| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 792544.7754 | 663810.2185 | 128734.5569 | 1422462.4311 | -1214370.2025 | 2636832.6336 |
| Total P&L (%) | 792.5448 | 663.8102 | 128.7346 | 1422.4624 | -1214.3702 | 2636.8326 |
| Avg Daily Profit (%) | 0.4094 | 0.3429 | 0.0665 | 0.1407 | 0 | 0.1711 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -136827 | -76974 | -82143 | -5902793 | -3500773 | -2832021 |
| Profit Factor | 1.9545 | 2.7085 | 1.2914 | 1.0963 | 0.8437 | 1.3764 |
| Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
| Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
| Losing Trades | 121 | 66 | 55 | 121 | 66 | 55 |
| Profitability (%) | 42.654 | 37.7358 | 47.619 | 42.654 | 37.7358 | 47.619 |
| Ratio Avg Win / Avg Loss | 2.6277 | 4.469 | 1.4205 | 1.4739 | 1.392 | 1.514 |
| Largest Winning Trade | 392692 | 392692 | 48344 | 2130673 | 2130673 | 1519468 |
| Largest Losing Trade | -46267 | -19844 | -46267 | -1406283 | -1406283 | -1286745 |
| Avg Bars in Trades | 107 | 83 | 132 | 107 | 83 | 132 |
| Avg Bars in Winners | 177 | 149 | 200 | 177 | 149 | 200 |
| Avg Bars in Losers | 55 | 43 | 70 | 55 | 43 | 70 |
| Bars Traded | 22759 | 8830 | 13928 | 22759 | 8830 | 13928 |
| 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 | 424345 | 337863 | -105315 | -121091 | -584152 | 297071 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23232,
"evaluation_days": 1936,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593864000000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759267998718,
"expiration_time": 1765284134400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 125,
"offset": 141
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
792544.7753789683,
663810.2184906718,
128734.5568882968,
1422462.4311273852,
-1214370.2025017308,
2636832.6336291153
],
[
792.544775,
663.810218,
128.734557,
1422.462431,
-1214.370203,
2636.832634
],
[
0.409372,
0.342877,
0.066495,
0.140745,
0,
0.171086
],
[
10,
10,
10,
10,
10,
10
],
[
-136827,
-76974,
-82143,
-5902793,
-3500773,
-2832021
],
[
1.954491,
2.708498,
1.291388,
1.096289,
0.843657,
1.376397
],
[
211,
106,
105,
211,
106,
105
],
[
90,
40,
50,
90,
40,
50
],
[
121,
66,
55,
121,
66,
55
],
[
42.654028,
37.735849,
47.619048,
42.654028,
37.735849,
47.619048
],
[
2.627704,
4.469022,
1.420526,
1.4739,
1.392035,
1.514037
],
[
392692,
392692,
48344,
2130673,
2130673,
1519468
],
[
-46267,
-19844,
-46267,
-1406283,
-1406283,
-1286745
],
[
107,
83,
132,
107,
83,
132
],
[
177,
149,
200,
177,
149,
200
],
[
55,
43,
70,
55,
43,
70
],
[
22759,
8830,
13928,
22759,
8830,
13928
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424345,
337863,
-105315,
-121091,
-584152,
297071
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23232,
"evaluation_days": 1936,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593864000000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759267998718,
"expiration_time": 1765284134400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 125,
"offset": 141
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|