| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -359689.9267 | 83961.6879 | -443651.6146 | -78265.6999 | -1799304.0143 | 1721038.3144 |
| Total P&L (%) | -359.6899 | 83.9617 | -443.6516 | -78.2657 | -1799.304 | 1721.0383 |
| Avg Daily Profit (%) | -0.1856 | 0.0433 | -0.2289 | -0.0787 | 0 | 0.1498 |
| Buy And Hold Return (%) | 17.545 | 17.545 | 17.545 | 17.545 | 17.545 | 17.545 |
| Max Trade Drawdown | -550855 | -205561 | -515653 | -2610673 | -2464548 | -1060878 |
| Profit Factor | 0.7474 | 1.1781 | 0.5344 | 0.9889 | 0.5904 | 1.6547 |
| Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
| Winning Trades | 268 | 130 | 138 | 212 | 102 | 110 |
| Losing Trades | 47 | 27 | 20 | 103 | 55 | 48 |
| Profitability (%) | 85.0794 | 82.8025 | 87.3418 | 67.3016 | 64.9682 | 69.6203 |
| Ratio Avg Win / Avg Loss | 0.1311 | 0.2447 | 0.0775 | 0.4804 | 0.3184 | 0.7221 |
| Largest Winning Trade | 28973 | 28973 | 14467 | 2110967 | 810728 | 2110967 |
| Largest Losing Trade | -322932 | -57991 | -322932 | -1518654 | -1518654 | -701745 |
| Avg Bars in Trades | 73 | 91 | 54 | 73 | 91 | 54 |
| Avg Bars in Winners | 19 | 18 | 19 | 28 | 29 | 26 |
| Avg Bars in Losers | 381 | 441 | 300 | 165 | 205 | 119 |
| Bars Traded | 23012 | 14339 | 8673 | 23012 | 14339 | 8673 |
| Profit Streak | 1.2225 | 0 | 18.0558 | 1.2225 | 0 | 18.0558 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577494 | -158107 | -574558 | -579634 | -578570 | 417666 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23262,
"evaluation_days": 1938.5,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593518400000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759483223822,
"expiration_time": 1765507910400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 218,
"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": [
[
-359689.9267013803,
83961.6878696074,
-443651.6145709878,
-78265.6999462486,
-1799304.0143467085,
1721038.3144004599
],
[
-359.689927,
83.961688,
-443.651615,
-78.2657,
-1799.304014,
1721.038314
],
[
-0.185551,
0.043313,
-0.228863,
-0.078704,
0,
0.149815
],
[
17.54503,
17.54503,
17.54503,
17.54503,
17.54503,
17.54503
],
[
-550855,
-205561,
-515653,
-2610673,
-2464548,
-1060878
],
[
0.74744,
1.178145,
0.534402,
0.988854,
0.590411,
1.654735
],
[
315,
157,
158,
315,
157,
158
],
[
268,
130,
138,
212,
102,
110
],
[
47,
27,
20,
103,
55,
48
],
[
85.079365,
82.802548,
87.341772,
67.301587,
64.968153,
69.620253
],
[
0.131081,
0.244692,
0.07745,
0.480434,
0.318359,
0.722066
],
[
28973,
28973,
14467,
2110967,
810728,
2110967
],
[
-322932,
-57991,
-322932,
-1518654,
-1518654,
-701745
],
[
73,
91,
54,
73,
91,
54
],
[
19,
18,
19,
28,
29,
26
],
[
381,
441,
300,
165,
205,
119
],
[
23012,
14339,
8673,
23012,
14339,
8673
],
[
1.222498,
0,
18.055831,
1.222498,
0,
18.055831
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577494,
-158107,
-574558,
-579634,
-578570,
417666
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23262,
"evaluation_days": 1938.5,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593518400000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759483223822,
"expiration_time": 1765507910400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 218,
"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) |
|---|