| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 841641.9098 | 689716.1738 | 151925.736 | 2198448.9597 | -225871.1658 | 2424320.1254 |
| Total P&L (%) | 841.6419 | 689.7162 | 151.9257 | 2198.449 | -225.8712 | 2424.3201 |
| Avg Daily Profit (%) | 0.4343 | 0.3559 | 0.0784 | 0.1619 | 0 | 0.1668 |
| Buy And Hold Return (%) | 18.5304 | 18.5304 | 18.5304 | 18.5304 | 18.5304 | 18.5304 |
| Max Trade Drawdown | -90954 | -86677 | -58931 | -2399322 | -2312408 | -1315543 |
| Profit Factor | 2.2996 | 3.0253 | 1.4947 | 1.2294 | 0.9587 | 1.5892 |
| Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
| Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
| Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
| Profitability (%) | 36.5217 | 27.5862 | 45.614 | 36.5217 | 27.5862 | 45.614 |
| Ratio Avg Win / Avg Loss | 3.9968 | 7.9414 | 1.7822 | 2.1369 | 2.5165 | 1.8948 |
| Largest Winning Trade | 418648 | 418648 | 47348 | 2012224 | 2012224 | 1305920 |
| Largest Losing Trade | -35710 | -22452 | -35710 | -924811 | -608773 | -924811 |
| Avg Bars in Trades | 198 | 160 | 235 | 198 | 160 | 235 |
| Avg Bars in Winners | 372 | 371 | 373 | 372 | 371 | 373 |
| Avg Bars in Losers | 97 | 80 | 120 | 97 | 80 | 120 |
| Bars Traded | 22782 | 9337 | 13445 | 22782 | 9337 | 13445 |
| Profit Streak | 32.6566 | 37.4899 | 0 | 32.6566 | 37.4899 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 360848 | -183055 | -267645 | 146901 | -776204 | -171045 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23253,
"evaluation_days": 1937.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593561600000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759419931627,
"expiration_time": 1765440777600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 106,
"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": [
[
841641.9097928868,
689716.1738242477,
151925.7359686397,
2198448.959660764,
-225871.1657766669,
2424320.1254374287
],
[
841.64191,
689.716174,
151.925736,
2198.44896,
-225.871166,
2424.320125
],
[
0.43434,
0.355937,
0.078403,
0.161907,
0,
0.166753
],
[
18.530437,
18.530437,
18.530437,
18.530437,
18.530437,
18.530437
],
[
-90954,
-86677,
-58931,
-2399322,
-2312408,
-1315543
],
[
2.299552,
3.025298,
1.494728,
1.229447,
0.958682,
1.589169
],
[
115,
58,
57,
115,
58,
57
],
[
42,
16,
26,
42,
16,
26
],
[
73,
42,
31,
73,
42,
31
],
[
36.521739,
27.586207,
45.614035,
36.521739,
27.586207,
45.614035
],
[
3.99684,
7.941408,
1.782175,
2.136896,
2.516541,
1.894778
],
[
418648,
418648,
47348,
2012224,
2012224,
1305920
],
[
-35710,
-22452,
-35710,
-924811,
-608773,
-924811
],
[
198,
160,
235,
198,
160,
235
],
[
372,
371,
373,
372,
371,
373
],
[
97,
80,
120,
97,
80,
120
],
[
22782,
9337,
13445,
22782,
9337,
13445
],
[
32.656616,
37.489949,
0,
32.656616,
37.489949,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
360848,
-183055,
-267645,
146901,
-776204,
-171045
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23253,
"evaluation_days": 1937.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593561600000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759419931627,
"expiration_time": 1765440777600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 106,
"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) |
|---|