| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 517545.9659 | 521054.2199 | -3508.254 | -6014.9084 | 4626.9167 | -10641.8251 |
| Total P&L (%) | 517.546 | 521.0542 | -3.5083 | -6.0149 | 4.6269 | -10.6418 |
| Avg Daily Profit (%) | 0.2673 | 0.2691 | -0.0018 | -0.0032 | 0.0023 | -0.0058 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -155399 | -165358 | -40154 | -2413457 | -2423560 | -377446 |
| Profit Factor | 1.3635 | 1.4707 | 0.9889 | 0.9992 | 1.0007 | 0.9917 |
| Total Trades | 479 | 239 | 240 | 479 | 239 | 240 |
| Winning Trades | 260 | 127 | 133 | 260 | 127 | 133 |
| Losing Trades | 219 | 112 | 107 | 219 | 112 | 107 |
| Profitability (%) | 54.2797 | 53.1381 | 55.4167 | 54.2797 | 53.1381 | 55.4167 |
| Ratio Avg Win / Avg Loss | 1.1485 | 1.297 | 0.7956 | 0.8416 | 0.8825 | 0.7979 |
| Largest Winning Trade | 223652 | 223652 | 13181 | 1500471 | 1500471 | 115306 |
| Largest Losing Trade | -50212 | -50212 | -22744 | -650409 | -650409 | -204666 |
| Avg Bars in Trades | 48 | 88 | 7 | 48 | 88 | 7 |
| Avg Bars in Winners | 41 | 76 | 7 | 41 | 76 | 7 |
| Avg Bars in Losers | 56 | 102 | 7 | 56 | 102 | 7 |
| Bars Traded | 23049 | 21196 | 1853 | 23049 | 21196 | 1853 |
| Profit Streak | 3.4532 | 3.4532 | 38.2032 | 3.4532 | 3.4532 | 38.2032 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 443000 | 364798 | -577666 | -577557 | -576463 | -577666 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23234,
"evaluation_days": 1936.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592481600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759279956605,
"expiration_time": 1765299052800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 75,
"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": [
[
517545.9659258579,
521054.2199174643,
-3508.2539916062,
-6014.9083874455,
4626.9166668925,
-10641.8250543376
],
[
517.545966,
521.05422,
-3.508254,
-6.014908,
4.626917,
-10.641825
],
[
0.267304,
0.269116,
-0.001812,
-0.003204,
0.002336,
-0.005811
],
[
10,
10,
10,
10,
10,
10
],
[
-155399,
-165358,
-40154,
-2413457,
-2423560,
-377446
],
[
1.363469,
1.470697,
0.98893,
0.999196,
1.000747,
0.991745
],
[
479,
239,
240,
479,
239,
240
],
[
260,
127,
133,
260,
127,
133
],
[
219,
112,
107,
219,
112,
107
],
[
54.279749,
53.138075,
55.416667,
54.279749,
53.138075,
55.416667
],
[
1.148461,
1.296993,
0.795605,
0.84163,
0.882549,
0.79787
],
[
223652,
223652,
13181,
1500471,
1500471,
115306
],
[
-50212,
-50212,
-22744,
-650409,
-650409,
-204666
],
[
48,
88,
7,
48,
88,
7
],
[
41,
76,
7,
41,
76,
7
],
[
56,
102,
7,
56,
102,
7
],
[
23049,
21196,
1853,
23049,
21196,
1853
],
[
3.453201,
3.453201,
38.203201,
3.453201,
3.453201,
38.203201
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
443000,
364798,
-577666,
-577557,
-576463,
-577666
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23234,
"evaluation_days": 1936.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592481600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759279956605,
"expiration_time": 1765299052800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 75,
"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) |
|---|