| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 210211.7051 | 370003.6436 | -159791.9385 | -96962.073 | 7210.3579 | -104172.4309 |
| Total P&L (%) | 210.2117 | 370.0036 | -159.7919 | -96.9621 | 7.2104 | -104.1724 |
| Avg Daily Profit (%) | 0.1082 | 0.1904 | -0.0822 | -0.1796 | 0.0036 | 0 |
| Buy And Hold Return (%) | 12.6519 | 12.6519 | 12.6519 | 12.6519 | 12.6519 | 12.6519 |
| Max Trade Drawdown | -275932 | -206490 | -229616 | -100032 | -32255 | -76540 |
| Profit Factor | 1.1217 | 1.4515 | 0.8241 | 0.6677 | 1.0732 | 0.4613 |
| Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
| Winning Trades | 175 | 82 | 93 | 175 | 82 | 93 |
| Losing Trades | 171 | 91 | 80 | 171 | 91 | 80 |
| Profitability (%) | 50.578 | 47.3988 | 53.7572 | 50.578 | 47.3988 | 53.7572 |
| Ratio Avg Win / Avg Loss | 1.096 | 1.6108 | 0.7089 | 0.6525 | 1.191 | 0.3968 |
| Largest Winning Trade | 350364 | 350364 | 37327 | 13360 | 13360 | 9906 |
| Largest Losing Trade | -55406 | -36011 | -55406 | -39207 | -10614 | -39207 |
| Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
| Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
| Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
| Bars Traded | 5770 | 2733 | 3037 | 5770 | 2733 | 3037 |
| Profit Streak | 13.1614 | 0 | 17.8281 | 13.1614 | 0 | 17.8281 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -132506 | 333949 | -579096 | -578009 | -494144 | -579096 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5830,
"evaluation_days": 1943.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593302400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759837947100,
"expiration_time": 1764861120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 173,
"offset": 0,
"std": 2.58773
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
210211.7051138691,
370003.6436393732,
-159791.9385255041,
-96962.0729862121,
7210.3579436917,
-104172.4309299038
],
[
210.211705,
370.003644,
-159.791939,
-96.962073,
7.210358,
-104.172431
],
[
0.108171,
0.190397,
-0.082226,
-0.179633,
0.003583,
0
],
[
12.651875,
12.651875,
12.651875,
12.651875,
12.651875,
12.651875
],
[
-275932,
-206490,
-229616,
-100032,
-32255,
-76540
],
[
1.121664,
1.451457,
0.824062,
0.667736,
1.073248,
0.461322
],
[
346,
173,
173,
346,
173,
173
],
[
175,
82,
93,
175,
82,
93
],
[
171,
91,
80,
171,
91,
80
],
[
50.578035,
47.398844,
53.757225,
50.578035,
47.398844,
53.757225
],
[
1.096026,
1.610763,
0.708871,
0.652474,
1.191044,
0.396836
],
[
350364,
350364,
37327,
13360,
13360,
9906
],
[
-55406,
-36011,
-55406,
-39207,
-10614,
-39207
],
[
16,
15,
17,
16,
15,
17
],
[
18,
16,
19,
18,
16,
19
],
[
15,
15,
14,
15,
15,
14
],
[
5770,
2733,
3037,
5770,
2733,
3037
],
[
13.161425,
0,
17.828091,
13.161425,
0,
17.828091
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-132506,
333949,
-579096,
-578009,
-494144,
-579096
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5830,
"evaluation_days": 1943.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593302400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759837947100,
"expiration_time": 1764861120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 173,
"offset": 0,
"std": 2.58773
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|