| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 564335.7249 | 628787.4455 | -64451.7206 | -91856.4559 | -23809.2212 | -68047.2347 |
| Total P&L (%) | 564.3357 | 628.7874 | -64.4517 | -91.8565 | -23.8092 | -68.0472 |
| Avg Daily Profit (%) | 0.2902 | 0.3233 | -0.0331 | -0.1289 | -0.014 | -0.0586 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -244875 | -82736 | -234866 | -96195 | -20687 | -79545 |
| Profit Factor | 1.6973 | 2.6215 | 0.8471 | 0.4258 | 0.5912 | 0.331 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 40 | 36.8421 | 43.2432 | 40 | 36.8421 | 43.2432 |
| Ratio Avg Win / Avg Loss | 2.546 | 4.494 | 1.1118 | 0.6387 | 1.0135 | 0.4345 |
| Largest Winning Trade | 557391 | 557391 | 61928 | 10249 | 10249 | 5670 |
| Largest Losing Trade | -88230 | -44497 | -88230 | -49447 | -9676 | -49447 |
| Avg Bars in Trades | 151 | 179 | 123 | 151 | 179 | 123 |
| Avg Bars in Winners | 208 | 224 | 194 | 208 | 224 | 194 |
| Avg Bars in Losers | 113 | 152 | 68 | 113 | 152 | 68 |
| Bars Traded | 11361 | 6810 | 4551 | 11361 | 6810 | 4551 |
| 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 | -53141 | 323543 | -581733 | -645944 | -584215 | -583400 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11669,
"evaluation_days": 1944.83,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593820800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759978589093,
"expiration_time": 1765009008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 115,
"offset": 0,
"a": 0.6846
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 131,
"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": [
[
564335.7249231176,
628787.4454861992,
-64451.7205630817,
-91856.4558616488,
-23809.2211997868,
-68047.2346618619
],
[
564.335725,
628.787445,
-64.451721,
-91.856456,
-23.809221,
-68.047235
],
[
0.290172,
0.323312,
-0.03314,
-0.128871,
-0.013981,
-0.058647
],
[
10,
10,
10,
10,
10,
10
],
[
-244875,
-82736,
-234866,
-96195,
-20687,
-79545
],
[
1.697317,
2.621487,
0.847094,
0.425767,
0.591226,
0.331022
],
[
75,
38,
37,
75,
38,
37
],
[
30,
14,
16,
30,
14,
16
],
[
45,
24,
21,
45,
24,
21
],
[
40,
36.842105,
43.243243,
40,
36.842105,
43.243243
],
[
2.545976,
4.493977,
1.11181,
0.63865,
1.01353,
0.434467
],
[
557391,
557391,
61928,
10249,
10249,
5670
],
[
-88230,
-44497,
-88230,
-49447,
-9676,
-49447
],
[
151,
179,
123,
151,
179,
123
],
[
208,
224,
194,
208,
224,
194
],
[
113,
152,
68,
113,
152,
68
],
[
11361,
6810,
4551,
11361,
6810,
4551
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-53141,
323543,
-581733,
-645944,
-584215,
-583400
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11669,
"evaluation_days": 1944.83,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593820800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759978589093,
"expiration_time": 1765009008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 115,
"offset": 0,
"a": 0.6846
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 131,
"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) |
|---|