| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 943529.5127 | 772043.1169 | 171486.3958 | 2278775.2504 | -473727.0815 | 2752502.3318 |
| Total P&L (%) | 943.5295 | 772.0431 | 171.4864 | 2278.7753 | -473.7271 | 2752.5023 |
| Avg Daily Profit (%) | 0.4842 | 0.3962 | 0.088 | 0.1628 | 0 | 0.1721 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137608 | -98805 | -77617 | -2443288 | -1915571 | -958991 |
| Profit Factor | 2.7341 | 3.4015 | 1.7703 | 1.3324 | 0.8978 | 2.2415 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
| Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
| Profitability (%) | 35.7143 | 28.5714 | 42.8571 | 35.7143 | 28.5714 | 42.8571 |
| Ratio Avg Win / Avg Loss | 4.9213 | 8.5038 | 2.3603 | 2.3984 | 2.2446 | 2.9886 |
| Largest Winning Trade | 520951 | 520951 | 59661 | 1643111 | 1643111 | 1553042 |
| Largest Losing Trade | -48205 | -33768 | -48205 | -912623 | -912623 | -519524 |
| Avg Bars in Trades | 43 | 48 | 39 | 43 | 48 | 39 |
| Avg Bars in Winners | 71 | 80 | 65 | 71 | 80 | 65 |
| Avg Bars in Losers | 28 | 35 | 19 | 28 | 35 | 19 |
| Bars Traded | 3672 | 2029 | 1643 | 3672 | 2029 | 1643 |
| Profit Streak | 42.7558 | 43.7558 | 0 | 42.7558 | 43.7558 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 392570 | 98727 | -74838 | 156012 | -591477 | 335921 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3897,
"evaluation_days": 1948.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1598011200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760249304932,
"expiration_time": 1765277712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 22,
"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": [
[
943529.5126634252,
772043.1168770541,
171486.395786371,
2278775.2503523966,
-473727.0814621896,
2752502.331814586
],
[
943.529513,
772.043117,
171.486396,
2278.77525,
-473.727081,
2752.502332
],
[
0.484234,
0.396224,
0.088009,
0.162779,
0,
0.172115
],
[
10,
10,
10,
10,
10,
10
],
[
-137608,
-98805,
-77617,
-2443288,
-1915571,
-958991
],
[
2.734052,
3.401515,
1.770252,
1.332445,
0.897847,
2.24146
],
[
84,
42,
42,
84,
42,
42
],
[
30,
12,
18,
30,
12,
18
],
[
54,
30,
24,
54,
30,
24
],
[
35.714286,
28.571429,
42.857143,
35.714286,
28.571429,
42.857143
],
[
4.921293,
8.503786,
2.360336,
2.398401,
2.244618,
2.988613
],
[
520951,
520951,
59661,
1643111,
1643111,
1553042
],
[
-48205,
-33768,
-48205,
-912623,
-912623,
-519524
],
[
43,
48,
39,
43,
48,
39
],
[
71,
80,
65,
71,
80,
65
],
[
28,
35,
19,
28,
35,
19
],
[
3672,
2029,
1643,
3672,
2029,
1643
],
[
42.755844,
43.755844,
0,
42.755844,
43.755844,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392570,
98727,
-74838,
156012,
-591477,
335921
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3897,
"evaluation_days": 1948.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1598011200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760249304932,
"expiration_time": 1765277712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 22,
"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) |
|---|