| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 785479.3812 | 674247.0778 | 111232.3034 | 869687.0796 | -186323.1387 | 1056010.2182 |
| Total P&L (%) | 785.4794 | 674.2471 | 111.2323 | 869.6871 | -186.3231 | 1056.0102 |
| Avg Daily Profit (%) | 0.4069 | 0.3493 | 0.0576 | 0.1178 | 0 | 0.1269 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145183 | -96610 | -69102 | -1498796 | -965215 | -749280 |
| Profit Factor | 1.8998 | 2.5879 | 1.2481 | 1.1532 | 0.9354 | 1.3781 |
| Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
| Winning Trades | 93 | 38 | 55 | 93 | 38 | 55 |
| Losing Trades | 122 | 70 | 52 | 122 | 70 | 52 |
| Profitability (%) | 43.2558 | 35.1852 | 51.4019 | 43.2558 | 35.1852 | 51.4019 |
| Ratio Avg Win / Avg Loss | 2.4922 | 4.7672 | 1.18 | 1.5128 | 1.7231 | 1.3029 |
| Largest Winning Trade | 371465 | 371465 | 49252 | 522497 | 512356 | 522497 |
| Largest Losing Trade | -44257 | -40637 | -44257 | -478749 | -245038 | -478749 |
| Avg Bars in Trades | 53 | 39 | 66 | 53 | 39 | 66 |
| Avg Bars in Winners | 85 | 69 | 97 | 85 | 69 | 97 |
| Avg Bars in Losers | 28 | 23 | 35 | 28 | 23 | 35 |
| Bars Traded | 11420 | 4263 | 7157 | 11420 | 4263 | 7157 |
| Profit Streak | 8.7521 | 12.2521 | 0 | 8.7521 | 12.2521 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 453072 | 318239 | -116296 | -87088 | -583408 | -22749 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593633600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759039378870,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 118,
"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": [
[
785479.3812483926,
674247.0778356417,
111232.3034127507,
869687.0795534883,
-186323.1386736396,
1056010.2182271285
],
[
785.479381,
674.247078,
111.232303,
869.68708,
-186.323139,
1056.010218
],
[
0.406915,
0.349291,
0.057623,
0.117759,
0,
0.126875
],
[
10,
10,
10,
10,
10,
10
],
[
-145183,
-96610,
-69102,
-1498796,
-965215,
-749280
],
[
1.899818,
2.587919,
1.248109,
1.153212,
0.935377,
1.378076
],
[
215,
108,
107,
215,
108,
107
],
[
93,
38,
55,
93,
38,
55
],
[
122,
70,
52,
122,
70,
52
],
[
43.255814,
35.185185,
51.401869,
43.255814,
35.185185,
51.401869
],
[
2.492235,
4.76722,
1.18003,
1.512816,
1.723064,
1.302908
],
[
371465,
371465,
49252,
522497,
512356,
522497
],
[
-44257,
-40637,
-44257,
-478749,
-245038,
-478749
],
[
53,
39,
66,
53,
39,
66
],
[
85,
69,
97,
85,
69,
97
],
[
28,
23,
35,
28,
23,
35
],
[
11420,
4263,
7157,
11420,
4263,
7157
],
[
8.75207,
12.25207,
0,
8.75207,
12.25207,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
453072,
318239,
-116296,
-87088,
-583408,
-22749
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593633600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759039378870,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 118,
"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) |
|---|