| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 527112.5583 | 441955.8901 | 85156.6682 | -196484.375 | 602728.8031 | -799213.1781 |
| Total P&L (%) | 527.1126 | 441.9559 | 85.1567 | -196.4844 | 602.7288 | -799.2132 |
| Avg Daily Profit (%) | 0.2716 | 0.2277 | 0.0439 | 0 | 0.1005 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -202413 | -61726 | -253874 | -976573 | -247264 | -1184252 |
| Profit Factor | 1.28 | 1.5321 | 1.0809 | 0.9441 | 1.5076 | 0.6569 |
| Total Trades | 475 | 237 | 238 | 475 | 237 | 238 |
| Winning Trades | 251 | 113 | 138 | 235 | 127 | 108 |
| Losing Trades | 224 | 124 | 100 | 240 | 110 | 130 |
| Profitability (%) | 52.8421 | 47.6793 | 57.9832 | 49.4737 | 53.5865 | 45.3782 |
| Ratio Avg Win / Avg Loss | 1.1423 | 1.6813 | 0.7833 | 0.9642 | 1.3058 | 0.7907 |
| Largest Winning Trade | 184502 | 184502 | 39315 | 245548 | 245548 | 201099 |
| Largest Losing Trade | -122854 | -24750 | -122854 | -926094 | -121525 | -926094 |
| Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
| Bars Traded | 3732 | 1864 | 1868 | 3732 | 1864 | 1868 |
| Profit Streak | 0 | 12.5261 | 0 | 5.0261 | 0 | 9.0261 |
| Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 422618 | 401277 | -265479 | -577505 | -55604 | -580939 |
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3882,
"evaluation_days": 1941,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1598227200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759624658916,
"expiration_time": 1764610272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.44513,
"nc": 0.62858
}
}
} {
"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": [
[
527112.558282274,
441955.8901295093,
85156.6681527649,
-196484.3749916394,
602728.8030914327,
-799213.1780830714
],
[
527.112558,
441.95589,
85.156668,
-196.484375,
602.728803,
-799.213178
],
[
0.271568,
0.227695,
0.043873,
0,
0.100504,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-202413,
-61726,
-253874,
-976573,
-247264,
-1184252
],
[
1.279965,
1.532134,
1.080928,
0.944129,
1.507597,
0.656894
],
[
475,
237,
238,
475,
237,
238
],
[
251,
113,
138,
235,
127,
108
],
[
224,
124,
100,
240,
110,
130
],
[
52.842105,
47.679325,
57.983193,
49.473684,
53.586498,
45.378151
],
[
1.142279,
1.68128,
0.783281,
0.964217,
1.305793,
0.790706
],
[
184502,
184502,
39315,
245548,
245548,
201099
],
[
-122854,
-24750,
-122854,
-926094,
-121525,
-926094
],
[
7,
7,
7,
7,
7,
7
],
[
7,
7,
7,
7,
7,
7
],
[
7,
7,
7,
7,
7,
7
],
[
3732,
1864,
1868,
3732,
1864,
1868
],
[
0,
12.526145,
0,
5.026145,
0,
9.026145
],
[
0,
1,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422618,
401277,
-265479,
-577505,
-55604,
-580939
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3882,
"evaluation_days": 1941,
"actual_first_datapoint_time": 1591920000000,
"first_datapoint_time": 1598227200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759624658916,
"expiration_time": 1764610272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.44513,
"nc": 0.62858
}
}
}
| # | 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) |
|---|