| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 694262.8861 | 600080.7488 | 94182.1373 | -64804094.7976 | -18121555.566 | -46682539.2316 |
| Total P&L (%) | 694.2629 | 600.0807 | 94.1821 | -64804.0948 | -18121.5556 | -46682.5392 |
| Avg Daily Profit (%) | 0.3572 | 0.3087 | 0.0485 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -270259 | -38623 | -301807 | -140425861 | -46523971 | -107178203 |
| Profit Factor | 1.5949 | 2.5806 | 1.1196 | 0.7766 | 0.8513 | 0.7224 |
| Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
| Winning Trades | 131 | 68 | 63 | 108 | 57 | 51 |
| Losing Trades | 102 | 49 | 53 | 125 | 60 | 65 |
| Profitability (%) | 56.2232 | 58.1197 | 54.3103 | 46.3519 | 48.7179 | 43.9655 |
| Ratio Avg Win / Avg Loss | 1.2418 | 1.8595 | 0.9419 | 0.8988 | 0.8961 | 0.9207 |
| Largest Winning Trade | 100389 | 100389 | 58700 | 22924494 | 17467044 | 22924494 |
| Largest Losing Trade | -257016 | -31323 | -257016 | -27286782 | -17807636 | -27286782 |
| Avg Bars in Trades | 97 | 62 | 131 | 97 | 62 | 131 |
| Avg Bars in Winners | 92 | 50 | 137 | 104 | 75 | 138 |
| Avg Bars in Losers | 103 | 79 | 124 | 90 | 51 | 127 |
| Bars Traded | 22668 | 7368 | 15300 | 22668 | 7368 | 15300 |
| Profit Streak | 30.3812 | 47.4645 | 0 | 0 | 0 | 55.6312 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 497988 | 549248 | -218518 | -580977 | -581519 | -582388 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23325,
"evaluation_days": 1943.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593669600000,
"last_datapoint_time": 1759932000000,
"evaluation_time": 1759936134729,
"expiration_time": 1765977840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 105,
"offset": 0,
"std": 2.4847
}
}
} {
"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": [
[
694262.8860812931,
600080.7488194134,
94182.1372618797,
-64804094.797609895,
-18121555.56602534,
-46682539.23158453
],
[
694.262886,
600.080749,
94.182137,
-64804.094798,
-18121.555566,
-46682.539232
],
[
0.357177,
0.308723,
0.048454,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-270259,
-38623,
-301807,
-140425861,
-46523971,
-107178203
],
[
1.594853,
2.580575,
1.119603,
0.776552,
0.851288,
0.722396
],
[
233,
117,
116,
233,
117,
116
],
[
131,
68,
63,
108,
57,
51
],
[
102,
49,
53,
125,
60,
65
],
[
56.223176,
58.119658,
54.310345,
46.351931,
48.717949,
43.965517
],
[
1.241794,
1.859532,
0.941888,
0.898787,
0.896092,
0.9207
],
[
100389,
100389,
58700,
22924494,
17467044,
22924494
],
[
-257016,
-31323,
-257016,
-27286782,
-17807636,
-27286782
],
[
97,
62,
131,
97,
62,
131
],
[
92,
50,
137,
104,
75,
138
],
[
103,
79,
124,
90,
51,
127
],
[
22668,
7368,
15300,
22668,
7368,
15300
],
[
30.381189,
47.464522,
0,
0,
0,
55.631189
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
497988,
549248,
-218518,
-580977,
-581519,
-582388
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23325,
"evaluation_days": 1943.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593669600000,
"last_datapoint_time": 1759932000000,
"evaluation_time": 1759936134729,
"expiration_time": 1765977840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 105,
"offset": 0,
"std": 2.4847
}
}
}
| # | 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) |
|---|