| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 640192.8946 | 549043.3 | 91149.5946 | 103362.2483 | 36297.0882 | 67065.1601 |
| Total P&L (%) | 640.1929 | 549.0433 | 91.1496 | 103.3622 | 36.2971 | 67.0652 |
| Avg Daily Profit (%) | 0.3307 | 0.2836 | 0.0471 | 0.0367 | 0.016 | 0.0265 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -139928 | -109724 | -104552 | -200729 | -119181 | -102074 |
| Profit Factor | 2.1274 | 2.9035 | 1.3262 | 1.1943 | 1.1449 | 1.2382 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Profitability (%) | 50 | 46.3415 | 53.6585 | 50 | 46.3415 | 53.6585 |
| Ratio Avg Win / Avg Loss | 2.1274 | 3.362 | 1.1453 | 1.1943 | 1.3257 | 1.0694 |
| Largest Winning Trade | 483955 | 483955 | 65681 | 119225 | 119225 | 94489 |
| Largest Losing Trade | -78546 | -38934 | -78546 | -102074 | -38133 | -102074 |
| Avg Bars in Trades | 88 | 64 | 112 | 88 | 64 | 112 |
| Avg Bars in Winners | 120 | 80 | 156 | 120 | 80 | 156 |
| Avg Bars in Losers | 56 | 51 | 62 | 56 | 51 | 62 |
| Bars Traded | 7285 | 2656 | 4629 | 7285 | 2656 | 4629 |
| 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 | 159230 | 464726 | -129277 | -159494 | -236517 | -157436 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7744,
"evaluation_days": 1936,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1596780000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759206195775,
"expiration_time": 1764208512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
640192.8945729921,
549043.299988592,
91149.5945844,
103362.2482835666,
36297.0881981402,
67065.1600854263
],
[
640.192895,
549.0433,
91.149595,
103.362248,
36.297088,
67.06516
],
[
0.330678,
0.283597,
0.047081,
0.036671,
0.015996,
0.026512
],
[
10,
10,
10,
10,
10,
10
],
[
-139928,
-109724,
-104552,
-200729,
-119181,
-102074
],
[
2.127352,
2.903509,
1.326192,
1.194293,
1.144933,
1.238198
],
[
82,
41,
41,
82,
41,
41
],
[
41,
19,
22,
41,
19,
22
],
[
41,
22,
19,
41,
22,
19
],
[
50,
46.341463,
53.658537,
50,
46.341463,
53.658537
],
[
2.127352,
3.361958,
1.145347,
1.194293,
1.325712,
1.069353
],
[
483955,
483955,
65681,
119225,
119225,
94489
],
[
-78546,
-38934,
-78546,
-102074,
-38133,
-102074
],
[
88,
64,
112,
88,
64,
112
],
[
120,
80,
156,
120,
80,
156
],
[
56,
51,
62,
56,
51,
62
],
[
7285,
2656,
4629,
7285,
2656,
4629
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
159230,
464726,
-129277,
-159494,
-236517,
-157436
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7744,
"evaluation_days": 1936,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1596780000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759206195775,
"expiration_time": 1764208512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|