| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 849150.1124 | 840651.7071 | 8498.4053 | 23068.585 | -222408.3298 | 245476.9148 |
| Total P&L (%) | 849.1501 | 840.6517 | 8.4984 | 23.0686 | -222.4083 | 245.4769 |
| Avg Daily Profit (%) | 0.4375 | 0.4331 | 0.0044 | 0.0107 | 0 | 0.0639 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -207285 | -210268 | -53624 | -3444590 | -3496703 | -521244 |
| Profit Factor | 2.033 | 2.2938 | 1.0493 | 1.0037 | 0.9566 | 1.2071 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
| Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
| Profitability (%) | 41.6 | 35.4839 | 47.619 | 41.6 | 35.4839 | 47.619 |
| Ratio Avg Win / Avg Loss | 2.8541 | 4.1706 | 1.1543 | 1.409 | 1.7392 | 1.3278 |
| Largest Winning Trade | 633402 | 633402 | 22339 | 2508574 | 2508574 | 253150 |
| Largest Losing Trade | -55870 | -55870 | -19349 | -1034743 | -1034743 | -521244 |
| Avg Bars in Trades | 30 | 58 | 3 | 30 | 58 | 3 |
| Avg Bars in Winners | 37 | 82 | 3 | 37 | 82 | 3 |
| Avg Bars in Losers | 25 | 44 | 3 | 25 | 44 | 3 |
| Bars Traded | 3830 | 3612 | 218 | 3830 | 3612 | 218 |
| Profit Streak | 7.5186 | 0 | 22.0186 | 7.5186 | 0 | 22.0186 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 420305 | -145705 | -665786 | -402150 | -738103 | -254880 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3882,
"evaluation_days": 1941,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1592827200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759624004520,
"expiration_time": 1764610272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 220,
"offset": 0,
"std": 3.1513
}
}
} {
"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": [
[
849150.1123749356,
840651.7071235147,
8498.4052514206,
23068.5850280374,
-222408.3297679654,
245476.9147960028
],
[
849.150112,
840.651707,
8.498405,
23.068585,
-222.40833,
245.476915
],
[
0.437481,
0.433102,
0.004378,
0.010695,
0,
0.063892
],
[
10,
10,
10,
10,
10,
10
],
[
-207285,
-210268,
-53624,
-3444590,
-3496703,
-521244
],
[
2.033027,
2.293827,
1.049334,
1.003657,
0.95658,
1.207102
],
[
125,
62,
63,
125,
62,
63
],
[
52,
22,
30,
52,
22,
30
],
[
73,
40,
33,
73,
40,
33
],
[
41.6,
35.483871,
47.619048,
41.6,
35.483871,
47.619048
],
[
2.854058,
4.170595,
1.154268,
1.40898,
1.739236,
1.327812
],
[
633402,
633402,
22339,
2508574,
2508574,
253150
],
[
-55870,
-55870,
-19349,
-1034743,
-1034743,
-521244
],
[
30,
58,
3,
30,
58,
3
],
[
37,
82,
3,
37,
82,
3
],
[
25,
44,
3,
25,
44,
3
],
[
3830,
3612,
218,
3830,
3612,
218
],
[
7.518571,
0,
22.018571,
7.518571,
0,
22.018571
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
420305,
-145705,
-665786,
-402150,
-738103,
-254880
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3882,
"evaluation_days": 1941,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1592827200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759624004520,
"expiration_time": 1764610272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 220,
"offset": 0,
"std": 3.1513
}
}
}
| # | 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) |
|---|