| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 330608.1061 | 395664.197 | -65056.0909 | -85382.9721 | 20160.3382 | -105543.3104 |
| Total P&L (%) | 330.6081 | 395.6642 | -65.0561 | -85.383 | 20.1603 | -105.5433 |
| Avg Daily Profit (%) | 0.1702 | 0.2036 | -0.0335 | -0.0989 | 0.0095 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -241640 | -115796 | -210183 | -170590 | -67412 | -119469 |
| Profit Factor | 1.5102 | 2.4302 | 0.8248 | 0.689 | 1.1689 | 0.32 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
| Ratio Avg Win / Avg Loss | 1.9749 | 3.178 | 1.0786 | 0.9011 | 1.5285 | 0.4184 |
| Largest Winning Trade | 347126 | 347126 | 57836 | 76381 | 76381 | 7721 |
| Largest Losing Trade | -78004 | -58705 | -78004 | -51416 | -47521 | -51416 |
| Avg Bars in Trades | 62 | 33 | 91 | 62 | 33 | 91 |
| Avg Bars in Winners | 99 | 51 | 147 | 99 | 51 | 147 |
| Avg Bars in Losers | 34 | 19 | 49 | 34 | 19 | 49 |
| Bars Traded | 3744 | 992 | 2752 | 3744 | 992 | 2752 |
| 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 | -166246 | 347130 | -581751 | -756870 | -223276 | -583418 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3886,
"evaluation_days": 1943,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1595419200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759771380802,
"expiration_time": 1764788256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 82,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 31,
"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": [
[
330608.106064205,
395664.1970023338,
-65056.0909381289,
-85382.9721250197,
20160.3382402888,
-105543.3103653085
],
[
330.608106,
395.664197,
-65.056091,
-85.382972,
20.160338,
-105.54331
],
[
0.170153,
0.203636,
-0.033482,
-0.098921,
0.009453,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-241640,
-115796,
-210183,
-170590,
-67412,
-119469
],
[
1.51024,
2.430217,
0.824788,
0.689042,
1.168876,
0.319958
],
[
60,
30,
30,
60,
30,
30
],
[
26,
13,
13,
26,
13,
13
],
[
34,
17,
17,
34,
17,
17
],
[
43.333333,
43.333333,
43.333333,
43.333333,
43.333333,
43.333333
],
[
1.974929,
3.177976,
1.078569,
0.901055,
1.52853,
0.418406
],
[
347126,
347126,
57836,
76381,
76381,
7721
],
[
-78004,
-58705,
-78004,
-51416,
-47521,
-51416
],
[
62,
33,
91,
62,
33,
91
],
[
99,
51,
147,
99,
51,
147
],
[
34,
19,
49,
34,
19,
49
],
[
3744,
992,
2752,
3744,
992,
2752
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-166246,
347130,
-581751,
-756870,
-223276,
-583418
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3886,
"evaluation_days": 1943,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1595419200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759771380802,
"expiration_time": 1764788256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 82,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 31,
"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) |
|---|