| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -8521.9797 | 187163.9852 | -195685.9648 | -293845.8243 | 2184865.4263 | -2478711.2506 |
| Total P&L (%) | -8.522 | 187.164 | -195.686 | -293.8458 | 2184.8654 | -2478.7113 |
| Avg Daily Profit (%) | -0.0044 | 0.0968 | -0.1013 | 0 | 0.162 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -394326 | -130346 | -308834 | -2609365 | -651511 | -2892202 |
| Profit Factor | 0.9894 | 1.5243 | 0.5639 | 0.9397 | 2.4529 | 0.2649 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 41 | 21 | 20 | 30 | 20 | 10 |
| Losing Trades | 26 | 13 | 13 | 37 | 14 | 23 |
| Profitability (%) | 61.194 | 61.7647 | 60.6061 | 44.7761 | 58.8235 | 30.303 |
| Ratio Avg Win / Avg Loss | 0.6274 | 0.9436 | 0.3665 | 1.159 | 1.7171 | 0.6092 |
| Largest Winning Trade | 138421 | 138421 | 37437 | 934844 | 934844 | 273104 |
| Largest Losing Trade | -289968 | -63516 | -289968 | -2246599 | -416566 | -2246599 |
| Avg Bars in Trades | 80 | 92 | 67 | 80 | 92 | 67 |
| Avg Bars in Winners | 61 | 61 | 60 | 86 | 101 | 58 |
| Avg Bars in Losers | 110 | 142 | 78 | 74 | 79 | 72 |
| Bars Traded | 5377 | 3137 | 2240 | 5377 | 3137 | 2240 |
| Profit Streak | 141.6678 | 141.6678 | 267.0011 | 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 | -698943 | -61426 | -578458 | -702420 | 486505 | -588462 |
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5798,
"evaluation_days": 1932.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1598457600000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758931295955,
"expiration_time": 1763911872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 227,
"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": [
[
-8521.9796946543,
187163.9851501181,
-195685.9648447724,
-293845.8243268155,
2184865.4263007664,
-2478711.250627582
],
[
-8.52198,
187.163985,
-195.685965,
-293.845824,
2184.865426,
-2478.711251
],
[
-0.004409,
0.096842,
-0.101252,
0,
0.162026,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-394326,
-130346,
-308834,
-2609365,
-651511,
-2892202
],
[
0.989423,
1.524258,
0.563867,
0.939731,
2.452947,
0.264868
],
[
67,
34,
33,
67,
34,
33
],
[
41,
21,
20,
30,
20,
10
],
[
26,
13,
13,
37,
14,
23
],
[
61.19403,
61.764706,
60.606061,
44.776119,
58.823529,
30.30303
],
[
0.627439,
0.943588,
0.366514,
1.159001,
1.717063,
0.609196
],
[
138421,
138421,
37437,
934844,
934844,
273104
],
[
-289968,
-63516,
-289968,
-2246599,
-416566,
-2246599
],
[
80,
92,
67,
80,
92,
67
],
[
61,
61,
60,
86,
101,
58
],
[
110,
142,
78,
74,
79,
72
],
[
5377,
3137,
2240,
5377,
3137,
2240
],
[
141.667777,
141.667777,
267.00111,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-698943,
-61426,
-578458,
-702420,
486505,
-588462
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5798,
"evaluation_days": 1932.67,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1598457600000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758931295955,
"expiration_time": 1763911872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 227,
"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) |
|---|