| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 599784.7708 | 519414.3906 | 80370.3802 | 435087.1248 | 25502.3377 | 409584.7872 |
| Total P&L (%) | 599.7848 | 519.4144 | 80.3704 | 435.0871 | 25.5023 | 409.5848 |
| Avg Daily Profit (%) | 0.3106 | 0.269 | 0.0416 | 0.0869 | 0.0118 | 0.0844 |
| Buy And Hold Return (%) | 12.6724 | 12.6724 | 12.6724 | 12.6724 | 12.6724 | 12.6724 |
| Max Trade Drawdown | -105905 | -69758 | -89270 | -463819 | -356373 | -183592 |
| Profit Factor | 2.1741 | 3.2652 | 1.2855 | 1.3242 | 1.0343 | 1.6851 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 42.1875 | 40.625 | 43.75 | 42.1875 | 40.625 | 43.75 |
| Ratio Avg Win / Avg Loss | 2.9793 | 4.7723 | 1.6527 | 1.8146 | 1.5116 | 2.1665 |
| Largest Winning Trade | 323332 | 323332 | 52435 | 168171 | 168171 | 157390 |
| Largest Losing Trade | -77201 | -31244 | -77201 | -158089 | -158089 | -107456 |
| Avg Bars in Trades | 59 | 51 | 67 | 59 | 51 | 67 |
| Avg Bars in Winners | 91 | 77 | 105 | 91 | 77 | 105 |
| Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
| Bars Traded | 3820 | 1661 | 2159 | 3820 | 1661 | 2159 |
| Profit Streak | 38.5876 | 121.5876 | 0 | 38.5876 | 121.5876 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -133150 | 437383 | -139106 | -221870 | -368372 | -79588 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3862,
"evaluation_days": 1931,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1593302400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758809168148,
"expiration_time": 1763720352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 33,
"offset": 0,
"a": 0.47593
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 66,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
599784.7708088924,
519414.3905985053,
80370.3802103872,
435087.1248394623,
25502.3376530835,
409584.7871863788
],
[
599.784771,
519.414391,
80.37038,
435.087125,
25.502338,
409.584787
],
[
0.310608,
0.268987,
0.041621,
0.086897,
0.011764,
0.084366
],
[
12.672391,
12.672391,
12.672391,
12.672391,
12.672391,
12.672391
],
[
-105905,
-69758,
-89270,
-463819,
-356373,
-183592
],
[
2.17411,
3.265234,
1.285463,
1.324167,
1.034264,
1.685062
],
[
64,
32,
32,
64,
32,
32
],
[
27,
13,
14,
27,
13,
14
],
[
37,
19,
18,
37,
19,
18
],
[
42.1875,
40.625,
43.75,
42.1875,
40.625,
43.75
],
[
2.979336,
4.772265,
1.652739,
1.8146,
1.511617,
2.166508
],
[
323332,
323332,
52435,
168171,
168171,
157390
],
[
-77201,
-31244,
-77201,
-158089,
-158089,
-107456
],
[
59,
51,
67,
59,
51,
67
],
[
91,
77,
105,
91,
77,
105
],
[
36,
34,
38,
36,
34,
38
],
[
3820,
1661,
2159,
3820,
1661,
2159
],
[
38.587594,
121.587594,
0,
38.587594,
121.587594,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-133150,
437383,
-139106,
-221870,
-368372,
-79588
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3862,
"evaluation_days": 1931,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1593302400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758809168148,
"expiration_time": 1763720352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 33,
"offset": 0,
"a": 0.47593
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 66,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|