| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 803759.6158 | 657390.2844 | 146369.3314 | 1895834.1193 | 150327.8308 | 1745506.2885 |
| Total P&L (%) | 803.7596 | 657.3903 | 146.3693 | 1895.8341 | 150.3278 | 1745.5063 |
| Avg Daily Profit (%) | 0.4134 | 0.3381 | 0.0753 | 0.1541 | 0.0472 | 0.1501 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103865 | -68098 | -102631 | -1317227 | -886632 | -645266 |
| Profit Factor | 2.9062 | 4.2046 | 1.676 | 1.6656 | 1.0893 | 2.4993 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Profitability (%) | 43.1034 | 37.931 | 48.2759 | 43.1034 | 37.931 | 48.2759 |
| Ratio Avg Win / Avg Loss | 3.8362 | 6.8802 | 1.7958 | 2.1986 | 1.7824 | 2.6778 |
| Largest Winning Trade | 469875 | 469875 | 50620 | 657833 | 464593 | 657833 |
| Largest Losing Trade | -59996 | -35955 | -59996 | -399915 | -399915 | -341251 |
| Avg Bars in Trades | 194 | 151 | 236 | 194 | 151 | 236 |
| Avg Bars in Winners | 329 | 248 | 393 | 329 | 248 | 393 |
| Avg Bars in Losers | 91 | 92 | 91 | 91 | 92 | 91 |
| Bars Traded | 11261 | 4391 | 6870 | 11261 | 4391 | 6870 |
| Profit Streak | 55.133 | 65.133 | 0 | 55.133 | 65.133 | 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 | -166209 | 440643 | -89983 | -170819 | -255282 | 419362 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11666,
"evaluation_days": 1944.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595332800000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759936289439,
"expiration_time": 1764964512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 236,
"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": [
[
803759.6157816821,
657390.2844175877,
146369.3313640945,
1895834.11929161,
150327.8308046414,
1745506.2884869687
],
[
803.759616,
657.390284,
146.369331,
1895.834119,
150.327831,
1745.506288
],
[
0.413386,
0.338106,
0.07528,
0.154087,
0.047205,
0.150053
],
[
10,
10,
10,
10,
10,
10
],
[
-103865,
-68098,
-102631,
-1317227,
-886632,
-645266
],
[
2.906234,
4.204595,
1.676046,
1.665595,
1.089263,
2.499268
],
[
58,
29,
29,
58,
29,
29
],
[
25,
11,
14,
25,
11,
14
],
[
33,
18,
15,
33,
18,
15
],
[
43.103448,
37.931034,
48.275862,
43.103448,
37.931034,
48.275862
],
[
3.836229,
6.880246,
1.795763,
2.198585,
1.782431,
2.677787
],
[
469875,
469875,
50620,
657833,
464593,
657833
],
[
-59996,
-35955,
-59996,
-399915,
-399915,
-341251
],
[
194,
151,
236,
194,
151,
236
],
[
329,
248,
393,
329,
248,
393
],
[
91,
92,
91,
91,
92,
91
],
[
11261,
4391,
6870,
11261,
4391,
6870
],
[
55.13298,
65.13298,
0,
55.13298,
65.13298,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-166209,
440643,
-89983,
-170819,
-255282,
419362
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11666,
"evaluation_days": 1944.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595332800000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759936289439,
"expiration_time": 1764964512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 236,
"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) |
|---|