| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 819504.1689 | 742193.4082 | 77310.7608 | 186101.3445 | 6437.7847 | 179663.5598 |
| Total P&L (%) | 819.5042 | 742.1934 | 77.3108 | 186.1013 | 6.4378 | 179.6636 |
| Avg Daily Profit (%) | 0.4217 | 0.3819 | 0.0398 | 0.0541 | 0.0032 | 0.0529 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110315 | -124622 | -134623 | -275856 | -251352 | -128579 |
| Profit Factor | 1.7357 | 2.3805 | 1.1342 | 1.1023 | 1.0068 | 1.2064 |
| Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
| Winning Trades | 110 | 46 | 64 | 110 | 46 | 64 |
| Losing Trades | 150 | 84 | 66 | 150 | 84 | 66 |
| Profitability (%) | 42.3077 | 35.3846 | 49.2308 | 42.3077 | 35.3846 | 49.2308 |
| Ratio Avg Win / Avg Loss | 2.3669 | 4.3469 | 1.1696 | 1.5031 | 1.8385 | 1.2441 |
| Largest Winning Trade | 555789 | 555789 | 45772 | 168492 | 168492 | 113923 |
| Largest Losing Trade | -79461 | -33571 | -79461 | -64130 | -64130 | -63870 |
| Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
| Avg Bars in Winners | 47 | 43 | 50 | 47 | 43 | 50 |
| Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
| Bars Traded | 7602 | 3261 | 4341 | 7602 | 3261 | 4341 |
| 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 | 427302 | 306428 | -213220 | -228920 | -571873 | -123219 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7773,
"evaluation_days": 1943.25,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594101600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759829608795,
"expiration_time": 1764853704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 93,
"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": [
[
819504.1689337662,
742193.4081780768,
77310.7607556896,
186101.3445226008,
6437.7847220596,
179663.559800541
],
[
819.504169,
742.193408,
77.310761,
186.101345,
6.437785,
179.66356
],
[
0.421718,
0.381934,
0.039784,
0.054108,
0.003211,
0.052937
],
[
10,
10,
10,
10,
10,
10
],
[
-110315,
-124622,
-134623,
-275856,
-251352,
-128579
],
[
1.735708,
2.380457,
1.13416,
1.102283,
1.006782,
1.206447
],
[
260,
130,
130,
260,
130,
130
],
[
110,
46,
64,
110,
46,
64
],
[
150,
84,
66,
150,
84,
66
],
[
42.307692,
35.384615,
49.230769,
42.307692,
35.384615,
49.230769
],
[
2.366874,
4.346922,
1.169603,
1.503114,
1.838472,
1.244148
],
[
555789,
555789,
45772,
168492,
168492,
113923
],
[
-79461,
-33571,
-79461,
-64130,
-64130,
-63870
],
[
29,
25,
33,
29,
25,
33
],
[
47,
43,
50,
47,
43,
50
],
[
15,
14,
16,
15,
14,
16
],
[
7602,
3261,
4341,
7602,
3261,
4341
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
427302,
306428,
-213220,
-228920,
-571873,
-123219
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7773,
"evaluation_days": 1943.25,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594101600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759829608795,
"expiration_time": 1764853704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 93,
"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) |
|---|