| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -325663.8453 | 121556.9451 | -447220.7903 | -106248.3993 | 2119284.1426 | -2225532.5419 |
| Total P&L (%) | -325.6638 | 121.5569 | -447.2208 | -106.2484 | 2119.2841 | -2225.5325 |
| Avg Daily Profit (%) | -0.1682 | 0.0628 | -0.231 | 0 | 0.1602 | 0 |
| Buy And Hold Return (%) | 12.8556 | 12.8556 | 12.8556 | 12.8556 | 12.8556 | 12.8556 |
| Max Trade Drawdown | -743748 | -206079 | -560162 | -3261152 | -1120930 | -2898518 |
| Profit Factor | 0.7662 | 1.2052 | 0.4412 | 0.9839 | 1.7992 | 0.4369 |
| Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
| Winning Trades | 180 | 90 | 90 | 116 | 62 | 54 |
| Losing Trades | 49 | 24 | 25 | 113 | 52 | 61 |
| Profitability (%) | 78.6026 | 78.9474 | 78.2609 | 50.655 | 54.386 | 46.9565 |
| Ratio Avg Win / Avg Loss | 0.2086 | 0.3214 | 0.1225 | 0.9585 | 1.509 | 0.4935 |
| Largest Winning Trade | 44807 | 44807 | 17085 | 934766 | 934766 | 158354 |
| Largest Losing Trade | -389822 | -66732 | -389822 | -1457661 | -1120930 | -1457661 |
| Avg Bars in Trades | 32 | 54 | 11 | 32 | 54 | 11 |
| Avg Bars in Winners | 8 | 12 | 4 | 46 | 76 | 12 |
| Avg Bars in Losers | 122 | 213 | 34 | 18 | 29 | 9 |
| Bars Traded | 7553 | 6269 | 1284 | 7553 | 6269 | 1284 |
| Profit Streak | 51.4095 | 51.4095 | 68.9095 | 0 | 0 | 0 |
| Trades During Streak | 11 | 5 | 6 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574174 | -105938 | -575271 | -579494 | 411404 | -581932 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7745,
"evaluation_days": 1936.25,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1593540000000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759225783705,
"expiration_time": 1764230760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 5,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 75,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
-325663.8452580498,
121556.9450831856,
-447220.7903412354,
-106248.3993109639,
2119284.1425958555,
-2225532.5419068206
],
[
-325.663845,
121.556945,
-447.22079,
-106.248399,
2119.284143,
-2225.532542
],
[
-0.168193,
0.06278,
-0.230973,
0,
0.16022,
0
],
[
12.855609,
12.855609,
12.855609,
12.855609,
12.855609,
12.855609
],
[
-743748,
-206079,
-560162,
-3261152,
-1120930,
-2898518
],
[
0.766178,
1.205161,
0.441177,
0.983912,
1.799157,
0.436911
],
[
229,
114,
115,
229,
114,
115
],
[
180,
90,
90,
116,
62,
54
],
[
49,
24,
25,
113,
52,
61
],
[
78.60262,
78.947368,
78.26087,
50.655022,
54.385965,
46.956522
],
[
0.208571,
0.321376,
0.122549,
0.958466,
1.50897,
0.493547
],
[
44807,
44807,
17085,
934766,
934766,
158354
],
[
-389822,
-66732,
-389822,
-1457661,
-1120930,
-1457661
],
[
32,
54,
11,
32,
54,
11
],
[
8,
12,
4,
46,
76,
12
],
[
122,
213,
34,
18,
29,
9
],
[
7553,
6269,
1284,
7553,
6269,
1284
],
[
51.409533,
51.409534,
68.909534,
0,
0,
0
],
[
11,
5,
6,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574174,
-105938,
-575271,
-579494,
411404,
-581932
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7745,
"evaluation_days": 1936.25,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1593540000000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759225783705,
"expiration_time": 1764230760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 5,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 75,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|