| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 785455.8765 | 635541.0252 | 149914.8512 | 1879783.0792 | 178963.5783 | 1700819.5009 |
| Total P&L (%) | 785.4559 | 635.541 | 149.9149 | 1879.7831 | 178.9636 | 1700.8195 |
| Avg Daily Profit (%) | 0.4038 | 0.3267 | 0.0771 | 0.1536 | 0.0528 | 0.1487 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95184 | -84204 | -72373 | -892975 | -1072552 | -618418 |
| Profit Factor | 1.9472 | 2.5334 | 1.3614 | 1.2688 | 1.048 | 1.5212 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 65 | 25 | 40 | 65 | 25 | 40 |
| Losing Trades | 79 | 47 | 32 | 79 | 47 | 32 |
| Profitability (%) | 45.1389 | 34.7222 | 55.5556 | 45.1389 | 34.7222 | 55.5556 |
| Ratio Avg Win / Avg Loss | 2.3666 | 4.7628 | 1.0892 | 1.5421 | 1.9702 | 1.2169 |
| Largest Winning Trade | 322274 | 322274 | 51433 | 881074 | 881074 | 583631 |
| Largest Losing Trade | -46080 | -21904 | -46080 | -505331 | -361120 | -505331 |
| Avg Bars in Trades | 159 | 164 | 154 | 159 | 164 | 154 |
| Avg Bars in Winners | 220 | 253 | 200 | 220 | 253 | 200 |
| Avg Bars in Losers | 109 | 117 | 97 | 109 | 117 | 97 |
| Bars Traded | 22985 | 11839 | 11146 | 22985 | 11839 | 11146 |
| Profit Streak | 29.9129 | 0 | 38.7462 | 29.9129 | 0 | 38.7462 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 450313 | -71449 | -167500 | 276352 | -374488 | -70566 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23342,
"evaluation_days": 1945.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592848800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760061272247,
"expiration_time": 1766104646400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 126,
"offset": 0,
"a": 0.69041
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 81,
"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": [
[
785455.8764555156,
635541.025249307,
149914.8512062084,
1879783.0792260687,
178963.5783431695,
1700819.5008828975
],
[
785.455876,
635.541025,
149.914851,
1879.783079,
178.963578,
1700.819501
],
[
0.403798,
0.326728,
0.07707,
0.153604,
0.052755,
0.148726
],
[
10,
10,
10,
10,
10,
10
],
[
-95184,
-84204,
-72373,
-892975,
-1072552,
-618418
],
[
1.947197,
2.53339,
1.361437,
1.268834,
1.047994,
1.521171
],
[
144,
72,
72,
144,
72,
72
],
[
65,
25,
40,
65,
25,
40
],
[
79,
47,
32,
79,
47,
32
],
[
45.138889,
34.722222,
55.555556,
45.138889,
34.722222,
55.555556
],
[
2.366593,
4.762773,
1.08915,
1.542122,
1.970228,
1.216937
],
[
322274,
322274,
51433,
881074,
881074,
583631
],
[
-46080,
-21904,
-46080,
-505331,
-361120,
-505331
],
[
159,
164,
154,
159,
164,
154
],
[
220,
253,
200,
220,
253,
200
],
[
109,
117,
97,
109,
117,
97
],
[
22985,
11839,
11146,
22985,
11839,
11146
],
[
29.912873,
0,
38.746206,
29.912873,
0,
38.746207
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
450313,
-71449,
-167500,
276352,
-374488,
-70566
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23342,
"evaluation_days": 1945.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592848800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760061272247,
"expiration_time": 1766104646400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 126,
"offset": 0,
"a": 0.69041
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 81,
"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) |
|---|