| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 759468.218 | 671995.5646 | 87472.6534 | 170267.4656 | 72731.7612 | 97535.7044 |
| Total P&L (%) | 759.4682 | 671.9956 | 87.4727 | 170.2675 | 72.7318 | 97.5357 |
| Avg Daily Profit (%) | 0.3923 | 0.3471 | 0.0452 | 0.0514 | 0.0282 | 0.0352 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160026 | -147164 | -155210 | -280392 | -330407 | -255412 |
| Profit Factor | 2.0564 | 2.6861 | 1.273 | 1.1347 | 1.0957 | 1.1934 |
| Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
| Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
| Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
| Profitability (%) | 44.9541 | 36.3636 | 53.7037 | 44.9541 | 36.3636 | 53.7037 |
| Ratio Avg Win / Avg Loss | 2.518 | 4.7007 | 1.0974 | 1.3894 | 1.9175 | 1.0288 |
| Largest Winning Trade | 519211 | 519211 | 46021 | 227270 | 227270 | 101711 |
| Largest Losing Trade | -65374 | -59000 | -65374 | -179419 | -179419 | -107351 |
| Avg Bars in Trades | 68 | 91 | 45 | 68 | 91 | 45 |
| Avg Bars in Winners | 89 | 132 | 60 | 89 | 132 | 60 |
| Avg Bars in Losers | 50 | 67 | 27 | 50 | 67 | 27 |
| Bars Traded | 7453 | 5017 | 2436 | 7453 | 5017 | 2436 |
| Profit Streak | 30.3571 | 127.6071 | 0 | 30.3571 | 127.6071 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 448484 | -170257 | -312219 | -197827 | -453976 | -333265 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7744,
"evaluation_days": 1936,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1597147200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759199651507,
"expiration_time": 1764208512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 61,
"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": [
[
759468.21802624,
671995.5646422658,
87472.6533839742,
170267.4656086376,
72731.7611835061,
97535.7044251315
],
[
759.468218,
671.995565,
87.472653,
170.267466,
72.731761,
97.535704
],
[
0.392287,
0.347105,
0.045182,
0.051369,
0.028236,
0.035169
],
[
10,
10,
10,
10,
10,
10
],
[
-160026,
-147164,
-155210,
-280392,
-330407,
-255412
],
[
2.056402,
2.686108,
1.273035,
1.134679,
1.095705,
1.19341
],
[
109,
55,
54,
109,
55,
54
],
[
49,
20,
29,
49,
20,
29
],
[
60,
35,
25,
60,
35,
25
],
[
44.954128,
36.363636,
53.703704,
44.954128,
36.363636,
53.703704
],
[
2.518043,
4.700688,
1.097444,
1.389402,
1.917484,
1.028802
],
[
519211,
519211,
46021,
227270,
227270,
101711
],
[
-65374,
-59000,
-65374,
-179419,
-179419,
-107351
],
[
68,
91,
45,
68,
91,
45
],
[
89,
132,
60,
89,
132,
60
],
[
50,
67,
27,
50,
67,
27
],
[
7453,
5017,
2436,
7453,
5017,
2436
],
[
30.357078,
127.607078,
0,
30.357078,
127.607078,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
448484,
-170257,
-312219,
-197827,
-453976,
-333265
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7744,
"evaluation_days": 1936,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1597147200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759199651507,
"expiration_time": 1764208512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 61,
"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) |
|---|