| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1014317.0728 | 844606.1398 | 169710.933 | 3135271.2609 | -1047513.3177 | 4182784.5785 |
| Total P&L (%) | 1014.3171 | 844.6061 | 169.7109 | 3135.2713 | -1047.5133 | 4182.7846 |
| Avg Daily Profit (%) | 0.5206 | 0.4335 | 0.0871 | 0.1786 | 0 | 0.193 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -77940 | -75193 | -48959 | -2917771 | -2074176 | -2203366 |
| Profit Factor | 2.8189 | 3.7896 | 1.6658 | 1.2687 | 0.8438 | 1.8428 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
| Losing Trades | 53 | 33 | 20 | 53 | 33 | 20 |
| Profitability (%) | 45.9184 | 32.6531 | 59.1837 | 45.9184 | 32.6531 | 59.1837 |
| Ratio Avg Win / Avg Loss | 3.32 | 7.8161 | 1.1488 | 1.4942 | 1.7404 | 1.2709 |
| Largest Winning Trade | 652149 | 652149 | 48374 | 1442825 | 1442825 | 1158671 |
| Largest Losing Trade | -42559 | -24292 | -42559 | -1239485 | -778795 | -1239485 |
| Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
| Avg Bars in Winners | 58 | 59 | 58 | 58 | 59 | 58 |
| Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
| Bars Traded | 3752 | 1642 | 2110 | 3752 | 1642 | 2110 |
| 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 | 533948 | 370467 | -73344 | 231149 | -584649 | 419415 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3897,
"evaluation_days": 1948.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1594382400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760265866989,
"expiration_time": 1765277712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 25,
"offset": 33
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 28,
"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": [
[
1014317.0727656574,
844606.1397993832,
169710.9329662743,
3135271.260879931,
-1047513.3176523056,
4182784.5785322385
],
[
1014.317073,
844.60614,
169.710933,
3135.271261,
-1047.513318,
4182.784579
],
[
0.520563,
0.433465,
0.087098,
0.178589,
0,
0.193011
],
[
10,
10,
10,
10,
10,
10
],
[
-77940,
-75193,
-48959,
-2917771,
-2074176,
-2203366
],
[
2.818904,
3.789629,
1.66583,
1.268659,
0.843817,
1.842774
],
[
98,
49,
49,
98,
49,
49
],
[
45,
16,
29,
45,
16,
29
],
[
53,
33,
20,
53,
33,
20
],
[
45.918367,
32.653061,
59.183673,
45.918367,
32.653061,
59.183673
],
[
3.320042,
7.816109,
1.148848,
1.494198,
1.740373,
1.270879
],
[
652149,
652149,
48374,
1442825,
1442825,
1158671
],
[
-42559,
-24292,
-42559,
-1239485,
-778795,
-1239485
],
[
38,
33,
43,
38,
33,
43
],
[
58,
59,
58,
58,
59,
58
],
[
20,
20,
21,
20,
20,
21
],
[
3752,
1642,
2110,
3752,
1642,
2110
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
533948,
370467,
-73344,
231149,
-584649,
419415
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3897,
"evaluation_days": 1948.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1594382400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760265866989,
"expiration_time": 1765277712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 25,
"offset": 33
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 28,
"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) |
|---|