| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 781779.7769 | 596762.1705 | 185017.6063 | 2976473.3725 | -327086.6419 | 3303560.0145 |
| Total P&L (%) | 781.7798 | 596.7622 | 185.0176 | 2976.4734 | -327.0866 | 3303.56 |
| Avg Daily Profit (%) | 0.4037 | 0.3082 | 0.0955 | 0.1771 | 0 | 0.1823 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -68969 | -70747 | -82946 | -2820107 | -2053780 | -1203776 |
| Profit Factor | 2.5319 | 3.5518 | 1.6692 | 1.3623 | 0.9316 | 1.9628 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
| Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Profitability (%) | 49.5727 | 45.7627 | 53.4483 | 49.5727 | 45.7627 | 53.4483 |
| Ratio Avg Win / Avg Loss | 2.5755 | 4.2096 | 1.4538 | 1.3858 | 1.1042 | 1.7096 |
| Largest Winning Trade | 419512 | 419512 | 51248 | 1568105 | 902158 | 1568105 |
| Largest Losing Trade | -60097 | -31334 | -60097 | -853174 | -853174 | -764876 |
| Avg Bars in Trades | 63 | 36 | 91 | 63 | 36 | 91 |
| Avg Bars in Winners | 97 | 50 | 138 | 97 | 50 | 138 |
| Avg Bars in Losers | 30 | 24 | 36 | 30 | 24 | 36 |
| Bars Traded | 7453 | 2155 | 5298 | 7453 | 2155 | 5298 |
| Profit Streak | 0 | 0 | 26.2125 | 0 | 0 | 26.2125 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 530996 | -162633 | -242432 | 304234 | -757439 | -167451 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7746,
"evaluation_days": 1936.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1596391200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759251956755,
"expiration_time": 1764253008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 7,
"offset": 78
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 207,
"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": [
[
781779.776855725,
596762.1705447689,
185017.6063109562,
2976473.372517485,
-327086.6419479718,
3303560.0144654573
],
[
781.779777,
596.762171,
185.017606,
2976.473373,
-327.086642,
3303.560014
],
[
0.403708,
0.308165,
0.095542,
0.177093,
0,
0.18232
],
[
10,
10,
10,
10,
10,
10
],
[
-68969,
-70747,
-82946,
-2820107,
-2053780,
-1203776
],
[
2.531866,
3.551819,
1.669172,
1.362299,
0.931636,
1.96284
],
[
117,
59,
58,
117,
59,
58
],
[
58,
27,
31,
58,
27,
31
],
[
59,
32,
27,
59,
32,
27
],
[
49.57265,
45.762712,
53.448276,
49.57265,
45.762712,
53.448276
],
[
2.575519,
4.209563,
1.453795,
1.385787,
1.104161,
1.709571
],
[
419512,
419512,
51248,
1568105,
902158,
1568105
],
[
-60097,
-31334,
-60097,
-853174,
-853174,
-764876
],
[
63,
36,
91,
63,
36,
91
],
[
97,
50,
138,
97,
50,
138
],
[
30,
24,
36,
30,
24,
36
],
[
7453,
2155,
5298,
7453,
2155,
5298
],
[
0,
0,
26.212462,
0,
0,
26.212462
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
530996,
-162633,
-242432,
304234,
-757439,
-167451
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7746,
"evaluation_days": 1936.5,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1596391200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759251956755,
"expiration_time": 1764253008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 7,
"offset": 78
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 207,
"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) |
|---|