Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917755.965 | 878084.7497 | 39671.2154 | 16796.6093 | -27856.0644 | 44652.6737 |
Total P&L (%) | 917.756 | 878.0848 | 39.6712 | 16.7966 | -27.8561 | 44.6527 |
Avg Daily Profit (%) | 0.4722 | 0.4518 | 0.0204 | 0.008 | -0.0168 | 0.019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129832 | -130807 | -129160 | -228348 | -267496 | -109817 |
Profit Factor | 2.3827 | 2.9477 | 1.1863 | 1.0272 | 0.9399 | 1.2904 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 57.1429 | 51.1111 | 63.0435 | 57.1429 | 51.1111 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.787 | 2.8196 | 0.6954 | 0.7704 | 0.899 | 0.7564 |
Largest Winning Trade | 708387 | 708387 | 37756 | 183300 | 183300 | 47178 |
Largest Losing Trade | -66665 | -66665 | -66457 | -158815 | -158815 | -53238 |
Avg Bars in Trades | 60 | 106 | 15 | 60 | 106 | 15 |
Avg Bars in Winners | 39 | 64 | 19 | 39 | 64 | 19 |
Avg Bars in Losers | 89 | 151 | 9 | 89 | 151 | 9 |
Bars Traded | 5523 | 4810 | 713 | 5523 | 4810 | 713 |
Profit Streak | 64.5032 | 64.5032 | 309.1699 | 64.5032 | 64.5032 | 309.1699 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 632422 | 612046 | -181632 | -380777 | -579595 | -167457 |
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{ "first_band": { "type": "kcl", "factors": { "length": 152, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 131 } } }
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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": 1596297600000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759867479339, "expiration_time": 1764890784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 152, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 131 } } }
# | 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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