| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 347025.3968 | 298041.6582 | 48983.7386 | -496621.1934 | 13962.0315 | -510583.2249 |
| Total P&L (%) | 347.0254 | 298.0417 | 48.9837 | -496.6212 | 13.962 | -510.5832 |
| Avg Daily Profit (%) | 0.1787 | 0.1535 | 0.0252 | 0 | 0.0067 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -165766 | -58209 | -224110 | -561452 | -149089 | -529586 |
| Profit Factor | 1.5787 | 2.5539 | 1.1201 | 0.5688 | 1.0355 | 0.3267 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 53 | 26 | 27 | 40 | 21 | 19 |
| Losing Trades | 39 | 20 | 19 | 52 | 25 | 27 |
| Profitability (%) | 57.6087 | 56.5217 | 58.6957 | 43.4783 | 45.6522 | 41.3043 |
| Ratio Avg Win / Avg Loss | 1.1617 | 1.9646 | 0.7882 | 0.7394 | 1.2327 | 0.4642 |
| Largest Winning Trade | 125443 | 125443 | 60153 | 73630 | 73630 | 39741 |
| Largest Losing Trade | -135141 | -23363 | -135141 | -143301 | -80174 | -143301 |
| Avg Bars in Trades | 120 | 76 | 165 | 120 | 76 | 165 |
| Avg Bars in Winners | 138 | 72 | 202 | 119 | 91 | 149 |
| Avg Bars in Losers | 96 | 82 | 111 | 122 | 64 | 176 |
| Bars Traded | 11128 | 3528 | 7599 | 11128 | 3528 | 7599 |
| Profit Streak | 0 | 0 | 39.9581 | 31.6248 | 35.6248 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 376475 | 468420 | -248943 | -582528 | -408898 | -584086 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11651,
"evaluation_days": 1941.83,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594958400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759719579005,
"expiration_time": 1764742032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 53,
"offset": 0,
"std": 3.51209
}
}
} {
"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": [
[
347025.396766232,
298041.6581823279,
48983.7385839043,
-496621.193433499,
13962.0314978697,
-510583.2249313688
],
[
347.025397,
298.041658,
48.983739,
-496.621193,
13.962031,
-510.583225
],
[
0.17871,
0.153485,
0.025226,
0,
0.006731,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-165766,
-58209,
-224110,
-561452,
-149089,
-529586
],
[
1.578666,
2.553918,
1.120088,
0.568753,
1.035499,
0.326665
],
[
92,
46,
46,
92,
46,
46
],
[
53,
26,
27,
40,
21,
19
],
[
39,
20,
19,
52,
25,
27
],
[
57.608696,
56.521739,
58.695652,
43.478261,
45.652174,
41.304348
],
[
1.16166,
1.964552,
0.78821,
0.739379,
1.232737,
0.464208
],
[
125443,
125443,
60153,
73630,
73630,
39741
],
[
-135141,
-23363,
-135141,
-143301,
-80174,
-143301
],
[
120,
76,
165,
120,
76,
165
],
[
138,
72,
202,
119,
91,
149
],
[
96,
82,
111,
122,
64,
176
],
[
11128,
3528,
7599,
11128,
3528,
7599
],
[
0,
0,
39.95809,
31.624757,
35.624757,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
376475,
468420,
-248943,
-582528,
-408898,
-584086
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11651,
"evaluation_days": 1941.83,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594958400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759719579005,
"expiration_time": 1764742032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 53,
"offset": 0,
"std": 3.51209
}
}
}
| # | 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) |
|---|