| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 791729.4487 | 703554.8637 | 88174.5849 | 637355.2445 | -643144.7876 | 1280500.0321 |
| Total P&L (%) | 791.7294 | 703.5549 | 88.1746 | 637.3552 | -643.1448 | 1280.5 |
| Avg Daily Profit (%) | 0.4081 | 0.3626 | 0.0454 | 0.103 | 0 | 0.1354 |
| Buy And Hold Return (%) | 10.0201 | 10.0201 | 10.0201 | 10.0201 | 10.0201 | 10.0201 |
| Max Trade Drawdown | -82014 | -67693 | -118309 | -1201823 | -1180538 | -575639 |
| Profit Factor | 1.8909 | 2.726 | 1.1833 | 1.0989 | 0.8216 | 1.4508 |
| Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
| Winning Trades | 106 | 47 | 59 | 106 | 47 | 59 |
| Losing Trades | 173 | 93 | 80 | 173 | 93 | 80 |
| Profitability (%) | 37.9928 | 33.5714 | 42.446 | 37.9928 | 33.5714 | 42.446 |
| Ratio Avg Win / Avg Loss | 3.0862 | 5.3939 | 1.6045 | 1.7935 | 1.6256 | 1.9672 |
| Largest Winning Trade | 527703 | 527703 | 55289 | 653755 | 653755 | 487554 |
| Largest Losing Trade | -35249 | -20413 | -35249 | -252141 | -245935 | -252141 |
| Avg Bars in Trades | 81 | 68 | 94 | 81 | 68 | 94 |
| Avg Bars in Winners | 151 | 132 | 166 | 151 | 132 | 166 |
| Avg Bars in Losers | 39 | 36 | 42 | 39 | 36 | 42 |
| Bars Traded | 22833 | 9633 | 13200 | 22833 | 9633 | 13200 |
| 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 | 367050 | 290045 | -153107 | -168858 | -584572 | -12875 |
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23282,
"evaluation_days": 1940.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593640800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759625939356,
"expiration_time": 1765657094400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 234
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 37,
"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": [
[
791729.4486923075,
703554.8637495587,
88174.584942749,
637355.2444875258,
-643144.7875872881,
1280500.032074814
],
[
791.729449,
703.554864,
88.174585,
637.355244,
-643.144788,
1280.500032
],
[
0.408072,
0.362625,
0.045447,
0.103029,
0,
0.135391
],
[
10.020141,
10.020141,
10.020141,
10.020141,
10.020141,
10.020141
],
[
-82014,
-67693,
-118309,
-1201823,
-1180538,
-575639
],
[
1.890946,
2.725969,
1.183311,
1.098896,
0.821562,
1.450812
],
[
279,
140,
139,
279,
140,
139
],
[
106,
47,
59,
106,
47,
59
],
[
173,
93,
80,
173,
93,
80
],
[
37.992832,
33.571429,
42.446043,
37.992832,
33.571429,
42.446043
],
[
3.086166,
5.393938,
1.60449,
1.793481,
1.625643,
1.967203
],
[
527703,
527703,
55289,
653755,
653755,
487554
],
[
-35249,
-20413,
-35249,
-252141,
-245935,
-252141
],
[
81,
68,
94,
81,
68,
94
],
[
151,
132,
166,
151,
132,
166
],
[
39,
36,
42,
39,
36,
42
],
[
22833,
9633,
13200,
22833,
9633,
13200
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367050,
290045,
-153107,
-168858,
-584572,
-12875
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23282,
"evaluation_days": 1940.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593640800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759625939356,
"expiration_time": 1765657094400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 234
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 37,
"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) |
|---|