| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 203258.5591 | 304159.3683 | -100900.8093 | -88757.8945 | 7471.2717 | -96229.1662 |
| Total P&L (%) | 203.2586 | 304.1594 | -100.9008 | -88.7579 | 7.4713 | -96.2292 |
| Avg Daily Profit (%) | 0.1046 | 0.1565 | -0.0519 | -0.1124 | 0.0037 | -0.1685 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -225001 | -196434 | -183907 | -140233 | -88572 | -102319 |
| Profit Factor | 1.1148 | 1.3398 | 0.8848 | 0.8595 | 1.0224 | 0.6772 |
| Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
| Winning Trades | 161 | 81 | 80 | 161 | 81 | 80 |
| Losing Trades | 177 | 88 | 89 | 177 | 88 | 89 |
| Profitability (%) | 47.6331 | 47.929 | 47.3373 | 47.6331 | 47.929 | 47.3373 |
| Ratio Avg Win / Avg Loss | 1.2256 | 1.4556 | 0.9843 | 0.9449 | 1.1108 | 0.7534 |
| Largest Winning Trade | 145574 | 145574 | 50219 | 46271 | 46271 | 15915 |
| Largest Losing Trade | -33165 | -30981 | -33165 | -28329 | -28279 | -28329 |
| Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
| Bars Traded | 5662 | 2845 | 2817 | 5662 | 2845 | 2817 |
| Profit Streak | 27.8281 | 27.8281 | 33.4948 | 27.8281 | 27.8281 | 33.4948 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144991 | 302023 | -580211 | -578151 | -548708 | -580211 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5830,
"evaluation_days": 1943.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1596268800000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759837948437,
"expiration_time": 1764861120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 41,
"offset": 110
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 69,
"na": 0.2,
"nb": 0.1,
"nc": 0.429
}
}
} {
"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": [
[
203258.5590573206,
304159.3683133915,
-100900.8092560706,
-88757.8945309144,
7471.2717002072,
-96229.1662311216
],
[
203.258559,
304.159368,
-100.900809,
-88.757895,
7.471272,
-96.229166
],
[
0.104593,
0.156515,
-0.051922,
-0.112399,
0.003708,
-0.168531
],
[
10,
10,
10,
10,
10,
10
],
[
-225001,
-196434,
-183907,
-140233,
-88572,
-102319
],
[
1.11478,
1.339818,
0.884788,
0.859476,
1.022405,
0.677249
],
[
338,
169,
169,
338,
169,
169
],
[
161,
81,
80,
161,
81,
80
],
[
177,
88,
89,
177,
88,
89
],
[
47.633136,
47.928994,
47.337278,
47.633136,
47.928994,
47.337278
],
[
1.225566,
1.455605,
0.984327,
0.94489,
1.110761,
0.75344
],
[
145574,
145574,
50219,
46271,
46271,
15915
],
[
-33165,
-30981,
-33165,
-28329,
-28279,
-28329
],
[
16,
16,
16,
16,
16,
16
],
[
16,
16,
16,
16,
16,
16
],
[
16,
16,
16,
16,
16,
16
],
[
5662,
2845,
2817,
5662,
2845,
2817
],
[
27.828107,
27.828107,
33.494773,
27.828107,
27.828107,
33.494774
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144991,
302023,
-580211,
-578151,
-548708,
-580211
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5830,
"evaluation_days": 1943.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1596268800000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759837948437,
"expiration_time": 1764861120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 41,
"offset": 110
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 69,
"na": 0.2,
"nb": 0.1,
"nc": 0.429
}
}
}
| # | 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) |
|---|