| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 750201.711 | 639623.0383 | 110578.6727 | 848746.4886 | 117970.3774 | 730776.1112 |
| Total P&L (%) | 750.2017 | 639.623 | 110.5787 | 848.7465 | 117.9704 | 730.7761 |
| Avg Daily Profit (%) | 0.3888 | 0.3315 | 0.0573 | 0.1167 | 0.0404 | 0.1098 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99973 | -89222 | -109532 | -388694 | -418109 | -234094 |
| Profit Factor | 2.029 | 2.8907 | 1.283 | 1.3202 | 1.0849 | 1.5796 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
| Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
| Profitability (%) | 39.604 | 29.4118 | 50 | 39.604 | 29.4118 | 50 |
| Ratio Avg Win / Avg Loss | 3.0942 | 6.9376 | 1.283 | 2.0133 | 2.6037 | 1.5796 |
| Largest Winning Trade | 380988 | 380988 | 56318 | 421769 | 421769 | 230965 |
| Largest Losing Trade | -51262 | -19563 | -51262 | -234094 | -147043 | -234094 |
| Avg Bars in Trades | 224 | 144 | 306 | 224 | 144 | 306 |
| Avg Bars in Winners | 403 | 300 | 466 | 403 | 300 | 466 |
| Avg Bars in Losers | 107 | 80 | 147 | 107 | 80 | 147 |
| Bars Traded | 22720 | 7390 | 15329 | 22720 | 7390 | 15329 |
| 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 | 350395 | -176023 | -296479 | -39295 | -455700 | -223177 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23157,
"evaluation_days": 1929.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593720000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758878183064,
"expiration_time": 1764724694400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 118,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
750201.7109879972,
639623.0382796024,
110578.6727083951,
848746.4885987937,
117970.377385805,
730776.111212989
],
[
750.201711,
639.623038,
110.578673,
848.746489,
117.970377,
730.776111
],
[
0.388756,
0.331454,
0.057302,
0.116662,
0.040386,
0.109773
],
[
10,
10,
10,
10,
10,
10
],
[
-99973,
-89222,
-109532,
-388694,
-418109,
-234094
],
[
2.029012,
2.890663,
1.282995,
1.320215,
1.084889,
1.579588
],
[
101,
51,
50,
101,
51,
50
],
[
40,
15,
25,
40,
15,
25
],
[
61,
36,
25,
61,
36,
25
],
[
39.60396,
29.411765,
50,
39.60396,
29.411765,
50
],
[
3.094243,
6.937592,
1.282995,
2.013328,
2.603734,
1.579588
],
[
380988,
380988,
56318,
421769,
421769,
230965
],
[
-51262,
-19563,
-51262,
-234094,
-147043,
-234094
],
[
224,
144,
306,
224,
144,
306
],
[
403,
300,
466,
403,
300,
466
],
[
107,
80,
147,
107,
80,
147
],
[
22720,
7390,
15329,
22720,
7390,
15329
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
350395,
-176023,
-296479,
-39295,
-455700,
-223177
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23157,
"evaluation_days": 1929.75,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593720000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758878183064,
"expiration_time": 1764724694400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 118,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|