Largest Losing Trade | -173449 | -41941 | -173449 | -213151 | -138700 | -213151 |
| Avg Bars in Trades | 43 | 39 | 48 | 43 | 39 | 48 |
| Avg Bars in Winners | 52 | 49 | 53 | 35 | 35 | 35 |
| Avg Bars in Losers | 34 | 30 | 39 | 50 | 44 | 55 |
| Bars Traded | 7577 | 3422 | 4156 | 7577 | 3422 | 4156 |
| Profit Streak | 0 | 0 | 34.0521 | 26.8021 | 32.3021 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 54993 | 314804 | -578624 | -579799 | -147235 | -585314 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7759,
"evaluation_days": 1939.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594015200000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759540503780,
"expiration_time": 1764542232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 41,
"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": [
[
280820.636158799,
332895.5541022391,
-52074.9179434401,
-300748.362633239,
162229.030504579,
-462977.3931378179
],
[
280.820636,
332.895554,
-52.074918,
-300.748363,
162.229031,
-462.977393
],
[
0.144772,
0.171618,
-0.026846,
0,
0.049712,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-204296,
-86964,
-246241,
-783985,
-357225,
-569241
],
[
1.259511,
1.715964,
0.915621,
0.86641,
1.180977,
0.658289
],
[
173,
87,
86,
173,
87,
86
],
[
94,
40,
54,
77,
47,
30
],
[
79,
47,
32,
96,
40,
56
],
[
54.33526,
45.977011,
62.790698,
44.508671,
54.022989,
34.883721
],
[
1.058525,
2.016258,
0.54259,
1.0802,
1.005087,
1.228806
],
[
112203,
112203,
38072,
95436,
95436,
90588
],
[
-173449,
-41941,
-173449,
-213151,
-138700,
-213151
],
[
43,
39,
48,
43,
39,
48
],
[
52,
49,
53,
35,
35,
35
],
[
34,
30,
39,
50,
44,
55
],
[
7577,
3422,
4156,
7577,
3422,
4156
],
[
0,
0,
34.052127,
26.802127,
32.302127,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
54993,
314804,
-578624,
-579799,
-147235,
-585314
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7759,
"evaluation_days": 1939.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594015200000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759540503780,
"expiration_time": 1764542232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 41,
"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) |
|---|