| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 483074.179 | 434040.894 | 49033.2851 | 62724.1581 | -18372.093 | 81096.2511 |
| Total P&L (%) | 483.0742 | 434.0409 | 49.0333 | 62.7242 | -18.3721 | 81.0963 |
| Avg Daily Profit (%) | 0.2483 | 0.2231 | 0.0252 | 0.025 | -0.0104 | 0.0305 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109126 | -71408 | -152844 | -319785 | -251612 | -202157 |
| Profit Factor | 1.492 | 1.9714 | 1.0916 | 1.0394 | 0.9778 | 1.1061 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
| Losing Trades | 77 | 45 | 32 | 77 | 45 | 32 |
| Profitability (%) | 48.3221 | 40 | 56.7568 | 48.3221 | 40 | 56.7568 |
| Ratio Avg Win / Avg Loss | 1.5956 | 2.9571 | 0.8317 | 1.1116 | 1.4667 | 0.8428 |
| Largest Winning Trade | 111349 | 111349 | 55400 | 160079 | 160079 | 104503 |
| Largest Losing Trade | -81979 | -27080 | -81979 | -109847 | -64141 | -109847 |
| Avg Bars in Trades | 152 | 116 | 188 | 152 | 116 | 188 |
| Avg Bars in Winners | 211 | 144 | 260 | 211 | 144 | 260 |
| Avg Bars in Losers | 96 | 98 | 95 | 96 | 98 | 95 |
| Bars Traded | 22712 | 8748 | 13964 | 22712 | 8748 | 13964 |
| 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 | 365167 | -49283 | -345327 | -337342 | -639958 | -320856 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23347,
"evaluation_days": 1945.58,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593712800000,
"last_datapoint_time": 1760090400000,
"evaluation_time": 1760096334364,
"expiration_time": 1766141942400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 160,
"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": [
[
483074.1790426311,
434040.8939772998,
49033.2850653313,
62724.1580502719,
-18372.0930201432,
81096.2510704152
],
[
483.074179,
434.040894,
49.033285,
62.724158,
-18.372093,
81.096251
],
[
0.248293,
0.223091,
0.025202,
0.025028,
-0.010433,
0.030528
],
[
10,
10,
10,
10,
10,
10
],
[
-109126,
-71408,
-152844,
-319785,
-251612,
-202157
],
[
1.491961,
1.971407,
1.091631,
1.039422,
0.977784,
1.106131
],
[
149,
75,
74,
149,
75,
74
],
[
72,
30,
42,
72,
30,
42
],
[
77,
45,
32,
77,
45,
32
],
[
48.322148,
40,
56.756757,
48.322148,
40,
56.756757
],
[
1.59557,
2.95711,
0.831719,
1.111604,
1.466676,
0.842766
],
[
111349,
111349,
55400,
160079,
160079,
104503
],
[
-81979,
-27080,
-81979,
-109847,
-64141,
-109847
],
[
152,
116,
188,
152,
116,
188
],
[
211,
144,
260,
211,
144,
260
],
[
96,
98,
95,
96,
98,
95
],
[
22712,
8748,
13964,
22712,
8748,
13964
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365167,
-49283,
-345327,
-337342,
-639958,
-320856
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23347,
"evaluation_days": 1945.58,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593712800000,
"last_datapoint_time": 1760090400000,
"evaluation_time": 1760096334364,
"expiration_time": 1766141942400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 160,
"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) |
|---|