| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 371261.4785 | 440797.6813 | -69536.2027 | -90398.46 | 428.2039 | -90826.6639 |
| Total P&L (%) | 371.2615 | 440.7977 | -69.5362 | -90.3985 | 0.4282 | -90.8267 |
| Avg Daily Profit (%) | 0.1913 | 0.2272 | -0.0358 | -0.1207 | 0.0002 | -0.123 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -214372 | -101861 | -154005 | -99268 | -53524 | -81455 |
| Profit Factor | 1.4121 | 1.8525 | 0.8189 | 0.6937 | 1.003 | 0.3987 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Profitability (%) | 47.619 | 48.0769 | 47.1698 | 47.619 | 48.0769 | 47.1698 |
| Ratio Avg Win / Avg Loss | 1.5533 | 2.0007 | 0.9171 | 0.7631 | 1.0832 | 0.4465 |
| Largest Winning Trade | 432168 | 432168 | 33582 | 60531 | 60531 | 12144 |
| Largest Losing Trade | -54981 | -53113 | -54981 | -51236 | -24171 | -51236 |
| Avg Bars in Trades | 49 | 78 | 22 | 49 | 78 | 22 |
| Avg Bars in Winners | 53 | 75 | 31 | 53 | 75 | 31 |
| Avg Bars in Losers | 46 | 80 | 13 | 46 | 80 | 13 |
| Bars Traded | 5231 | 4060 | 1170 | 5231 | 4060 | 1170 |
| Profit Streak | 142.771 | 0 | 146.771 | 142.771 | 0 | 146.771 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336674 | -169434 | -761083 | -580852 | -756353 | -761083 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5821,
"evaluation_days": 1940.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594656000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759573810188,
"expiration_time": 1764594144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 144,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 95,
"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": [
[
371261.4785462312,
440797.6812672996,
-69536.2027210686,
-90398.4600221081,
428.2038563688,
-90826.6638784769
],
[
371.261479,
440.797681,
-69.536203,
-90.39846,
0.428204,
-90.826664
],
[
0.191339,
0.227177,
-0.035837,
-0.120692,
0.00022,
-0.123041
],
[
10,
10,
10,
10,
10,
10
],
[
-214372,
-101861,
-154005,
-99268,
-53524,
-81455
],
[
1.412092,
1.852532,
0.818856,
0.693749,
1.002971,
0.398697
],
[
105,
52,
53,
105,
52,
53
],
[
50,
25,
25,
50,
25,
25
],
[
55,
27,
28,
55,
27,
28
],
[
47.619048,
48.076923,
47.169811,
47.619048,
48.076923,
47.169811
],
[
1.553301,
2.000735,
0.917119,
0.763124,
1.083209,
0.44654
],
[
432168,
432168,
33582,
60531,
60531,
12144
],
[
-54981,
-53113,
-54981,
-51236,
-24171,
-51236
],
[
49,
78,
22,
49,
78,
22
],
[
53,
75,
31,
53,
75,
31
],
[
46,
80,
13,
46,
80,
13
],
[
5231,
4060,
1170,
5231,
4060,
1170
],
[
142.770951,
0,
146.770951,
142.770951,
0,
146.770951
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336674,
-169434,
-761083,
-580852,
-756353,
-761083
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5821,
"evaluation_days": 1940.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594656000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759573810188,
"expiration_time": 1764594144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 144,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 95,
"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) |
|---|