| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 415673.3442 | 440972.906 | -25299.5618 | -2163227.4707 | -741182.715 | -1422044.7557 |
| Total P&L (%) | 415.6733 | 440.9729 | -25.2996 | -2163.2275 | -741.1827 | -1422.0448 |
| Avg Daily Profit (%) | 0.2141 | 0.2271 | -0.013 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -280639 | -69010 | -294020 | -3156783 | -1434672 | -2155847 |
| Profit Factor | 1.2989 | 1.766 | 0.969 | 0.8144 | 0.8651 | 0.7692 |
| Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
| Winning Trades | 133 | 63 | 70 | 102 | 56 | 46 |
| Losing Trades | 103 | 55 | 48 | 134 | 62 | 72 |
| Profitability (%) | 56.3559 | 53.3898 | 59.322 | 43.2203 | 47.4576 | 38.9831 |
| Ratio Avg Win / Avg Loss | 1.0059 | 1.5417 | 0.6644 | 1.0699 | 0.9578 | 1.2039 |
| Largest Winning Trade | 129615 | 129615 | 49849 | 817071 | 421138 | 817071 |
| Largest Losing Trade | -221506 | -31597 | -221506 | -506855 | -506855 | -336170 |
| Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
| Bars Traded | 3871 | 1940 | 1931 | 3871 | 1940 | 1931 |
| Profit Streak | 19.3955 | 19.3955 | 43.3955 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 403927 | 440501 | -578545 | -580235 | -581729 | -583358 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3883,
"evaluation_days": 1941.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1591920000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759656574232,
"expiration_time": 1764654768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 121,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.14023,
"nb": 0.09554,
"nc": 0.69491
}
}
} {
"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": [
[
415673.3442144436,
440972.9060141763,
-25299.561799733,
-2163227.4707087567,
-741182.715013038,
-1422044.7556957195
],
[
415.673344,
440.972906,
-25.299562,
-2163.227471,
-741.182715,
-1422.044756
],
[
0.214099,
0.22713,
-0.013031,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-280639,
-69010,
-294020,
-3156783,
-1434672,
-2155847
],
[
1.298851,
1.765979,
0.968965,
0.814377,
0.865075,
0.769172
],
[
236,
118,
118,
236,
118,
118
],
[
133,
63,
70,
102,
56,
46
],
[
103,
55,
48,
134,
62,
72
],
[
56.355932,
53.389831,
59.322034,
43.220339,
47.457627,
38.983051
],
[
1.005877,
1.541728,
0.664433,
1.069868,
0.957762,
1.203921
],
[
129615,
129615,
49849,
817071,
421138,
817071
],
[
-221506,
-31597,
-221506,
-506855,
-506855,
-336170
],
[
16,
16,
16,
16,
16,
16
],
[
16,
16,
16,
16,
16,
16
],
[
16,
16,
16,
16,
16,
16
],
[
3871,
1940,
1931,
3871,
1940,
1931
],
[
19.395535,
19.395535,
43.395535,
0,
0,
0
],
[
2,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
403927,
440501,
-578545,
-580235,
-581729,
-583358
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3883,
"evaluation_days": 1941.5,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1591920000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759656574232,
"expiration_time": 1764654768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 121,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.14023,
"nb": 0.09554,
"nc": 0.69491
}
}
}
| # | 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) |
|---|