| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 926088.6294 | 754936.7714 | 171151.858 | 2014972.2611 | -566983.077 | 2581955.3382 |
| Total P&L (%) | 926.0886 | 754.9368 | 171.1519 | 2014.9723 | -566.9831 | 2581.9553 |
| Avg Daily Profit (%) | 0.4798 | 0.3911 | 0.0887 | 0.1582 | 0 | 0.1705 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98386 | -101615 | -52066 | -5319393 | -4340052 | -2508002 |
| Profit Factor | 2.7779 | 3.3936 | 1.8328 | 1.1853 | 0.9114 | 1.5775 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
| Profitability (%) | 49.2537 | 38.2353 | 60.6061 | 49.2537 | 38.2353 | 60.6061 |
| Ratio Avg Win / Avg Loss | 2.862 | 5.482 | 1.1913 | 1.2212 | 1.4723 | 1.0254 |
| Largest Winning Trade | 503072 | 503072 | 47440 | 2947616 | 2947616 | 1648504 |
| Largest Losing Trade | -53013 | -30012 | -53013 | -2231204 | -2231204 | -1557075 |
| Avg Bars in Trades | 166 | 123 | 212 | 166 | 123 | 212 |
| Avg Bars in Winners | 270 | 222 | 301 | 270 | 222 | 301 |
| Avg Bars in Losers | 66 | 61 | 75 | 66 | 61 | 75 |
| Bars Traded | 11183 | 4184 | 6999 | 11183 | 4184 | 6999 |
| 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 | -105559 | 416459 | -70869 | -130280 | -583703 | 392972 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595361600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758793035565,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 97,
"offset": 0,
"a": 0.62601
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 238,
"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": [
[
926088.62937307,
754936.7713768757,
171151.8579961943,
2014972.2611471894,
-566983.0770293643,
2581955.3381765545
],
[
926.088629,
754.936771,
171.151858,
2014.972261,
-566.983077,
2581.955338
],
[
0.479757,
0.391092,
0.088665,
0.158213,
0,
0.170537
],
[
10,
10,
10,
10,
10,
10
],
[
-98386,
-101615,
-52066,
-5319393,
-4340052,
-2508002
],
[
2.777857,
3.393646,
1.832817,
1.185324,
0.911438,
1.577542
],
[
67,
34,
33,
67,
34,
33
],
[
33,
13,
20,
33,
13,
20
],
[
34,
21,
13,
34,
21,
13
],
[
49.253731,
38.235294,
60.606061,
49.253731,
38.235294,
60.606061
],
[
2.862035,
5.482043,
1.191331,
1.221243,
1.472323,
1.025402
],
[
503072,
503072,
47440,
2947616,
2947616,
1648504
],
[
-53013,
-30012,
-53013,
-2231204,
-2231204,
-1557075
],
[
166,
123,
212,
166,
123,
212
],
[
270,
222,
301,
270,
222,
301
],
[
66,
61,
75,
66,
61,
75
],
[
11183,
4184,
6999,
11183,
4184,
6999
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-105559,
416459,
-70869,
-130280,
-583703,
392972
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595361600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758793035565,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 97,
"offset": 0,
"a": 0.62601
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 238,
"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) |
|---|