| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 727172.2161 | 668927.3664 | 58244.8497 | 208185.3201 | -86638.9294 | 294824.2494 |
| Total P&L (%) | 727.1722 | 668.9274 | 58.2449 | 208.1853 | -86.6389 | 294.8242 |
| Avg Daily Profit (%) | 0.3751 | 0.345 | 0.03 | 0.0581 | -0.1038 | 0.0709 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135453 | -114037 | -110512 | -1162197 | -868866 | -590905 |
| Profit Factor | 1.7093 | 2.3563 | 1.1095 | 1.0426 | 0.964 | 1.1188 |
| Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
| Winning Trades | 79 | 31 | 48 | 79 | 31 | 48 |
| Losing Trades | 149 | 83 | 66 | 149 | 83 | 66 |
| Profitability (%) | 34.6491 | 27.193 | 42.1053 | 34.6491 | 27.193 | 42.1053 |
| Ratio Avg Win / Avg Loss | 3.2238 | 6.3088 | 1.5255 | 1.9665 | 2.5809 | 1.5384 |
| Largest Winning Trade | 373593 | 373593 | 47759 | 691095 | 691095 | 309588 |
| Largest Losing Trade | -42972 | -23803 | -42972 | -242557 | -183937 | -242557 |
| Avg Bars in Trades | 100 | 83 | 118 | 100 | 83 | 118 |
| Avg Bars in Winners | 195 | 189 | 199 | 195 | 189 | 199 |
| Avg Bars in Losers | 50 | 44 | 58 | 50 | 44 | 58 |
| Bars Traded | 22997 | 9543 | 13454 | 22997 | 9543 | 13454 |
| Profit Streak | 18.7034 | 0 | 19.2034 | 18.7034 | 0 | 19.2034 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308088 | -6635 | -255288 | -292123 | -598400 | -189769 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23264,
"evaluation_days": 1938.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593727200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759495970877,
"expiration_time": 1765522828800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 247,
"offset": 0
}
},
"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": [
[
727172.2161393343,
668927.3664345784,
58244.8497047562,
208185.3200638861,
-86638.9293504514,
294824.2494143375
],
[
727.172216,
668.927366,
58.24485,
208.18532,
-86.638929,
294.824249
],
[
0.375088,
0.345044,
0.030044,
0.058074,
-0.103771,
0.070861
],
[
10,
10,
10,
10,
10,
10
],
[
-135453,
-114037,
-110512,
-1162197,
-868866,
-590905
],
[
1.709269,
2.356298,
1.109474,
1.04262,
0.963961,
1.118849
],
[
228,
114,
114,
228,
114,
114
],
[
79,
31,
48,
79,
31,
48
],
[
149,
83,
66,
149,
83,
66
],
[
34.649123,
27.192982,
42.105263,
34.649123,
27.192982,
42.105263
],
[
3.223812,
6.308797,
1.525527,
1.96646,
2.580929,
1.538417
],
[
373593,
373593,
47759,
691095,
691095,
309588
],
[
-42972,
-23803,
-42972,
-242557,
-183937,
-242557
],
[
100,
83,
118,
100,
83,
118
],
[
195,
189,
199,
195,
189,
199
],
[
50,
44,
58,
50,
44,
58
],
[
22997,
9543,
13454,
22997,
9543,
13454
],
[
18.703367,
0,
19.203367,
18.703367,
0,
19.203367
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308088,
-6635,
-255288,
-292123,
-598400,
-189769
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23264,
"evaluation_days": 1938.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593727200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759495970877,
"expiration_time": 1765522828800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 247,
"offset": 0
}
},
"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) |
|---|