Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -526561.2673 | 48123.3912 | -574684.6585 | -192692.4194 | -2963445.7359 | 2770753.3165 |
Total P&L (%) | -526.5613 | 48.1234 | -574.6847 | -192.6924 | -2963.4457 | 2770.7533 |
Avg Daily Profit (%) | -0.2709 | 0.0248 | -0.2957 | 0 | 0 | 0.1729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -652445 | -120487 | -675880 | -4848229 | -3286933 | -4352714 |
Profit Factor | 0.5608 | 1.1986 | 0.3993 | 0.9846 | 0.4486 | 1.3902 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 45 | 24 | 21 | 34 | 17 | 17 |
Losing Trades | 30 | 14 | 16 | 41 | 21 | 20 |
Profitability (%) | 60 | 63.1579 | 56.7568 | 45.3333 | 44.7368 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.3739 | 0.6992 | 0.3042 | 1.1873 | 0.5541 | 1.6355 |
Largest Winning Trade | 58363 | 49228 | 58363 | 3811579 | 669379 | 3811579 |
Largest Losing Trade | -562181 | -35542 | -562181 | -3666751 | -1113743 | -3666751 |
Avg Bars in Trades | 70 | 24 | 117 | 70 | 24 | 117 |
Avg Bars in Winners | 56 | 14 | 104 | 69 | 26 | 112 |
Avg Bars in Losers | 90 | 40 | 134 | 70 | 22 | 121 |
Bars Traded | 5258 | 922 | 4336 | 5258 | 922 | 4336 |
Profit Streak | 0 | 0 | 0 | 155.1343 | 155.1343 | 166.4676 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640481 | -162978 | -579896 | -641239 | -581958 | 308182 |
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{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 97, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5831, "evaluation_days": 1943.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1596240000000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759864402372, "expiration_time": 1764890784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 97, "offset": 0, "scalar": 4 } } }
# | 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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