| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 916228.9483 | 826597.7023 | 89631.246 | 241030.0473 | 3576.4813 | 237453.5661 |
| Total P&L (%) | 916.2289 | 826.5977 | 89.6312 | 241.03 | 3.5765 | 237.4536 |
| Avg Daily Profit (%) | 0.4746 | 0.4282 | 0.0464 | 0.0636 | 0.0018 | 0.063 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -178405 | -160157 | -83301 | -227298 | -288322 | -61692 |
| Profit Factor | 1.9419 | 2.2658 | 1.2803 | 1.1937 | 1.004 | 1.675 |
| Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
| Winning Trades | 78 | 30 | 48 | 78 | 30 | 48 |
| Losing Trades | 97 | 57 | 40 | 97 | 57 | 40 |
| Profitability (%) | 44.5714 | 34.4828 | 54.5455 | 44.5714 | 34.4828 | 54.5455 |
| Ratio Avg Win / Avg Loss | 2.4149 | 4.305 | 1.0669 | 1.4844 | 1.9076 | 1.3959 |
| Largest Winning Trade | 535522 | 535522 | 34074 | 202586 | 202586 | 47481 |
| Largest Losing Trade | -45713 | -45713 | -32013 | -80014 | -80014 | -48749 |
| Avg Bars in Trades | 62 | 83 | 41 | 62 | 83 | 41 |
| Avg Bars in Winners | 83 | 125 | 56 | 83 | 125 | 56 |
| Avg Bars in Losers | 46 | 61 | 24 | 46 | 61 | 24 |
| Bars Traded | 10966 | 7279 | 3687 | 10966 | 7279 | 3687 |
| Profit Streak | 0 | 96.4092 | 0 | 0 | 96.4092 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 463632 | 334924 | -130661 | -116719 | -576165 | -106436 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595289600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758865757679,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 173,
"offset": 34
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 233,
"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": [
[
916228.948269629,
826597.7022678648,
89631.2460017638,
241030.0473399027,
3576.4812790666,
237453.5660608362
],
[
916.228948,
826.597702,
89.631246,
241.030047,
3.576481,
237.453566
],
[
0.474649,
0.428216,
0.046433,
0.063574,
0.00182,
0.063028
],
[
10,
10,
10,
10,
10,
10
],
[
-178405,
-160157,
-83301,
-227298,
-288322,
-61692
],
[
1.941862,
2.265815,
1.280301,
1.193676,
1.004006,
1.675023
],
[
175,
87,
88,
175,
87,
88
],
[
78,
30,
48,
78,
30,
48
],
[
97,
57,
40,
97,
57,
40
],
[
44.571429,
34.482759,
54.545455,
44.571429,
34.482759,
54.545455
],
[
2.41488,
4.305048,
1.066917,
1.484443,
1.907612,
1.395852
],
[
535522,
535522,
34074,
202586,
202586,
47481
],
[
-45713,
-45713,
-32013,
-80014,
-80014,
-48749
],
[
62,
83,
41,
62,
83,
41
],
[
83,
125,
56,
83,
125,
56
],
[
46,
61,
24,
46,
61,
24
],
[
10966,
7279,
3687,
10966,
7279,
3687
],
[
0,
96.409232,
0,
0,
96.409232,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463632,
334924,
-130661,
-116719,
-576165,
-106436
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11582,
"evaluation_days": 1930.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595289600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758865757679,
"expiration_time": 1763718624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 173,
"offset": 34
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 233,
"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) |
|---|