| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 503272.0582 | 459541.8938 | 43730.1644 | -115344.1953 | 75629.2884 | -190973.4837 |
| Total P&L (%) | 503.2721 | 459.5419 | 43.7302 | -115.3442 | 75.6293 | -190.9735 |
| Avg Daily Profit (%) | 0.2602 | 0.2376 | 0.0226 | 0 | 0.0291 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -171149 | -115007 | -139649 | -260320 | -57484 | -209704 |
| Profit Factor | 1.4052 | 1.8099 | 1.0648 | 0.7879 | 1.461 | 0.4972 |
| Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
| Winning Trades | 130 | 68 | 62 | 137 | 67 | 70 |
| Losing Trades | 132 | 63 | 69 | 125 | 64 | 61 |
| Profitability (%) | 49.6183 | 51.9084 | 47.3282 | 52.2901 | 51.145 | 53.4351 |
| Ratio Avg Win / Avg Loss | 1.4268 | 1.6768 | 1.185 | 0.7189 | 1.3956 | 0.4333 |
| Largest Winning Trade | 129458 | 129458 | 55173 | 26820 | 26820 | 25613 |
| Largest Losing Trade | -101347 | -41756 | -101347 | -134966 | -23759 | -134966 |
| Avg Bars in Trades | 28 | 20 | 36 | 28 | 20 | 36 |
| Avg Bars in Winners | 37 | 22 | 52 | 21 | 19 | 23 |
| Avg Bars in Losers | 20 | 17 | 22 | 36 | 21 | 52 |
| Bars Traded | 7504 | 2671 | 4833 | 7504 | 2671 | 4833 |
| Profit Streak | 0 | 0 | 26.1112 | 14.1112 | 15.1112 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 388035 | 420989 | -314014 | -578237 | -152104 | -580539 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7737,
"evaluation_days": 1934.25,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594944000000,
"last_datapoint_time": 1759039200000,
"evaluation_time": 1759048805078,
"expiration_time": 1764052776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
503272.0581959019,
459541.8937743405,
43730.1644215617,
-115344.1953019653,
75629.2883568714,
-190973.4836588368
],
[
503.272058,
459.541894,
43.730164,
-115.344195,
75.629288,
-190.973484
],
[
0.26019,
0.237581,
0.022608,
0,
0.029122,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-171149,
-115007,
-139649,
-260320,
-57484,
-209704
],
[
1.405173,
1.809914,
1.064812,
0.787924,
1.460969,
0.497194
],
[
262,
131,
131,
262,
131,
131
],
[
130,
68,
62,
137,
67,
70
],
[
132,
63,
69,
125,
64,
61
],
[
49.618321,
51.908397,
47.328244,
52.290076,
51.145038,
53.435115
],
[
1.426791,
1.676833,
1.185033,
0.718909,
1.395553,
0.433269
],
[
129458,
129458,
55173,
26820,
26820,
25613
],
[
-101347,
-41756,
-101347,
-134966,
-23759,
-134966
],
[
28,
20,
36,
28,
20,
36
],
[
37,
22,
52,
21,
19,
23
],
[
20,
17,
22,
36,
21,
52
],
[
7504,
2671,
4833,
7504,
2671,
4833
],
[
0,
0,
26.11117,
14.11117,
15.11117,
0
],
[
0,
0,
2,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
388035,
420989,
-314014,
-578237,
-152104,
-580539
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7737,
"evaluation_days": 1934.25,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1594944000000,
"last_datapoint_time": 1759039200000,
"evaluation_time": 1759048805078,
"expiration_time": 1764052776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|