| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 674040.5141 | 644907.2957 | 29133.2185 | 69982.5763 | 391434.3453 | -321451.769 |
| Total P&L (%) | 674.0405 | 644.9073 | 29.1332 | 69.9826 | 391.4343 | -321.4518 |
| Avg Daily Profit (%) | 0.3474 | 0.3324 | 0.015 | 0.0274 | 0.0821 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -196474 | -185511 | -52807 | -4009255 | -3685180 | -1374752 |
| Profit Factor | 1.488 | 1.7328 | 1.0581 | 1.0052 | 1.0443 | 0.931 |
| Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
| Winning Trades | 150 | 73 | 77 | 150 | 73 | 77 |
| Losing Trades | 177 | 90 | 87 | 177 | 90 | 87 |
| Profitability (%) | 45.8716 | 44.7853 | 46.9512 | 45.8716 | 44.7853 | 46.9512 |
| Ratio Avg Win / Avg Loss | 1.7559 | 2.1363 | 1.1956 | 1.1861 | 1.2875 | 1.052 |
| Largest Winning Trade | 521078 | 521078 | 28563 | 3493502 | 3493502 | 487297 |
| Largest Losing Trade | -30969 | -30969 | -27933 | -1163118 | -923902 | -1163118 |
| Avg Bars in Trades | 17 | 27 | 7 | 17 | 27 | 7 |
| Avg Bars in Winners | 18 | 28 | 9 | 18 | 28 | 9 |
| Avg Bars in Losers | 17 | 27 | 6 | 17 | 27 | 6 |
| Bars Traded | 5793 | 4537 | 1256 | 5793 | 4537 | 1256 |
| 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 | 432866 | 396084 | -333151 | -370784 | -256613 | -579715 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5820,
"evaluation_days": 1940,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592208000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759564651691,
"expiration_time": 1764564480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 10,
"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": [
[
674040.5141148004,
644907.2956562958,
29133.2184585042,
69982.5762924487,
391434.3452618517,
-321451.7689694026
],
[
674.040514,
644.907296,
29.133218,
69.982576,
391.434345,
-321.451769
],
[
0.347444,
0.332426,
0.015017,
0.02735,
0.082104,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-196474,
-185511,
-52807,
-4009255,
-3685180,
-1374752
],
[
1.488013,
1.732771,
1.058138,
1.005183,
1.044273,
0.931045
],
[
327,
163,
164,
327,
163,
164
],
[
150,
73,
77,
150,
73,
77
],
[
177,
90,
87,
177,
90,
87
],
[
45.87156,
44.785276,
46.95122,
45.87156,
44.785276,
46.95122
],
[
1.755855,
2.136292,
1.195559,
1.186116,
1.28746,
1.05196
],
[
521078,
521078,
28563,
3493502,
3493502,
487297
],
[
-30969,
-30969,
-27933,
-1163118,
-923902,
-1163118
],
[
17,
27,
7,
17,
27,
7
],
[
18,
28,
9,
18,
28,
9
],
[
17,
27,
6,
17,
27,
6
],
[
5793,
4537,
1256,
5793,
4537,
1256
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432866,
396084,
-333151,
-370784,
-256613,
-579715
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5820,
"evaluation_days": 1940,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1592208000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759564651691,
"expiration_time": 1764564480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 10,
"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) |
|---|