| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 979135.1955 | 774633.1179 | 204502.0776 | 5964567.7878 | 2190050.8246 | 3774516.9633 |
| Total P&L (%) | 979.1352 | 774.6331 | 204.5021 | 5964.5678 | 2190.0508 | 3774.517 |
| Avg Daily Profit (%) | 0.5052 | 0.3997 | 0.1055 | 0.212 | 0.1617 | 0.1889 |
| Buy And Hold Return (%) | 25.3119 | 25.3119 | 25.3119 | 25.3119 | 25.3119 | 25.3119 |
| Max Trade Drawdown | -126042 | -125713 | -67712 | -1925334 | -1581089 | -833320 |
| Profit Factor | 1.9218 | 2.3034 | 1.4371 | 1.4901 | 1.3019 | 1.7676 |
| Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
| Winning Trades | 124 | 58 | 66 | 124 | 58 | 66 |
| Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
| Profitability (%) | 49.7992 | 46.4 | 53.2258 | 49.7992 | 46.4 | 53.2258 |
| Ratio Avg Win / Avg Loss | 1.9373 | 2.6609 | 1.2629 | 1.5021 | 1.504 | 1.5533 |
| Largest Winning Trade | 355572 | 355572 | 55294 | 1108853 | 1108853 | 802017 |
| Largest Losing Trade | -44496 | -39598 | -44496 | -769957 | -769957 | -512565 |
| Avg Bars in Trades | 45 | 41 | 50 | 45 | 41 | 50 |
| Avg Bars in Winners | 59 | 50 | 66 | 59 | 50 | 66 |
| Avg Bars in Losers | 32 | 33 | 32 | 32 | 33 | 32 |
| Bars Traded | 11426 | 5170 | 6256 | 11426 | 5170 | 6256 |
| 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 | 558730 | 450281 | -51007 | 421981 | 262607 | 413546 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11629,
"evaluation_days": 1938.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593273600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759395550729,
"expiration_time": 1764415728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 93,
"offset": 0,
"std": 2.31719
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 23,
"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": [
[
979135.1954891225,
774633.1179286723,
204502.07756045,
5964567.787842517,
2190050.8245739485,
3774516.9632685687
],
[
979.135195,
774.633118,
204.502078,
5964.567788,
2190.050825,
3774.516963
],
[
0.505185,
0.399672,
0.105513,
0.212025,
0.161683,
0.188862
],
[
25.311894,
25.311894,
25.311894,
25.311894,
25.311894,
25.311894
],
[
-126042,
-125713,
-67712,
-1925334,
-1581089,
-833320
],
[
1.921837,
2.303442,
1.437102,
1.490057,
1.301928,
1.76755
],
[
249,
125,
124,
249,
125,
124
],
[
124,
58,
66,
124,
58,
66
],
[
125,
67,
58,
125,
67,
58
],
[
49.799197,
46.4,
53.225806,
49.799197,
46.4,
53.225806
],
[
1.937336,
2.660873,
1.262908,
1.502074,
1.503952,
1.553301
],
[
355572,
355572,
55294,
1108853,
1108853,
802017
],
[
-44496,
-39598,
-44496,
-769957,
-769957,
-512565
],
[
45,
41,
50,
45,
41,
50
],
[
59,
50,
66,
59,
50,
66
],
[
32,
33,
32,
32,
33,
32
],
[
11426,
5170,
6256,
11426,
5170,
6256
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
558730,
450281,
-51007,
421981,
262607,
413546
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11629,
"evaluation_days": 1938.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593273600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759395550729,
"expiration_time": 1764415728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 93,
"offset": 0,
"std": 2.31719
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 23,
"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) |
|---|