| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 974553.6144 | 820966.6111 | 153587.0034 | 2127314.1436 | -142513.9223 | 2269828.0659 |
| Total P&L (%) | 974.5536 | 820.9666 | 153.587 | 2127.3141 | -142.5139 | 2269.8281 |
| Avg Daily Profit (%) | 0.5032 | 0.4239 | 0.0793 | 0.1604 | 0 | 0.1636 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122093 | -92453 | -66803 | -1678554 | -1145133 | -985062 |
| Profit Factor | 2.5015 | 3.2918 | 1.5281 | 1.307 | 0.9634 | 1.7489 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 41 | 14 | 27 | 41 | 14 | 27 |
| Losing Trades | 55 | 34 | 21 | 55 | 34 | 21 |
| Profitability (%) | 42.7083 | 29.1667 | 56.25 | 42.7083 | 29.1667 | 56.25 |
| Ratio Avg Win / Avg Loss | 3.3556 | 7.9944 | 1.1885 | 1.7533 | 2.3398 | 1.3603 |
| Largest Winning Trade | 512974 | 512974 | 47818 | 934008 | 934008 | 727885 |
| Largest Losing Trade | -37889 | -31426 | -37889 | -608635 | -350382 | -608635 |
| Avg Bars in Trades | 58 | 48 | 68 | 58 | 48 | 68 |
| Avg Bars in Winners | 100 | 101 | 99 | 100 | 101 | 99 |
| Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
| Bars Traded | 5628 | 2323 | 3305 | 5628 | 2323 | 3305 |
| 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 | 461428 | 175781 | -84689 | 228853 | -589362 | 389876 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5810,
"evaluation_days": 1936.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594022400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759269039492,
"expiration_time": 1764267840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 73,
"offset": 0,
"std": 1.55263
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 49,
"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": [
[
974553.6144287889,
820966.6110607896,
153587.003367999,
2127314.1436173604,
-142513.9223126553,
2269828.065930015
],
[
974.553614,
820.966611,
153.587003,
2127.314144,
-142.513922,
2269.828066
],
[
0.503211,
0.423906,
0.079305,
0.160372,
0,
0.163579
],
[
10,
10,
10,
10,
10,
10
],
[
-122093,
-92453,
-66803,
-1678554,
-1145133,
-985062
],
[
2.501461,
3.29183,
1.528052,
1.30701,
0.963442,
1.748903
],
[
96,
48,
48,
96,
48,
48
],
[
41,
14,
27,
41,
14,
27
],
[
55,
34,
21,
55,
34,
21
],
[
42.708333,
29.166667,
56.25,
42.708333,
29.166667,
56.25
],
[
3.355618,
7.994445,
1.188485,
1.753306,
2.339787,
1.360258
],
[
512974,
512974,
47818,
934008,
934008,
727885
],
[
-37889,
-31426,
-37889,
-608635,
-350382,
-608635
],
[
58,
48,
68,
58,
48,
68
],
[
100,
101,
99,
100,
101,
99
],
[
27,
26,
29,
27,
26,
29
],
[
5628,
2323,
3305,
5628,
2323,
3305
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461428,
175781,
-84689,
228853,
-589362,
389876
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5810,
"evaluation_days": 1936.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1594022400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759269039492,
"expiration_time": 1764267840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 73,
"offset": 0,
"std": 1.55263
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 49,
"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) |
|---|