| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 327004.2102 | 319566.9207 | 7437.2895 | -72952.1362 | -7152.8508 | -65799.2854 |
| Total P&L (%) | 327.0042 | 319.5669 | 7.4373 | -72.9521 | -7.1529 | -65.7993 |
| Avg Daily Profit (%) | 0.169 | 0.1651 | 0.0038 | -0.0675 | -0.0038 | -0.0554 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134468 | -47445 | -176115 | -108052 | -25230 | -112017 |
| Profit Factor | 1.5034 | 2.1425 | 1.0201 | 0.7047 | 0.9105 | 0.6061 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
| Profitability (%) | 45.8333 | 41.6667 | 50 | 45.8333 | 41.6667 | 50 |
| Ratio Avg Win / Avg Loss | 1.7768 | 2.9995 | 1.0201 | 0.8328 | 1.2748 | 0.6061 |
| Largest Winning Trade | 277531 | 277531 | 62079 | 14828 | 11226 | 14828 |
| Largest Losing Trade | -83618 | -47445 | -83618 | -93135 | -11441 | -93135 |
| Avg Bars in Trades | 56 | 44 | 69 | 56 | 44 | 69 |
| Avg Bars in Winners | 86 | 64 | 105 | 86 | 64 | 105 |
| Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
| Bars Traded | 5448 | 2121 | 3327 | 5448 | 2121 | 3327 |
| 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 | 303457 | 296862 | -551779 | -582142 | -582263 | -580689 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5806,
"evaluation_days": 1935.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594915200000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759158554625,
"expiration_time": 1764149184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 104,
"offset": 0,
"a": 0.60102
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
327004.2101957484,
319566.9206768827,
7437.2895188656,
-72952.1361895223,
-7152.850772583,
-65799.2854169393
],
[
327.00421,
319.566921,
7.43729,
-72.952136,
-7.152851,
-65.799285
],
[
0.168966,
0.165123,
0.003843,
-0.06754,
-0.003835,
-0.055423
],
[
10,
10,
10,
10,
10,
10
],
[
-134468,
-47445,
-176115,
-108052,
-25230,
-112017
],
[
1.503414,
2.142501,
1.020108,
0.704668,
0.91054,
0.606137
],
[
96,
48,
48,
96,
48,
48
],
[
44,
20,
24,
44,
20,
24
],
[
52,
28,
24,
52,
28,
24
],
[
45.833333,
41.666667,
50,
45.833333,
41.666667,
50
],
[
1.776762,
2.999502,
1.020108,
0.832789,
1.274755,
0.606137
],
[
277531,
277531,
62079,
14828,
11226,
14828
],
[
-83618,
-47445,
-83618,
-93135,
-11441,
-93135
],
[
56,
44,
69,
56,
44,
69
],
[
86,
64,
105,
86,
64,
105
],
[
31,
29,
33,
31,
29,
33
],
[
5448,
2121,
3327,
5448,
2121,
3327
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303457,
296862,
-551779,
-582142,
-582263,
-580689
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5806,
"evaluation_days": 1935.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594915200000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759158554625,
"expiration_time": 1764149184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 104,
"offset": 0,
"a": 0.60102
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|