| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 261854.7877 | 376963.9118 | -115109.1242 | -93067.6665 | 123221.4823 | -216289.1488 |
| Total P&L (%) | 261.8548 | 376.9639 | -115.1091 | -93.0677 | 123.2215 | -216.2891 |
| Avg Daily Profit (%) | 0.1356 | 0.1952 | -0.0596 | -0.1381 | 0.0416 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -224068 | -187749 | -156389 | -346402 | -305093 | -230343 |
| Profit Factor | 1.1545 | 1.4303 | 0.8595 | 0.942 | 1.1549 | 0.7332 |
| Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
| Winning Trades | 157 | 75 | 82 | 157 | 75 | 82 |
| Losing Trades | 162 | 85 | 77 | 162 | 85 | 77 |
| Profitability (%) | 49.2163 | 46.875 | 51.5723 | 49.2163 | 46.875 | 51.5723 |
| Ratio Avg Win / Avg Loss | 1.1913 | 1.621 | 0.807 | 0.972 | 1.3089 | 0.6885 |
| Largest Winning Trade | 283092 | 283092 | 30513 | 219764 | 219764 | 68147 |
| Largest Losing Trade | -51642 | -49452 | -51642 | -127364 | -74834 | -127364 |
| Avg Bars in Trades | 17 | 17 | 18 | 17 | 17 | 18 |
| Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
| Bars Traded | 5687 | 2825 | 2862 | 5687 | 2825 | 2862 |
| 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 | -60949 | 321006 | -580018 | -579136 | -188098 | -580018 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5793,
"evaluation_days": 1931,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1591948800000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758787673916,
"expiration_time": 1763763552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.3564
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 209,
"offset": 0,
"poles": 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": [
[
261854.7876663925,
376963.9118238465,
-115109.1241574539,
-93067.6665063007,
123221.4823218243,
-216289.148828125
],
[
261.854788,
376.963912,
-115.109124,
-93.067667,
123.221482,
-216.289149
],
[
0.135606,
0.195217,
-0.059611,
-0.138122,
0.041593,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-224068,
-187749,
-156389,
-346402,
-305093,
-230343
],
[
1.154486,
1.430329,
0.859454,
0.942046,
1.154939,
0.733177
],
[
319,
160,
159,
319,
160,
159
],
[
157,
75,
82,
157,
75,
82
],
[
162,
85,
77,
162,
85,
77
],
[
49.216301,
46.875,
51.572327,
49.216301,
46.875,
51.572327
],
[
1.191253,
1.621039,
0.807049,
0.972048,
1.308931,
0.688471
],
[
283092,
283092,
30513,
219764,
219764,
68147
],
[
-51642,
-49452,
-51642,
-127364,
-74834,
-127364
],
[
17,
17,
18,
17,
17,
18
],
[
17,
17,
17,
17,
17,
17
],
[
17,
17,
18,
17,
17,
18
],
[
5687,
2825,
2862,
5687,
2825,
2862
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-60949,
321006,
-580018,
-579136,
-188098,
-580018
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5793,
"evaluation_days": 1931,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1591948800000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758787673916,
"expiration_time": 1763763552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.3564
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 209,
"offset": 0,
"poles": 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) |
|---|