| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 604250.8662 | 574306.2435 | 29944.6226 | -39324.0622 | 115709.5585 | -155033.6207 |
| Total P&L (%) | 604.2509 | 574.3062 | 29.9446 | -39.3241 | 115.7096 | -155.0336 |
| Avg Daily Profit (%) | 0.3123 | 0.2968 | 0.0155 | -0.0258 | 0.0397 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -181585 | -165792 | -93928 | -2011314 | -1777227 | -782650 |
| Profit Factor | 1.8147 | 2.6668 | 1.0754 | 0.9918 | 1.0457 | 0.9307 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Profitability (%) | 48.75 | 42.5 | 55 | 48.75 | 42.5 | 55 |
| Ratio Avg Win / Avg Loss | 1.9078 | 3.608 | 0.8799 | 1.0426 | 1.4148 | 0.7615 |
| Largest Winning Trade | 495094 | 495094 | 48464 | 1472591 | 1472591 | 330313 |
| Largest Losing Trade | -70489 | -57328 | -70489 | -1187722 | -1187722 | -436284 |
| Avg Bars in Trades | 69 | 61 | 77 | 69 | 61 | 77 |
| Avg Bars in Winners | 72 | 67 | 76 | 72 | 67 | 76 |
| Avg Bars in Losers | 66 | 56 | 79 | 66 | 56 | 79 |
| Bars Traded | 5549 | 2445 | 3104 | 5549 | 2445 | 3104 |
| Profit Streak | 19.0896 | 0 | 27.0896 | 19.0896 | 0 | 27.0896 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -11264 | 398291 | -313322 | -602815 | -312958 | -579560 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5805,
"evaluation_days": 1935,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1597536000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111737333,
"expiration_time": 1764119520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 128,
"offset": 0,
"a": 0.63687
}
}
} {
"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": [
[
604250.8661665008,
574306.2435206537,
29944.6226458469,
-39324.0621800241,
115709.5585068503,
-155033.6206868744
],
[
604.250866,
574.306244,
29.944623,
-39.324062,
115.709559,
-155.033621
],
[
0.312274,
0.296799,
0.015475,
-0.025817,
0.039737,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-181585,
-165792,
-93928,
-2011314,
-1777227,
-782650
],
[
1.814706,
2.666818,
1.075403,
0.991754,
1.04571,
0.930705
],
[
80,
40,
40,
80,
40,
40
],
[
39,
17,
22,
39,
17,
22
],
[
41,
23,
18,
41,
23,
18
],
[
48.75,
42.5,
55,
48.75,
42.5,
55
],
[
1.907768,
3.608048,
0.879875,
1.042613,
1.414785,
0.761486
],
[
495094,
495094,
48464,
1472591,
1472591,
330313
],
[
-70489,
-57328,
-70489,
-1187722,
-1187722,
-436284
],
[
69,
61,
77,
69,
61,
77
],
[
72,
67,
76,
72,
67,
76
],
[
66,
56,
79,
66,
56,
79
],
[
5549,
2445,
3104,
5549,
2445,
3104
],
[
19.089552,
0,
27.089552,
19.089552,
0,
27.089552
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-11264,
398291,
-313322,
-602815,
-312958,
-579560
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5805,
"evaluation_days": 1935,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1597536000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111737333,
"expiration_time": 1764119520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 128,
"offset": 0,
"a": 0.63687
}
}
}
| # | 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) |
|---|