| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 790884.9389 | 765429.0753 | 25455.8636 | 77551.2783 | -160769.071 | 238320.3494 |
| Total P&L (%) | 790.8849 | 765.4291 | 25.4559 | 77.5513 | -160.7691 | 238.3203 |
| Avg Daily Profit (%) | 0.4076 | 0.3944 | 0.0131 | 0.0296 | 0 | 0.0628 |
| Buy And Hold Return (%) | 14.1036 | 14.1036 | 14.1036 | 14.1036 | 14.1036 | 14.1036 |
| Max Trade Drawdown | -136679 | -109448 | -130564 | -301241 | -476782 | -155703 |
| Profit Factor | 1.7458 | 2.449 | 1.0478 | 1.0336 | 0.8751 | 1.2333 |
| Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
| Winning Trades | 126 | 57 | 69 | 126 | 57 | 69 |
| Losing Trades | 120 | 66 | 54 | 120 | 66 | 54 |
| Profitability (%) | 51.2195 | 46.3415 | 56.0976 | 51.2195 | 46.3415 | 56.0976 |
| Ratio Avg Win / Avg Loss | 1.6626 | 2.8357 | 0.82 | 0.9844 | 1.0133 | 0.9652 |
| Largest Winning Trade | 641313 | 641313 | 39550 | 252150 | 252150 | 124958 |
| Largest Losing Trade | -55082 | -45691 | -55082 | -132937 | -76373 | -132937 |
| Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
| Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
| Bars Traded | 3810 | 1848 | 1962 | 3810 | 1848 | 1962 |
| 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 | 534400 | 467781 | -352249 | -337880 | -580483 | -110184 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3881,
"evaluation_days": 1940.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1593302400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759560285913,
"expiration_time": 1764565776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 3,
"offset": 30
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 29,
"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": [
[
790884.9388916431,
765429.0753361381,
25455.8635555052,
77551.2783092329,
-160769.0710434787,
238320.3493527116
],
[
790.884939,
765.429075,
25.455864,
77.551278,
-160.769071,
238.320349
],
[
0.407568,
0.394449,
0.013118,
0.029589,
0,
0.062829
],
[
14.103565,
14.103565,
14.103565,
14.103565,
14.103565,
14.103565
],
[
-136679,
-109448,
-130564,
-301241,
-476782,
-155703
],
[
1.745774,
2.449044,
1.047826,
1.033587,
0.875127,
1.233308
],
[
246,
123,
123,
246,
123,
123
],
[
126,
57,
69,
126,
57,
69
],
[
120,
66,
54,
120,
66,
54
],
[
51.219512,
46.341463,
56.097561,
51.219512,
46.341463,
56.097561
],
[
1.662641,
2.835735,
0.820038,
0.984369,
1.013305,
0.965197
],
[
641313,
641313,
39550,
252150,
252150,
124958
],
[
-55082,
-45691,
-55082,
-132937,
-76373,
-132937
],
[
15,
15,
15,
15,
15,
15
],
[
19,
19,
19,
19,
19,
19
],
[
11,
11,
11,
11,
11,
11
],
[
3810,
1848,
1962,
3810,
1848,
1962
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
534400,
467781,
-352249,
-337880,
-580483,
-110184
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3881,
"evaluation_days": 1940.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1593302400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759560285913,
"expiration_time": 1764565776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 3,
"offset": 30
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 29,
"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) |
|---|