| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 651906.4952 | 601039.157 | 50867.3382 | 92810.9239 | -58349.3541 | 151160.278 |
| Total P&L (%) | 651.9065 | 601.0392 | 50.8673 | 92.8109 | -58.3494 | 151.1603 |
| Avg Daily Profit (%) | 0.3351 | 0.309 | 0.0261 | 0.0338 | -0.045 | 0.0474 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -178395 | -119104 | -150378 | -360189 | -306683 | -158269 |
| Profit Factor | 1.7173 | 2.2353 | 1.1204 | 1.072 | 0.9216 | 1.2772 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
| Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
| Profitability (%) | 46.729 | 35.8491 | 57.4074 | 46.729 | 35.8491 | 57.4074 |
| Ratio Avg Win / Avg Loss | 1.9577 | 4.0001 | 0.8313 | 1.222 | 1.6492 | 0.9476 |
| Largest Winning Trade | 376413 | 376413 | 46582 | 215373 | 215373 | 89490 |
| Largest Losing Trade | -50374 | -44203 | -50374 | -115874 | -115874 | -101725 |
| Avg Bars in Trades | 53 | 58 | 48 | 53 | 58 | 48 |
| Avg Bars in Winners | 69 | 82 | 60 | 69 | 82 | 60 |
| Avg Bars in Losers | 39 | 44 | 31 | 39 | 44 | 31 |
| Bars Traded | 5689 | 3096 | 2593 | 5689 | 3096 | 2593 |
| Profit Streak | 28.0513 | 0 | 39.3847 | 28.0513 | 0 | 39.3847 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 432005 | -172335 | -427479 | -289623 | -763558 | -309941 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5836,
"evaluation_days": 1945.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595088000000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760030035671,
"expiration_time": 1765039104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 54,
"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": [
[
651906.4952030123,
601039.1570426602,
50867.338160352,
92810.9238718511,
-58349.3541056117,
151160.2779774626
],
[
651.906495,
601.039157,
50.867338,
92.810924,
-58.349354,
151.160278
],
[
0.335114,
0.308965,
0.026148,
0.033755,
-0.045013,
0.047351
],
[
10,
10,
10,
10,
10,
10
],
[
-178395,
-119104,
-150378,
-360189,
-306683,
-158269
],
[
1.717252,
2.235339,
1.120437,
1.071955,
0.921627,
1.277183
],
[
107,
53,
54,
107,
53,
54
],
[
50,
19,
31,
50,
19,
31
],
[
57,
34,
23,
57,
34,
23
],
[
46.728972,
35.849057,
57.407407,
46.728972,
35.849057,
57.407407
],
[
1.957667,
4.00008,
0.831292,
1.222028,
1.649227,
0.947587
],
[
376413,
376413,
46582,
215373,
215373,
89490
],
[
-50374,
-44203,
-50374,
-115874,
-115874,
-101725
],
[
53,
58,
48,
53,
58,
48
],
[
69,
82,
60,
69,
82,
60
],
[
39,
44,
31,
39,
44,
31
],
[
5689,
3096,
2593,
5689,
3096,
2593
],
[
28.051339,
0,
39.384672,
28.051339,
0,
39.384672
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432005,
-172335,
-427479,
-289623,
-763558,
-309941
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5836,
"evaluation_days": 1945.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595088000000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760030035671,
"expiration_time": 1765039104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 54,
"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) |
|---|