| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 567033.2625 | 511234.3427 | 55798.9198 | -5916614.145 | -554969.2019 | -5361644.9432 |
| Total P&L (%) | 567.0333 | 511.2343 | 55.7989 | -5916.6141 | -554.9692 | -5361.6449 |
| Avg Daily Profit (%) | 0.2917 | 0.263 | 0.0287 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -227665 | -73888 | -215373 | -9929431 | -3656251 | -6968663 |
| Profit Factor | 1.9559 | 3.2726 | 1.1515 | 0.6482 | 0.921 | 0.4526 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 64 | 30 | 34 | 59 | 30 | 29 |
| Losing Trades | 60 | 32 | 28 | 65 | 32 | 33 |
| Profitability (%) | 51.6129 | 48.3871 | 54.8387 | 47.5806 | 48.3871 | 46.7742 |
| Ratio Avg Win / Avg Loss | 1.8336 | 3.4907 | 0.9483 | 0.7141 | 0.9824 | 0.5151 |
| Largest Winning Trade | 460200 | 460200 | 56366 | 2361468 | 2361468 | 971117 |
| Largest Losing Trade | -215373 | -31317 | -215373 | -2416690 | -2031172 | -2416690 |
| Avg Bars in Trades | 29 | 21 | 37 | 29 | 21 | 37 |
| Avg Bars in Winners | 38 | 27 | 47 | 17 | 15 | 19 |
| Avg Bars in Losers | 19 | 15 | 24 | 40 | 27 | 52 |
| Bars Traded | 3631 | 1330 | 2301 | 3631 | 1330 | 2301 |
| Profit Streak | 0 | 0 | 0 | 38.4531 | 38.4531 | 42.4531 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 480680 | -139697 | -364547 | -580123 | -734761 | -735661 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3888,
"evaluation_days": 1944,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1597968000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759877547751,
"expiration_time": 1764877248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 67
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 141,
"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": [
[
567033.2625105163,
511234.3427115956,
55798.9197989206,
-5916614.145030394,
-554969.2018555914,
-5361644.943174803
],
[
567.033263,
511.234343,
55.79892,
-5916.614145,
-554.969202,
-5361.644943
],
[
0.291684,
0.262981,
0.028703,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-227665,
-73888,
-215373,
-9929431,
-3656251,
-6968663
],
[
1.955891,
3.272557,
1.151529,
0.648164,
0.920954,
0.452644
],
[
124,
62,
62,
124,
62,
62
],
[
64,
30,
34,
59,
30,
29
],
[
60,
32,
28,
65,
32,
33
],
[
51.612903,
48.387097,
54.83871,
47.580645,
48.387097,
46.774194
],
[
1.833648,
3.490727,
0.948318,
0.714079,
0.982351,
0.515078
],
[
460200,
460200,
56366,
2361468,
2361468,
971117
],
[
-215373,
-31317,
-215373,
-2416690,
-2031172,
-2416690
],
[
29,
21,
37,
29,
21,
37
],
[
38,
27,
47,
17,
15,
19
],
[
19,
15,
24,
40,
27,
52
],
[
3631,
1330,
2301,
3631,
1330,
2301
],
[
0,
0,
0,
38.453099,
38.453099,
42.453099
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480680,
-139697,
-364547,
-580123,
-734761,
-735661
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3888,
"evaluation_days": 1944,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1597968000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759877547751,
"expiration_time": 1764877248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 67
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 141,
"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) |
|---|