| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 623902.7592 | 472418.4756 | 151484.2835 | 2300290.4216 | 517144.7793 | 1783145.6423 |
| Total P&L (%) | 623.9028 | 472.4185 | 151.4843 | 2300.2904 | 517.1448 | 1783.1456 |
| Avg Daily Profit (%) | 0.3214 | 0.2433 | 0.078 | 0.1638 | 0.0938 | 0.1513 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129053 | -84189 | -88208 | -1115556 | -603340 | -760357 |
| Profit Factor | 2.1175 | 2.8167 | 1.5079 | 1.4264 | 1.2157 | 1.595 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
| Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Profitability (%) | 47.2222 | 44.4444 | 50 | 47.2222 | 44.4444 | 50 |
| Ratio Avg Win / Avg Loss | 2.3666 | 3.5208 | 1.5079 | 1.5942 | 1.5196 | 1.595 |
| Largest Winning Trade | 177493 | 177493 | 50934 | 782598 | 678686 | 782598 |
| Largest Losing Trade | -43638 | -39406 | -43638 | -475791 | -310606 | -475791 |
| Avg Bars in Trades | 52 | 43 | 60 | 52 | 43 | 60 |
| Avg Bars in Winners | 69 | 56 | 80 | 69 | 56 | 80 |
| Avg Bars in Losers | 36 | 33 | 40 | 36 | 33 | 40 |
| Bars Traded | 5624 | 2360 | 3264 | 5624 | 2360 | 3264 |
| 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 | 443122 | -168848 | -266355 | 320508 | -248871 | -169435 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5824,
"evaluation_days": 1941.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594310400000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759667426897,
"expiration_time": 1764683136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 44,
"offset": 0,
"poles": 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": [
[
623902.759170884,
472418.4756291573,
151484.2835417265,
2300290.421567123,
517144.7792927052,
1783145.6422744174
],
[
623.902759,
472.418476,
151.484284,
2300.290422,
517.144779,
1783.145642
],
[
0.321379,
0.243348,
0.078031,
0.163845,
0.093791,
0.151327
],
[
10,
10,
10,
10,
10,
10
],
[
-129053,
-84189,
-88208,
-1115556,
-603340,
-760357
],
[
2.117454,
2.816669,
1.507862,
1.426394,
1.215666,
1.595006
],
[
108,
54,
54,
108,
54,
54
],
[
51,
24,
27,
51,
24,
27
],
[
57,
30,
27,
57,
30,
27
],
[
47.222222,
44.444444,
50,
47.222222,
44.444444,
50
],
[
2.366567,
3.520836,
1.507862,
1.594205,
1.519582,
1.595006
],
[
177493,
177493,
50934,
782598,
678686,
782598
],
[
-43638,
-39406,
-43638,
-475791,
-310606,
-475791
],
[
52,
43,
60,
52,
43,
60
],
[
69,
56,
80,
69,
56,
80
],
[
36,
33,
40,
36,
33,
40
],
[
5624,
2360,
3264,
5624,
2360,
3264
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
443122,
-168848,
-266355,
320508,
-248871,
-169435
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5824,
"evaluation_days": 1941.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594310400000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759667426897,
"expiration_time": 1764683136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 44,
"offset": 0,
"poles": 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) |
|---|