| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 575355.5394 | 480960.6031 | 94394.9363 | -2319511.8753 | 2305970.9542 | -4625482.8294 |
| Total P&L (%) | 575.3555 | 480.9606 | 94.3949 | -2319.5119 | 2305.971 | -4625.4828 |
| Avg Daily Profit (%) | 0.2962 | 0.2476 | 0.0486 | 0 | 0.1639 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140193 | -68918 | -172071 | -4400109 | -1232789 | -4943147 |
| Profit Factor | 1.7413 | 2.3631 | 1.223 | 0.8254 | 1.4764 | 0.4521 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 57 | 27 | 30 | 67 | 36 | 31 |
| Losing Trades | 65 | 34 | 31 | 55 | 25 | 30 |
| Profitability (%) | 46.7213 | 44.2623 | 49.1803 | 54.918 | 59.0164 | 50.8197 |
| Ratio Avg Win / Avg Loss | 1.9857 | 2.9758 | 1.2638 | 0.6775 | 1.0252 | 0.4375 |
| Largest Winning Trade | 193783 | 193783 | 61266 | 1116078 | 1116078 | 392219 |
| Largest Losing Trade | -140193 | -31457 | -140193 | -2372105 | -618236 | -2372105 |
| Avg Bars in Trades | 46 | 42 | 50 | 46 | 42 | 50 |
| Avg Bars in Winners | 58 | 43 | 72 | 41 | 41 | 40 |
| Avg Bars in Losers | 35 | 41 | 29 | 52 | 43 | 60 |
| Bars Traded | 5655 | 2572 | 3083 | 5655 | 2572 | 3083 |
| Profit Streak | 88.13 | 89.7966 | 88.13 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454154 | -150422 | -289433 | -579816 | -151620 | -742352 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5827,
"evaluation_days": 1942.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595433600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759748827698,
"expiration_time": 1764772128000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 172,
"offset": 0,
"std": 3.00506
}
}
} {
"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": [
[
575355.539387742,
480960.6031082383,
94394.9362795037,
-2319511.8752588304,
2305970.954165018,
-4625482.829423849
],
[
575.355539,
480.960603,
94.394936,
-2319.511875,
2305.970954,
-4625.482829
],
[
0.296219,
0.24762,
0.048599,
0,
0.163883,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-140193,
-68918,
-172071,
-4400109,
-1232789,
-4943147
],
[
1.741314,
2.363149,
1.222999,
0.825368,
1.476352,
0.45205
],
[
122,
61,
61,
122,
61,
61
],
[
57,
27,
30,
67,
36,
31
],
[
65,
34,
31,
55,
25,
30
],
[
46.721311,
44.262295,
49.180328,
54.918033,
59.016393,
50.819672
],
[
1.985709,
2.975817,
1.263765,
0.677541,
1.025245,
0.437467
],
[
193783,
193783,
61266,
1116078,
1116078,
392219
],
[
-140193,
-31457,
-140193,
-2372105,
-618236,
-2372105
],
[
46,
42,
50,
46,
42,
50
],
[
58,
43,
72,
41,
41,
40
],
[
35,
41,
29,
52,
43,
60
],
[
5655,
2572,
3083,
5655,
2572,
3083
],
[
88.12995,
89.796617,
88.12995,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454154,
-150422,
-289433,
-579816,
-151620,
-742352
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5827,
"evaluation_days": 1942.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595433600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759748827698,
"expiration_time": 1764772128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 172,
"offset": 0,
"std": 3.00506
}
}
}
| # | 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) |
|---|