| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 347309.2521 | 555790.6461 | -208481.394 | -99008.2471 | 12262.874 | -111271.1211 |
| Total P&L (%) | 347.3093 | 555.7906 | -208.4814 | -99.0082 | 12.2629 | -111.2711 |
| Avg Daily Profit (%) | 0.179 | 0.2865 | -0.1075 | -0.2376 | 0.006 | 0 |
| Buy And Hold Return (%) | 14.8129 | 14.8129 | 14.8129 | 14.8129 | 14.8129 | 14.8129 |
| Max Trade Drawdown | -254401 | -182118 | -234149 | -117164 | -41120 | -107656 |
| Profit Factor | 1.2247 | 1.713 | 0.7279 | 0.6919 | 1.0901 | 0.3994 |
| Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
| Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
| Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
| Profitability (%) | 54.386 | 51.7544 | 57.0175 | 54.386 | 51.7544 | 57.0175 |
| Ratio Avg Win / Avg Loss | 1.0272 | 1.5968 | 0.5487 | 0.5803 | 1.0162 | 0.3011 |
| Largest Winning Trade | 656976 | 656976 | 26685 | 31846 | 31846 | 8976 |
| Largest Losing Trade | -50089 | -40400 | -50089 | -51136 | -18330 | -51136 |
| Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
| Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
| Avg Bars in Losers | 38 | 41 | 34 | 38 | 41 | 34 |
| Bars Traded | 7649 | 4025 | 3624 | 7649 | 4025 | 3624 |
| Profit Streak | 0 | 0 | 47.7588 | 0 | 0 | 47.7588 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 317788 | 431999 | -579558 | -579016 | -472034 | -579558 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7759,
"evaluation_days": 1939.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1593604800000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759536763798,
"expiration_time": 1764542232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 78,
"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": [
[
347309.2520798303,
555790.6460677262,
-208481.3939878957,
-99008.24710399,
12262.8739832413,
-111271.1210872313
],
[
347.309252,
555.790646,
-208.481394,
-99.008247,
12.262874,
-111.271121
],
[
0.179048,
0.286527,
-0.107478,
-0.237555,
0.005963,
0
],
[
14.812916,
14.812916,
14.812916,
14.812916,
14.812916,
14.812916
],
[
-254401,
-182118,
-234149,
-117164,
-41120,
-107656
],
[
1.2247,
1.712984,
0.727878,
0.691855,
1.090136,
0.399362
],
[
228,
114,
114,
228,
114,
114
],
[
124,
59,
65,
124,
59,
65
],
[
104,
55,
49,
104,
55,
49
],
[
54.385965,
51.754386,
57.017544,
54.385965,
51.754386,
57.017544
],
[
1.027167,
1.596849,
0.548708,
0.580265,
1.016228,
0.301057
],
[
656976,
656976,
26685,
31846,
31846,
8976
],
[
-50089,
-40400,
-50089,
-51136,
-18330,
-51136
],
[
33,
35,
31,
33,
35,
31
],
[
29,
29,
29,
29,
29,
29
],
[
38,
41,
34,
38,
41,
34
],
[
7649,
4025,
3624,
7649,
4025,
3624
],
[
0,
0,
47.75884,
0,
0,
47.75884
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317788,
431999,
-579558,
-579016,
-472034,
-579558
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7759,
"evaluation_days": 1939.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1593604800000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759536763798,
"expiration_time": 1764542232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 78,
"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) |
|---|