| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 859536.6293 | 722911.9748 | 136624.6545 | 619340.6494 | -244118.2434 | 863458.8928 |
| Total P&L (%) | 859.5366 | 722.912 | 136.6247 | 619.3406 | -244.1182 | 863.4589 |
| Avg Daily Profit (%) | 0.4418 | 0.3715 | 0.0702 | 0.1015 | 0 | 0.1165 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164678 | -110491 | -77592 | -620913 | -677319 | -443648 |
| Profit Factor | 2.1579 | 2.5769 | 1.4813 | 1.1864 | 0.8882 | 1.7578 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
| Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
| Profitability (%) | 42.5743 | 30 | 54.902 | 42.5743 | 30 | 54.902 |
| Ratio Avg Win / Avg Loss | 2.9107 | 6.0128 | 1.2168 | 1.6002 | 2.0725 | 1.4439 |
| Largest Winning Trade | 568888 | 568888 | 46285 | 498144 | 498144 | 264330 |
| Largest Losing Trade | -35459 | -32466 | -35459 | -443648 | -256859 | -443648 |
| Avg Bars in Trades | 55 | 60 | 50 | 55 | 60 | 50 |
| Avg Bars in Winners | 78 | 99 | 67 | 78 | 99 | 67 |
| Avg Bars in Losers | 37 | 43 | 28 | 37 | 43 | 28 |
| Bars Traded | 5584 | 3032 | 2552 | 5584 | 3032 | 2552 |
| Profit Streak | 25.1611 | 0 | 39.4944 | 25.1611 | 0 | 39.4944 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436795 | -173693 | -276860 | -73573 | -766111 | -213708 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5837,
"evaluation_days": 1945.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1596988800000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760039515805,
"expiration_time": 1765068768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 55,
"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": [
[
859536.6292704109,
722911.9747713928,
136624.6544990177,
619340.6494176146,
-244118.2434080747,
863458.892825689
],
[
859.536629,
722.911975,
136.624654,
619.340649,
-244.118243,
863.458893
],
[
0.441769,
0.371549,
0.07022,
0.101465,
0,
0.116499
],
[
10,
10,
10,
10,
10,
10
],
[
-164678,
-110491,
-77592,
-620913,
-677319,
-443648
],
[
2.157926,
2.576914,
1.481289,
1.186383,
0.888201,
1.757813
],
[
101,
50,
51,
101,
50,
51
],
[
43,
15,
28,
43,
15,
28
],
[
58,
35,
23,
58,
35,
23
],
[
42.574257,
30,
54.901961,
42.574257,
30,
54.901961
],
[
2.910691,
6.012799,
1.216773,
1.600237,
2.072469,
1.443918
],
[
568888,
568888,
46285,
498144,
498144,
264330
],
[
-35459,
-32466,
-35459,
-443648,
-256859,
-443648
],
[
55,
60,
50,
55,
60,
50
],
[
78,
99,
67,
78,
99,
67
],
[
37,
43,
28,
37,
43,
28
],
[
5584,
3032,
2552,
5584,
3032,
2552
],
[
25.161062,
0,
39.494396,
25.161063,
0,
39.494396
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436795,
-173693,
-276860,
-73573,
-766111,
-213708
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5837,
"evaluation_days": 1945.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1596988800000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760039515805,
"expiration_time": 1765068768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 55,
"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) |
|---|