| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 512999.238 | 510447.4075 | 2551.8305 | -824884.8495 | -158640.2474 | -666244.6021 |
| Total P&L (%) | 512.9992 | 510.4474 | 2.5518 | -824.8848 | -158.6402 | -666.2446 |
| Avg Daily Profit (%) | 0.2634 | 0.2621 | 0.0013 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -199954 | -53732 | -179227 | -2412817 | -953586 | -1433932 |
| Profit Factor | 1.8064 | 3.4244 | 1.006 | 0.8288 | 0.9203 | 0.7644 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 32 | 17 | 15 | 35 | 17 | 18 |
| Losing Trades | 38 | 18 | 20 | 35 | 18 | 17 |
| Profitability (%) | 45.7143 | 48.5714 | 42.8571 | 50 | 48.5714 | 51.4286 |
| Ratio Avg Win / Avg Loss | 2.1451 | 3.6258 | 1.3413 | 0.8288 | 0.9745 | 0.7219 |
| Largest Winning Trade | 454682 | 454682 | 66110 | 463789 | 390020 | 463789 |
| Largest Losing Trade | -170793 | -36178 | -170793 | -788349 | -713689 | -788349 |
| Avg Bars in Trades | 77 | 63 | 91 | 77 | 63 | 91 |
| Avg Bars in Winners | 105 | 75 | 140 | 51 | 50 | 52 |
| Avg Bars in Losers | 54 | 52 | 55 | 104 | 76 | 134 |
| Bars Traded | 5443 | 2227 | 3216 | 5443 | 2227 | 3216 |
| Profit Streak | 0 | 0 | 0 | 158.1743 | 282.5077 | 158.1743 |
| Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -88437 | 523892 | -573557 | -678143 | -579994 | -579637 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5842,
"evaluation_days": 1947.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595001600000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760184663614,
"expiration_time": 1765217088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 210,
"offset": 0,
"std": 1.07409
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 225,
"offset": 0,
"std": 1.18645
}
}
} {
"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": [
[
512999.2380238966,
510447.4075234928,
2551.830500404,
-824884.8494619073,
-158640.2473769336,
-666244.6020849741
],
[
512.999238,
510.447408,
2.551831,
-824.884849,
-158.640247,
-666.244602
],
[
0.263437,
0.262127,
0.00131,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-199954,
-53732,
-179227,
-2412817,
-953586,
-1433932
],
[
1.806385,
3.424389,
1.005995,
0.828834,
0.920329,
0.764414
],
[
70,
35,
35,
70,
35,
35
],
[
32,
17,
15,
35,
17,
18
],
[
38,
18,
20,
35,
18,
17
],
[
45.714286,
48.571429,
42.857143,
50,
48.571429,
51.428571
],
[
2.145082,
3.625823,
1.341327,
0.828834,
0.974466,
0.721946
],
[
454682,
454682,
66110,
463789,
390020,
463789
],
[
-170793,
-36178,
-170793,
-788349,
-713689,
-788349
],
[
77,
63,
91,
77,
63,
91
],
[
105,
75,
140,
51,
50,
52
],
[
54,
52,
55,
104,
76,
134
],
[
5443,
2227,
3216,
5443,
2227,
3216
],
[
0,
0,
0,
158.174347,
282.507681,
158.174347
],
[
0,
0,
0,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-88437,
523892,
-573557,
-678143,
-579994,
-579637
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5842,
"evaluation_days": 1947.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595001600000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760184663614,
"expiration_time": 1765217088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 210,
"offset": 0,
"std": 1.07409
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 225,
"offset": 0,
"std": 1.18645
}
}
}
| # | 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) |
|---|