| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 802611.6238 | 791660.2623 | 10951.3615 | -89171.1056 | 32824.5182 | -121995.6237 |
| Total P&L (%) | 802.6116 | 791.6603 | 10.9514 | -89.1711 | 32.8245 | -121.9956 |
| Avg Daily Profit (%) | 0.4143 | 0.4086 | 0.0057 | -0.1147 | 0.0147 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -233459 | -95729 | -164661 | -66048 | -11245 | -68894 |
| Profit Factor | 2.1185 | 3.2358 | 1.0301 | 0.5417 | 1.9024 | 0.2287 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Profitability (%) | 48.4375 | 43.75 | 53.125 | 48.4375 | 43.75 | 53.125 |
| Ratio Avg Win / Avg Loss | 2.2552 | 4.1603 | 0.9089 | 0.5766 | 2.4459 | 0.2018 |
| Largest Winning Trade | 634218 | 634218 | 66783 | 36017 | 36017 | 7761 |
| Largest Losing Trade | -95142 | -52090 | -95142 | -78032 | -5371 | -78032 |
| Avg Bars in Trades | 58 | 73 | 43 | 58 | 73 | 43 |
| Avg Bars in Winners | 64 | 70 | 59 | 64 | 70 | 59 |
| Avg Bars in Losers | 52 | 75 | 25 | 52 | 75 | 25 |
| Bars Traded | 3750 | 2352 | 1398 | 3750 | 2352 | 1398 |
| 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 | -130209 | 487540 | -510129 | -724885 | -174981 | -580405 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3875,
"evaluation_days": 1937.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1595505600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759302129486,
"expiration_time": 1764298800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 67,
"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": [
[
802611.6238013519,
791660.262341429,
10951.3614599227,
-89171.1055539427,
32824.5181519991,
-121995.6237059418
],
[
802.611624,
791.660262,
10.951361,
-89.171106,
32.824518,
-121.995624
],
[
0.414251,
0.408599,
0.005652,
-0.114667,
0.014652,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-233459,
-95729,
-164661,
-66048,
-11245,
-68894
],
[
2.118518,
3.235785,
1.030129,
0.541662,
1.902389,
0.228744
],
[
64,
32,
32,
64,
32,
32
],
[
31,
14,
17,
31,
14,
17
],
[
33,
18,
15,
33,
18,
15
],
[
48.4375,
43.75,
53.125,
48.4375,
43.75,
53.125
],
[
2.255197,
4.160295,
0.908937,
0.576608,
2.445928,
0.201833
],
[
634218,
634218,
66783,
36017,
36017,
7761
],
[
-95142,
-52090,
-95142,
-78032,
-5371,
-78032
],
[
58,
73,
43,
58,
73,
43
],
[
64,
70,
59,
64,
70,
59
],
[
52,
75,
25,
52,
75,
25
],
[
3750,
2352,
1398,
3750,
2352,
1398
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-130209,
487540,
-510129,
-724885,
-174981,
-580405
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3875,
"evaluation_days": 1937.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1595505600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759302129486,
"expiration_time": 1764298800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 67,
"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) |
|---|