| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 777554.4733 | 591575.8814 | 185978.592 | 3416731.7399 | 870460.029 | 2546271.7109 |
| Total P&L (%) | 777.5545 | 591.5759 | 185.9786 | 3416.7317 | 870.46 | 2546.2717 |
| Avg Daily Profit (%) | 0.3995 | 0.3039 | 0.0956 | 0.1831 | 0.1168 | 0.1684 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150537 | -156600 | -82163 | -2023266 | -1902121 | -1206590 |
| Profit Factor | 1.6459 | 1.9147 | 1.3338 | 1.29 | 1.1247 | 1.5302 |
| Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
| Winning Trades | 168 | 75 | 93 | 168 | 75 | 93 |
| Losing Trades | 153 | 86 | 67 | 153 | 86 | 67 |
| Profitability (%) | 52.3364 | 46.5839 | 58.125 | 52.3364 | 46.5839 | 58.125 |
| Ratio Avg Win / Avg Loss | 1.4989 | 2.1955 | 0.9609 | 1.1748 | 1.2896 | 1.1024 |
| Largest Winning Trade | 166721 | 166721 | 34545 | 670664 | 670664 | 620891 |
| Largest Losing Trade | -51089 | -38740 | -51089 | -682651 | -588875 | -682651 |
| Avg Bars in Trades | 35 | 30 | 41 | 35 | 30 | 41 |
| Avg Bars in Winners | 41 | 34 | 47 | 41 | 34 | 47 |
| Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
| Bars Traded | 11521 | 4886 | 6636 | 11521 | 4886 | 6636 |
| Profit Streak | 6.254 | 16.5873 | 0 | 6.254 | 16.5873 | 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 | 519249 | 435414 | -65442 | 381262 | -120458 | 381409 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11678,
"evaluation_days": 1946.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593187200000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760105141634,
"expiration_time": 1765142496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 87,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 22,
"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": [
[
777554.4733423125,
591575.8813827214,
185978.5919595915,
3416731.7398517844,
870460.0289970583,
2546271.7108547254
],
[
777.554473,
591.575881,
185.978592,
3416.73174,
870.460029,
2546.271711
],
[
0.399498,
0.303944,
0.095553,
0.183082,
0.116832,
0.168445
],
[
10,
10,
10,
10,
10,
10
],
[
-150537,
-156600,
-82163,
-2023266,
-1902121,
-1206590
],
[
1.645859,
1.914722,
1.333785,
1.28995,
1.124681,
1.53021
],
[
321,
161,
160,
321,
161,
160
],
[
168,
75,
93,
168,
75,
93
],
[
153,
86,
67,
153,
86,
67
],
[
52.336449,
46.583851,
58.125,
52.336449,
46.583851,
58.125
],
[
1.498907,
2.195547,
0.960899,
1.174776,
1.289635,
1.102409
],
[
166721,
166721,
34545,
670664,
670664,
620891
],
[
-51089,
-38740,
-51089,
-682651,
-588875,
-682651
],
[
35,
30,
41,
35,
30,
41
],
[
41,
34,
47,
41,
34,
47
],
[
29,
26,
32,
29,
26,
32
],
[
11521,
4886,
6636,
11521,
4886,
6636
],
[
6.253954,
16.587287,
0,
6.253954,
16.587287,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
519249,
435414,
-65442,
381262,
-120458,
381409
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11678,
"evaluation_days": 1946.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593187200000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760105141634,
"expiration_time": 1765142496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 87,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 22,
"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) |
|---|