| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 454589.5306 | 451279.071 | 3310.4596 | -252799.9567 | -60739.7454 | -192060.2113 |
| Total P&L (%) | 454.5895 | 451.2791 | 3.3105 | -252.8 | -60.7397 | -192.0602 |
| Avg Daily Profit (%) | 0.2346 | 0.2329 | 0.0017 | 0 | -0.0482 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -173120 | -78744 | -132006 | -441800 | -196243 | -217879 |
| Profit Factor | 1.7446 | 3.0232 | 1.0085 | 0.711 | 0.8213 | 0.6411 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 30 | 16 | 14 | 37 | 19 | 18 |
| Losing Trades | 39 | 19 | 20 | 32 | 16 | 16 |
| Profitability (%) | 43.4783 | 45.7143 | 41.1765 | 53.6232 | 54.2857 | 52.9412 |
| Ratio Avg Win / Avg Loss | 2.2679 | 3.59 | 1.4408 | 0.615 | 0.6916 | 0.5698 |
| Largest Winning Trade | 386040 | 386040 | 63634 | 142662 | 58493 | 142662 |
| Largest Losing Trade | -125872 | -30670 | -125872 | -141652 | -141652 | -113489 |
| Avg Bars in Trades | 110 | 93 | 127 | 110 | 93 | 127 |
| Avg Bars in Winners | 161 | 131 | 196 | 74 | 73 | 75 |
| Avg Bars in Losers | 70 | 61 | 79 | 151 | 116 | 186 |
| Bars Traded | 7600 | 3260 | 4340 | 7600 | 3260 | 4340 |
| Profit Streak | 0 | 0 | 0 | 19.744 | 19.744 | 33.494 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -97589 | 432021 | -570885 | -685243 | -579675 | -579872 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7751,
"evaluation_days": 1937.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1595008800000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759362678370,
"expiration_time": 1764364248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 143,
"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": [
[
454589.5305905954,
451279.0709823465,
3310.4596082486,
-252799.9567135111,
-60739.7454424405,
-192060.2112710707
],
[
454.589531,
451.279071,
3.31046,
-252.799957,
-60.739745,
-192.060211
],
[
0.234597,
0.232888,
0.001708,
0,
-0.048238,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-173120,
-78744,
-132006,
-441800,
-196243,
-217879
],
[
1.744555,
3.023166,
1.008543,
0.711047,
0.821253,
0.64106
],
[
69,
35,
34,
69,
35,
34
],
[
30,
16,
14,
37,
19,
18
],
[
39,
19,
20,
32,
16,
16
],
[
43.478261,
45.714286,
41.176471,
53.623188,
54.285714,
52.941176
],
[
2.267922,
3.590009,
1.440776,
0.61496,
0.691581,
0.569831
],
[
386040,
386040,
63634,
142662,
58493,
142662
],
[
-125872,
-30670,
-125872,
-141652,
-141652,
-113489
],
[
110,
93,
127,
110,
93,
127
],
[
161,
131,
196,
74,
73,
75
],
[
70,
61,
79,
151,
116,
186
],
[
7600,
3260,
4340,
7600,
3260,
4340
],
[
0,
0,
0,
19.743963,
19.743963,
33.493963
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97589,
432021,
-570885,
-685243,
-579675,
-579872
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7751,
"evaluation_days": 1937.75,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1595008800000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759362678370,
"expiration_time": 1764364248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 143,
"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) |
|---|