| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 715530.6993 | 631681.9988 | 83848.7005 | 399858.1207 | -532622.881 | 932481.0017 |
| Total P&L (%) | 715.5307 | 631.682 | 83.8487 | 399.8581 | -532.6229 | 932.481 |
| Avg Daily Profit (%) | 0.3679 | 0.3247 | 0.0431 | 0.0828 | 0 | 0.1201 |
| Buy And Hold Return (%) | 15.9808 | 15.9808 | 15.9808 | 15.9808 | 15.9808 | 15.9808 |
| Max Trade Drawdown | -140651 | -98766 | -65601 | -2425161 | -1813488 | -893263 |
| Profit Factor | 1.8586 | 2.3847 | 1.2223 | 1.0506 | 0.8878 | 1.2959 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
| Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
| Profitability (%) | 41.6667 | 31.6667 | 51.6667 | 41.6667 | 31.6667 | 51.6667 |
| Ratio Avg Win / Avg Loss | 2.6021 | 5.146 | 1.1435 | 1.4709 | 1.9158 | 1.2123 |
| Largest Winning Trade | 403105 | 403105 | 52184 | 972411 | 972411 | 678482 |
| Largest Losing Trade | -44001 | -42421 | -44001 | -740563 | -740563 | -626475 |
| Avg Bars in Trades | 191 | 213 | 169 | 191 | 213 | 169 |
| Avg Bars in Winners | 287 | 335 | 258 | 287 | 335 | 258 |
| Avg Bars in Losers | 122 | 156 | 75 | 122 | 156 | 75 |
| Bars Traded | 22983 | 12792 | 10191 | 22983 | 12792 | 10191 |
| Profit Streak | 29.5795 | 0 | 39.4962 | 29.5795 | 0 | 39.4962 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 382234 | -162941 | -305308 | -249682 | -754587 | -200628 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23342,
"evaluation_days": 1945.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593568800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760061270125,
"expiration_time": 1766104646400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 163,
"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": [
[
715530.6993071999,
631681.9988356824,
83848.7004715174,
399858.1206817284,
-532622.880978168,
932481.001659897
],
[
715.530699,
631.681999,
83.8487,
399.858121,
-532.622881,
932.481002
],
[
0.36785,
0.324744,
0.043106,
0.08276,
0,
0.12009
],
[
15.980759,
15.980759,
15.980759,
15.980759,
15.980759,
15.980759
],
[
-140651,
-98766,
-65601,
-2425161,
-1813488,
-893263
],
[
1.858636,
2.384744,
1.222315,
1.050624,
0.887802,
1.29589
],
[
120,
60,
60,
120,
60,
60
],
[
50,
19,
31,
50,
19,
31
],
[
70,
41,
29,
70,
41,
29
],
[
41.666667,
31.666667,
51.666667,
41.666667,
31.666667,
51.666667
],
[
2.60209,
5.146028,
1.143456,
1.470873,
1.915784,
1.212284
],
[
403105,
403105,
52184,
972411,
972411,
678482
],
[
-44001,
-42421,
-44001,
-740563,
-740563,
-626475
],
[
191,
213,
169,
191,
213,
169
],
[
287,
335,
258,
287,
335,
258
],
[
122,
156,
75,
122,
156,
75
],
[
22983,
12792,
10191,
22983,
12792,
10191
],
[
29.579515,
0,
39.496182,
29.579515,
0,
39.496182
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382234,
-162941,
-305308,
-249682,
-754587,
-200628
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23342,
"evaluation_days": 1945.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593568800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760061270125,
"expiration_time": 1766104646400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 163,
"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) |
|---|