| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 734458.8568 | 586364.7429 | 148094.1139 | 2838531.9981 | 127176.106 | 2711355.8921 |
| Total P&L (%) | 734.4589 | 586.3647 | 148.0941 | 2838.532 | 127.1761 | 2711.3559 |
| Avg Daily Profit (%) | 0.3785 | 0.3022 | 0.0763 | 0.1744 | 0.0423 | 0.1721 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101490 | -58841 | -72543 | -5667777 | -2282536 | -3385241 |
| Profit Factor | 2.1613 | 2.9839 | 1.4396 | 1.1753 | 1.0165 | 1.3197 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
| Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
| Profitability (%) | 34 | 32 | 36 | 34 | 32 | 36 |
| Ratio Avg Win / Avg Loss | 4.1954 | 6.3408 | 2.5593 | 2.2814 | 2.16 | 2.3462 |
| Largest Winning Trade | 321455 | 321455 | 56399 | 2255921 | 2145942 | 2255921 |
| Largest Losing Trade | -21058 | -17473 | -21058 | -1308941 | -911843 | -1308941 |
| Avg Bars in Trades | 25 | 17 | 32 | 25 | 17 | 32 |
| Avg Bars in Winners | 57 | 41 | 72 | 57 | 41 | 72 |
| Avg Bars in Losers | 8 | 6 | 9 | 8 | 6 | 9 |
| Bars Traded | 3760 | 1332 | 2428 | 3760 | 1332 | 2428 |
| 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 | 306591 | -49070 | -151403 | -23946 | -401374 | -53288 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3881,
"evaluation_days": 1940.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1594425600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759561409890,
"expiration_time": 1764565776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"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": [
[
734458.8568193488,
586364.7429159386,
148094.1139034106,
2838531.998127187,
127176.1059782941,
2711355.8921488933
],
[
734.458857,
586.364743,
148.094114,
2838.531998,
127.176106,
2711.355892
],
[
0.378489,
0.302172,
0.076318,
0.174359,
0.042295,
0.172075
],
[
10,
10,
10,
10,
10,
10
],
[
-101490,
-58841,
-72543,
-5667777,
-2282536,
-3385241
],
[
2.161292,
2.983921,
1.43959,
1.175281,
1.016486,
1.319728
],
[
150,
75,
75,
150,
75,
75
],
[
51,
24,
27,
51,
24,
27
],
[
99,
51,
48,
99,
51,
48
],
[
34,
32,
36,
34,
32,
36
],
[
4.195449,
6.340832,
2.559271,
2.281427,
2.160034,
2.346184
],
[
321455,
321455,
56399,
2255921,
2145942,
2255921
],
[
-21058,
-17473,
-21058,
-1308941,
-911843,
-1308941
],
[
25,
17,
32,
25,
17,
32
],
[
57,
41,
72,
57,
41,
72
],
[
8,
6,
9,
8,
6,
9
],
[
3760,
1332,
2428,
3760,
1332,
2428
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306591,
-49070,
-151403,
-23946,
-401374,
-53288
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3881,
"evaluation_days": 1940.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1594425600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759561409890,
"expiration_time": 1764565776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"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) |
|---|