| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 593513.9685 | 641742.8087 | -48228.8402 | -183673.5435 | 209330.807 | -393004.3505 |
| Total P&L (%) | 593.514 | 641.7428 | -48.2288 | -183.6735 | 209.3308 | -393.0044 |
| Avg Daily Profit (%) | 0.3048 | 0.3295 | -0.0248 | 0 | 0.058 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -180715 | -130760 | -165510 | -727120 | -421692 | -484011 |
| Profit Factor | 1.6027 | 2.438 | 0.9104 | 0.9014 | 1.2749 | 0.6434 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 72 | 31 | 41 | 71 | 40 | 31 |
| Losing Trades | 72 | 41 | 31 | 73 | 32 | 41 |
| Profitability (%) | 50 | 43.0556 | 56.9444 | 49.3056 | 55.5556 | 43.0556 |
| Ratio Avg Win / Avg Loss | 1.6027 | 3.2244 | 0.6884 | 0.9268 | 1.0199 | 0.8509 |
| Largest Winning Trade | 623454 | 623454 | 36003 | 233465 | 148850 | 233465 |
| Largest Losing Trade | -140033 | -36441 | -140033 | -361882 | -361882 | -137809 |
| Avg Bars in Trades | 78 | 72 | 84 | 78 | 72 | 84 |
| Avg Bars in Winners | 93 | 96 | 91 | 63 | 59 | 68 |
| Avg Bars in Losers | 62 | 53 | 74 | 92 | 87 | 95 |
| Bars Traded | 11247 | 5195 | 6052 | 11247 | 5195 | 6052 |
| Profit Streak | 0 | 0 | 0 | 43.6357 | 43.6357 | 93.8024 |
| Trades During Streak | 0 | 0 | 0 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 444518 | -68368 | -659058 | -579170 | -193014 | -661536 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11685,
"evaluation_days": 1947.5,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595275200000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760210123433,
"expiration_time": 1765246320000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 158,
"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": [
[
593513.9684887994,
641742.8086936299,
-48228.8402048305,
-183673.5434763014,
209330.8070370221,
-393004.3505133233
],
[
593.513968,
641.742809,
-48.22884,
-183.673543,
209.330807,
-393.004351
],
[
0.304757,
0.329521,
-0.024764,
0,
0.058001,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-180715,
-130760,
-165510,
-727120,
-421692,
-484011
],
[
1.602703,
2.437998,
0.910435,
0.90144,
1.274852,
0.643358
],
[
144,
72,
72,
144,
72,
72
],
[
72,
31,
41,
71,
40,
31
],
[
72,
41,
31,
73,
32,
41
],
[
50,
43.055556,
56.944444,
49.305556,
55.555556,
43.055556
],
[
1.602703,
3.224449,
0.688378,
0.926833,
1.019882,
0.850893
],
[
623454,
623454,
36003,
233465,
148850,
233465
],
[
-140033,
-36441,
-140033,
-361882,
-361882,
-137809
],
[
78,
72,
84,
78,
72,
84
],
[
93,
96,
91,
63,
59,
68
],
[
62,
53,
74,
92,
87,
95
],
[
11247,
5195,
6052,
11247,
5195,
6052
],
[
0,
0,
0,
43.635688,
43.635688,
93.802355
],
[
0,
0,
0,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
444518,
-68368,
-659058,
-579170,
-193014,
-661536
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11685,
"evaluation_days": 1947.5,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595275200000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760210123433,
"expiration_time": 1765246320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 158,
"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) |
|---|