| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 622058.2881 | 518956.7668 | 103101.5213 | 358904.6232 | 692830.1788 | -333925.5555 |
| Total P&L (%) | 622.0583 | 518.9568 | 103.1015 | 358.9046 | 692.8302 | -333.9256 |
| Avg Daily Profit (%) | 0.3205 | 0.2674 | 0.0531 | 0.0785 | 0.1067 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -189236 | -129541 | -92025 | -4598901 | -2829443 | -2479577 |
| Profit Factor | 1.387 | 1.6632 | 1.125 | 1.0155 | 1.0602 | 0.9714 |
| Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
| Winning Trades | 196 | 90 | 106 | 196 | 90 | 106 |
| Losing Trades | 185 | 101 | 84 | 185 | 101 | 84 |
| Profitability (%) | 51.4436 | 47.1204 | 55.7895 | 51.4436 | 47.1204 | 55.7895 |
| Ratio Avg Win / Avg Loss | 1.3091 | 1.8665 | 0.8915 | 0.9585 | 1.1898 | 0.7698 |
| Largest Winning Trade | 143651 | 143651 | 34721 | 722955 | 716842 | 722955 |
| Largest Losing Trade | -75098 | -29348 | -75098 | -1042618 | -588916 | -1042618 |
| Avg Bars in Trades | 10 | 10 | 9 | 10 | 10 | 9 |
| Avg Bars in Winners | 10 | 10 | 9 | 10 | 10 | 9 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 3874 | 1987 | 1886 | 3874 | 1987 | 1886 |
| Profit Streak | 12.264 | 12.264 | 56.764 | 12.264 | 12.264 | 56.764 |
| Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 476072 | 431481 | -203724 | -289734 | -204191 | -577788 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3882,
"evaluation_days": 1941,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1591920000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759602006357,
"expiration_time": 1764610272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.17858,
"nb": 0.27799,
"nc": 0.63619
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 141,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
622058.2880952966,
518956.7667941661,
103101.5213011302,
358904.6232273824,
692830.1787621886,
-333925.5555348008
],
[
622.058288,
518.956767,
103.101521,
358.904623,
692.830179,
-333.925556
],
[
0.320483,
0.267366,
0.053118,
0.07853,
0.106726,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-189236,
-129541,
-92025,
-4598901,
-2829443,
-2479577
],
[
1.386968,
1.663219,
1.124966,
1.015471,
1.060184,
0.971425
],
[
381,
191,
190,
381,
191,
190
],
[
196,
90,
106,
196,
90,
106
],
[
185,
101,
84,
185,
101,
84
],
[
51.44357,
47.120419,
55.789474,
51.44357,
47.120419,
55.789474
],
[
1.309128,
1.866502,
0.891483,
0.958481,
1.189762,
0.769809
],
[
143651,
143651,
34721,
722955,
716842,
722955
],
[
-75098,
-29348,
-75098,
-1042618,
-588916,
-1042618
],
[
10,
10,
9,
10,
10,
9
],
[
10,
10,
9,
10,
10,
9
],
[
9,
9,
9,
9,
9,
9
],
[
3874,
1987,
1886,
3874,
1987,
1886
],
[
12.263962,
12.263962,
56.763962,
12.263962,
12.263962,
56.763962
],
[
2,
1,
5,
2,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
476072,
431481,
-203724,
-289734,
-204191,
-577788
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3882,
"evaluation_days": 1941,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1591920000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759602006357,
"expiration_time": 1764610272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.17858,
"nb": 0.27799,
"nc": 0.63619
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 141,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|