| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 349363.3438 | 410704.0572 | -61340.7134 | -73550.6654 | 52465.8804 | -126016.5458 |
| Total P&L (%) | 349.3633 | 410.7041 | -61.3407 | -73.5507 | 52.4659 | -126.0165 |
| Avg Daily Profit (%) | 0.1804 | 0.2121 | -0.0317 | -0.0687 | 0.0218 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -136843 | -131973 | -178958 | -191999 | -142916 | -199115 |
| Profit Factor | 1.1508 | 1.3645 | 0.9485 | 0.9633 | 1.0557 | 0.8812 |
| Total Trades | 937 | 468 | 469 | 937 | 468 | 469 |
| Winning Trades | 429 | 198 | 231 | 429 | 198 | 231 |
| Losing Trades | 508 | 270 | 238 | 508 | 270 | 238 |
| Profitability (%) | 45.7844 | 42.3077 | 49.2537 | 45.7844 | 42.3077 | 49.2537 |
| Ratio Avg Win / Avg Loss | 1.3627 | 1.8606 | 0.9772 | 1.1407 | 1.4395 | 0.9079 |
| Largest Winning Trade | 280522 | 280522 | 34586 | 101548 | 101548 | 26520 |
| Largest Losing Trade | -48393 | -18020 | -48393 | -82261 | -31107 | -82261 |
| Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
| Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
| Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
| Bars Traded | 11595 | 5502 | 6093 | 11595 | 5502 | 6093 |
| 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 | -43263 | 305644 | -578894 | -575162 | -325053 | -578894 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11617,
"evaluation_days": 1936.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1591948800000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759225196217,
"expiration_time": 1764237744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 242,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.18405,
"nb": 0.58787,
"nc": 0.31376
}
}
} {
"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": [
[
349363.3438100231,
410704.0572385716,
-61340.7134285472,
-73550.6654084972,
52465.8804406667,
-126016.5458491639
],
[
349.363344,
410.704057,
-61.340713,
-73.550665,
52.46588,
-126.016546
],
[
0.18044,
0.212122,
-0.031681,
-0.068666,
0.021786,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-136843,
-131973,
-178958,
-191999,
-142916,
-199115
],
[
1.150783,
1.364455,
0.948458,
0.96329,
1.055659,
0.881222
],
[
937,
468,
469,
937,
468,
469
],
[
429,
198,
231,
429,
198,
231
],
[
508,
270,
238,
508,
270,
238
],
[
45.784418,
42.307692,
49.253731,
45.784418,
42.307692,
49.253731
],
[
1.362698,
1.86062,
0.977199,
1.140679,
1.439535,
0.907925
],
[
280522,
280522,
34586,
101548,
101548,
26520
],
[
-48393,
-18020,
-48393,
-82261,
-31107,
-82261
],
[
12,
11,
12,
12,
11,
12
],
[
16,
17,
16,
16,
17,
16
],
[
8,
7,
9,
8,
7,
9
],
[
11595,
5502,
6093,
11595,
5502,
6093
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-43263,
305644,
-578894,
-575162,
-325053,
-578894
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11617,
"evaluation_days": 1936.17,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1591948800000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759225196217,
"expiration_time": 1764237744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 242,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.18405,
"nb": 0.58787,
"nc": 0.31376
}
}
}
| # | 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) |
|---|