Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870974.389 | 873181.5639 | -2207.1749 | 8854.2407 | -298215.0303 | 307069.271 |
Total P&L (%) | 870.9744 | 873.1816 | -2.2072 | 8.8542 | -298.215 | 307.0693 |
Avg Daily Profit (%) | 0.4512 | 0.4523 | -0.0011 | 0.0044 | 0 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155784 | -133831 | -67034 | -2868922 | -3072524 | -459470 |
Profit Factor | 1.6182 | 1.8278 | 0.9938 | 1.0008 | 0.9678 | 1.1254 |
Total Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Winning Trades | 209 | 97 | 112 | 209 | 97 | 112 |
Losing Trades | 210 | 112 | 98 | 210 | 112 | 98 |
Profitability (%) | 49.8807 | 46.4115 | 53.3333 | 49.8807 | 46.4115 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.6259 | 2.1105 | 0.8695 | 1.0055 | 1.1174 | 0.9847 |
Largest Winning Trade | 545741 | 545741 | 13225 | 2405672 | 2405672 | 127889 |
Largest Losing Trade | -36262 | -36262 | -20580 | -681299 | -681299 | -344468 |
Avg Bars in Trades | 27 | 50 | 4 | 27 | 50 | 4 |
Avg Bars in Winners | 26 | 51 | 4 | 26 | 51 | 4 |
Avg Bars in Losers | 28 | 48 | 5 | 28 | 48 | 5 |
Bars Traded | 11462 | 10471 | 991 | 11462 | 10471 | 991 |
Profit Streak | 41.2373 | 55.0706 | 41.2373 | 41.2373 | 55.0706 | 41.2373 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599650 | 513775 | -578974 | -569010 | -578502 | -178254 |
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{ "first_band": { "type": "bbl", "factors": { "length": 7, "offset": 19, "std": 2.48697 } }, "second_band": { "type": "tema", "factors": { "length": 49, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592640000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758994901720, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 7, "offset": 19, "std": 2.48697 } }, "second_band": { "type": "tema", "factors": { "length": 49, "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) |
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