| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 554752.4776 | 583431.0503 | -28678.5727 | -45611.6658 | 375075.9647 | -420687.6305 |
| Total P&L (%) | 554.7525 | 583.4311 | -28.6786 | -45.6117 | 375.076 | -420.6876 |
| Avg Daily Profit (%) | 0.2873 | 0.3021 | -0.0149 | -0.0315 | 0.0807 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -217785 | -199143 | -82850 | -1679409 | -1464872 | -590528 |
| Profit Factor | 1.5338 | 2.0478 | 0.9406 | 0.9884 | 1.1684 | 0.7549 |
| Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
| Winning Trades | 68 | 27 | 41 | 68 | 27 | 41 |
| Losing Trades | 109 | 61 | 48 | 109 | 61 | 48 |
| Profitability (%) | 38.4181 | 30.6818 | 46.0674 | 38.4181 | 30.6818 | 46.0674 |
| Ratio Avg Win / Avg Loss | 2.4586 | 4.6265 | 1.1011 | 1.5844 | 2.6397 | 0.8838 |
| Largest Winning Trade | 437851 | 437851 | 43532 | 1410131 | 1410131 | 157296 |
| Largest Losing Trade | -33211 | -33211 | -31155 | -364966 | -364966 | -197664 |
| Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
| Avg Bars in Winners | 30 | 38 | 25 | 30 | 38 | 25 |
| Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
| Bars Traded | 3784 | 1993 | 1791 | 3784 | 1993 | 1791 |
| Profit Streak | 13.7934 | 0 | 14.7934 | 13.7934 | 0 | 14.7934 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313451 | 188979 | -580090 | -580700 | -126881 | -581757 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3862,
"evaluation_days": 1931,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1594382400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758999752826,
"expiration_time": 1763720352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 58,
"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": [
[
554752.4776127187,
583431.050281793,
-28678.5726690742,
-45611.6658460001,
375075.9646756658,
-420687.6305216656
],
[
554.752478,
583.43105,
-28.678573,
-45.611666,
375.075965,
-420.687631
],
[
0.287288,
0.302139,
-0.014852,
-0.031534,
0.080732,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-217785,
-199143,
-82850,
-1679409,
-1464872,
-590528
],
[
1.533778,
2.047795,
0.94056,
0.988434,
1.168411,
0.754909
],
[
177,
88,
89,
177,
88,
89
],
[
68,
27,
41,
68,
27,
41
],
[
109,
61,
48,
109,
61,
48
],
[
38.418079,
30.681818,
46.067416,
38.418079,
30.681818,
46.067416
],
[
2.458557,
4.626499,
1.101143,
1.584402,
2.639744,
0.883796
],
[
437851,
437851,
43532,
1410131,
1410131,
157296
],
[
-33211,
-33211,
-31155,
-364966,
-364966,
-197664
],
[
21,
22,
20,
21,
22,
20
],
[
30,
38,
25,
30,
38,
25
],
[
15,
15,
15,
15,
15,
15
],
[
3784,
1993,
1791,
3784,
1993,
1791
],
[
13.793435,
0,
14.793435,
13.793435,
0,
14.793435
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313451,
188979,
-580090,
-580700,
-126881,
-581757
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3862,
"evaluation_days": 1931,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1594382400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758999752826,
"expiration_time": 1763720352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 58,
"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) |
|---|