| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 737355.6137 | 746811.4317 | -9455.818 | -33904.0323 | -41100.7401 | 7196.7078 |
| Total P&L (%) | 737.3556 | 746.8114 | -9.4558 | -33.904 | -41.1007 | 7.1967 |
| Avg Daily Profit (%) | 0.3798 | 0.3846 | -0.0049 | -0.0213 | -0.0273 | 0.0036 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191978 | -195900 | -52037 | -903920 | -986421 | -105953 |
| Profit Factor | 2.0907 | 2.4113 | 0.9356 | 0.9811 | 0.9734 | 1.0289 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
| Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
| Profitability (%) | 45.5696 | 35.8974 | 55 | 45.5696 | 35.8974 | 55 |
| Ratio Avg Win / Avg Loss | 2.4972 | 4.3059 | 0.7655 | 1.1719 | 1.7382 | 0.8418 |
| Largest Winning Trade | 669047 | 669047 | 23336 | 827048 | 827048 | 37401 |
| Largest Losing Trade | -63550 | -63550 | -31541 | -369831 | -369831 | -52325 |
| Avg Bars in Trades | 143 | 261 | 28 | 143 | 261 | 28 |
| Avg Bars in Winners | 149 | 343 | 26 | 149 | 343 | 26 |
| Avg Bars in Losers | 137 | 215 | 29 | 137 | 215 | 29 |
| Bars Traded | 11310 | 10189 | 1121 | 11310 | 10189 | 1121 |
| Profit Streak | 8.7413 | 0 | 17.4079 | 8.7413 | 0 | 17.4079 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -18781 | 314855 | -579255 | -611442 | -583463 | -542732 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11650,
"evaluation_days": 1941.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594440000000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759700844918,
"expiration_time": 1764727200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 174,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
737355.6137178636,
746811.4316778238,
-9455.8179599605,
-33904.0323393105,
-41100.7401392837,
7196.7077999732
],
[
737.355614,
746.811432,
-9.455818,
-33.904032,
-41.10074,
7.196708
],
[
0.379753,
0.384623,
-0.00487,
-0.021323,
-0.027258,
0.003579
],
[
10,
10,
10,
10,
10,
10
],
[
-191978,
-195900,
-52037,
-903920,
-986421,
-105953
],
[
2.090685,
2.41131,
0.935625,
0.981115,
0.973414,
1.028865
],
[
79,
39,
40,
79,
39,
40
],
[
36,
14,
22,
36,
14,
22
],
[
43,
25,
18,
43,
25,
18
],
[
45.56962,
35.897436,
55,
45.56962,
35.897436,
55
],
[
2.497208,
4.305911,
0.765511,
1.171887,
1.73824,
0.841798
],
[
669047,
669047,
23336,
827048,
827048,
37401
],
[
-63550,
-63550,
-31541,
-369831,
-369831,
-52325
],
[
143,
261,
28,
143,
261,
28
],
[
149,
343,
26,
149,
343,
26
],
[
137,
215,
29,
137,
215,
29
],
[
11310,
10189,
1121,
11310,
10189,
1121
],
[
8.741261,
0,
17.407927,
8.741261,
0,
17.407927
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-18781,
314855,
-579255,
-611442,
-583463,
-542732
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11650,
"evaluation_days": 1941.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594440000000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759700844918,
"expiration_time": 1764727200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 174,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|