| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 738143.8235 | 671804.9522 | 66338.8713 | 318429.8302 | 146145.4127 | 172284.4175 |
| Total P&L (%) | 738.1438 | 671.805 | 66.3389 | 318.4298 | 146.1454 | 172.2844 |
| Avg Daily Profit (%) | 0.382 | 0.3477 | 0.0343 | 0.0741 | 0.0466 | 0.0519 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130863 | -146110 | -109085 | -305115 | -280321 | -263618 |
| Profit Factor | 1.8754 | 2.4942 | 1.1685 | 1.1526 | 1.1314 | 1.1767 |
| Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
| Losing Trades | 78 | 46 | 32 | 78 | 46 | 32 |
| Profitability (%) | 41.3534 | 31.3433 | 51.5152 | 41.3534 | 31.3433 | 51.5152 |
| Ratio Avg Win / Avg Loss | 2.6596 | 5.4635 | 1.0998 | 1.6345 | 2.4783 | 1.1075 |
| Largest Winning Trade | 393390 | 393390 | 50293 | 291044 | 291044 | 163413 |
| Largest Losing Trade | -46679 | -24474 | -46679 | -163789 | -99355 | -163789 |
| Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
| Avg Bars in Winners | 71 | 73 | 69 | 71 | 73 | 69 |
| Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
| Bars Traded | 5688 | 2535 | 3153 | 5688 | 2535 | 3153 |
| 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 | 365141 | -110159 | -306395 | -148619 | -329747 | -273797 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5797,
"evaluation_days": 1932.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593504000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758906391683,
"expiration_time": 1763882208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 26,
"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": [
[
738143.8234567024,
671804.9521917434,
66338.8712649592,
318429.8301661509,
146145.4126689054,
172284.4174972459
],
[
738.143823,
671.804952,
66.338871,
318.42983,
146.145413,
172.284417
],
[
0.381997,
0.347666,
0.034331,
0.074101,
0.046626,
0.051851
],
[
10,
10,
10,
10,
10,
10
],
[
-130863,
-146110,
-109085,
-305115,
-280321,
-263618
],
[
1.875391,
2.494218,
1.168538,
1.152556,
1.131382,
1.176714
],
[
133,
67,
66,
133,
67,
66
],
[
55,
21,
34,
55,
21,
34
],
[
78,
46,
32,
78,
46,
32
],
[
41.353383,
31.343284,
51.515152,
41.353383,
31.343284,
51.515152
],
[
2.659646,
5.463526,
1.099801,
1.634533,
2.478265,
1.107496
],
[
393390,
393390,
50293,
291044,
291044,
163413
],
[
-46679,
-24474,
-46679,
-163789,
-99355,
-163789
],
[
42,
37,
47,
42,
37,
47
],
[
71,
73,
69,
71,
73,
69
],
[
22,
21,
24,
22,
21,
24
],
[
5688,
2535,
3153,
5688,
2535,
3153
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365141,
-110159,
-306395,
-148619,
-329747,
-273797
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5797,
"evaluation_days": 1932.33,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1593504000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758906391683,
"expiration_time": 1763882208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 26,
"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) |
|---|