| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 638876.434 | 531782.0576 | 107094.3765 | -308124.6252 | 48375.5487 | -356500.1739 |
| Total P&L (%) | 638.8764 | 531.7821 | 107.0944 | -308.1246 | 48.3755 | -356.5002 |
| Avg Daily Profit (%) | 0.3301 | 0.2748 | 0.0553 | 0 | 0.0204 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110647 | -78686 | -123496 | -443573 | -107748 | -398784 |
| Profit Factor | 2.2975 | 3.1223 | 1.4429 | 0.6604 | 1.1521 | 0.3949 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 30 | 13 | 17 | 35 | 19 | 16 |
| Losing Trades | 36 | 20 | 16 | 31 | 14 | 17 |
| Profitability (%) | 45.4545 | 39.3939 | 51.5152 | 53.0303 | 57.5758 | 48.4848 |
| Ratio Avg Win / Avg Loss | 2.757 | 4.8035 | 1.358 | 0.5849 | 0.8489 | 0.4196 |
| Largest Winning Trade | 474055 | 474055 | 54598 | 45007 | 45007 | 39270 |
| Largest Losing Trade | -109654 | -47445 | -109654 | -124556 | -97542 | -124556 |
| Avg Bars in Trades | 82 | 56 | 108 | 82 | 56 | 108 |
| Avg Bars in Winners | 129 | 91 | 158 | 44 | 32 | 59 |
| Avg Bars in Losers | 43 | 34 | 54 | 125 | 90 | 153 |
| Bars Traded | 5445 | 1880 | 3565 | 5445 | 1880 | 3565 |
| Profit Streak | 0 | 0 | 0 | 29.6314 | 29.6314 | 31.2981 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -117021 | 377765 | -117896 | -707880 | -220469 | -580851 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5806,
"evaluation_days": 1935.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1596729600000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759158555738,
"expiration_time": 1764149184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
638876.4340352169,
531782.057566787,
107094.3764684297,
-308124.6252005915,
48375.5486686681,
-356500.1738692595
],
[
638.876434,
531.782058,
107.094376,
-308.124625,
48.375549,
-356.500174
],
[
0.330112,
0.274776,
0.055336,
0,
0.02039,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-110647,
-78686,
-123496,
-443573,
-107748,
-398784
],
[
2.297538,
3.122281,
1.442896,
0.660365,
1.152113,
0.394941
],
[
66,
33,
33,
66,
33,
33
],
[
30,
13,
17,
35,
19,
16
],
[
36,
20,
16,
31,
14,
17
],
[
45.454545,
39.393939,
51.515152,
53.030303,
57.575758,
48.484848
],
[
2.757046,
4.803509,
1.35802,
0.584895,
0.848925,
0.419625
],
[
474055,
474055,
54598,
45007,
45007,
39270
],
[
-109654,
-47445,
-109654,
-124556,
-97542,
-124556
],
[
82,
56,
108,
82,
56,
108
],
[
129,
91,
158,
44,
32,
59
],
[
43,
34,
54,
125,
90,
153
],
[
5445,
1880,
3565,
5445,
1880,
3565
],
[
0,
0,
0,
29.631432,
29.631432,
31.298099
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-117021,
377765,
-117896,
-707880,
-220469,
-580851
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5806,
"evaluation_days": 1935.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1596729600000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759158555738,
"expiration_time": 1764149184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|