| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 599324.4681 | 522658.2483 | 76666.2198 | 26110.4747 | 42556.0372 | -16445.5625 |
| Total P&L (%) | 599.3245 | 522.6582 | 76.6662 | 26.1105 | 42.556 | -16.4456 |
| Avg Daily Profit (%) | 0.3097 | 0.2701 | 0.0396 | 0.012 | 0.0183 | -0.0093 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -166479 | -73962 | -154712 | -154167 | -78410 | -140403 |
| Profit Factor | 1.9297 | 2.7206 | 1.2249 | 1.0495 | 1.1959 | 0.947 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
| Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Profitability (%) | 50 | 47.1698 | 52.8302 | 50 | 47.1698 | 52.8302 |
| Ratio Avg Win / Avg Loss | 1.9297 | 3.0471 | 1.0937 | 1.0495 | 1.3395 | 0.8455 |
| Largest Winning Trade | 372801 | 372801 | 53628 | 48979 | 45991 | 48979 |
| Largest Losing Trade | -91823 | -33938 | -91823 | -132573 | -32515 | -132573 |
| Avg Bars in Trades | 53 | 40 | 65 | 53 | 40 | 65 |
| Avg Bars in Winners | 71 | 50 | 90 | 71 | 50 | 90 |
| Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
| Bars Traded | 5633 | 2166 | 3467 | 5633 | 2166 | 3467 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 465198 | -167328 | -320041 | -346068 | -356510 | -760466 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5805,
"evaluation_days": 1935,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594425600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111737260,
"expiration_time": 1764119520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
599324.46809677,
522658.2483303198,
76666.2197664501,
26110.4746988995,
42556.0372125826,
-16445.5625136831
],
[
599.324468,
522.658248,
76.66622,
26.110475,
42.556037,
-16.445563
],
[
0.309728,
0.270108,
0.039621,
0.01199,
0.018325,
-0.009285
],
[
10,
10,
10,
10,
10,
10
],
[
-166479,
-73962,
-154712,
-154167,
-78410,
-140403
],
[
1.929745,
2.720634,
1.224925,
1.049503,
1.195946,
0.946997
],
[
106,
53,
53,
106,
53,
53
],
[
53,
25,
28,
53,
25,
28
],
[
53,
28,
25,
53,
28,
25
],
[
50,
47.169811,
52.830189,
50,
47.169811,
52.830189
],
[
1.929745,
3.04711,
1.093683,
1.049503,
1.33946,
0.845533
],
[
372801,
372801,
53628,
48979,
45991,
48979
],
[
-91823,
-33938,
-91823,
-132573,
-32515,
-132573
],
[
53,
40,
65,
53,
40,
65
],
[
71,
50,
90,
71,
50,
90
],
[
34,
32,
37,
34,
32,
37
],
[
5633,
2166,
3467,
5633,
2166,
3467
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
465198,
-167328,
-320041,
-346068,
-356510,
-760466
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5805,
"evaluation_days": 1935,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594425600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111737260,
"expiration_time": 1764119520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|