Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953855.4854 | 812283.5999 | 141571.8855 | 2188932.6976 | -1686044.0951 | 3874976.7928 |
Total P&L (%) | 953.8555 | 812.2836 | 141.5719 | 2188.9327 | -1686.0441 | 3874.9768 |
Avg Daily Profit (%) | 0.491 | 0.4182 | 0.0729 | 0.1613 | 0 | 0.1898 |
Buy And Hold Return (%) | 15.467 | 15.467 | 15.467 | 15.467 | 15.467 | 15.467 |
Max Trade Drawdown | -139606 | -111313 | -71883 | -9163228 | -7774952 | -4088193 |
Profit Factor | 1.9857 | 2.6099 | 1.3057 | 1.0619 | 0.9094 | 1.2313 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 78 | 29 | 49 | 78 | 29 | 49 |
Losing Trades | 171 | 96 | 75 | 171 | 96 | 75 |
Profitability (%) | 31.3253 | 23.2 | 39.5161 | 31.3253 | 23.2 | 39.5161 |
Ratio Avg Win / Avg Loss | 4.3533 | 8.6398 | 1.9985 | 2.328 | 3.0103 | 1.8846 |
Largest Winning Trade | 521965 | 521965 | 54552 | 5633705 | 5633705 | 2321080 |
Largest Losing Trade | -29358 | -15944 | -29358 | -1351136 | -1351136 | -1317935 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 3841 | 1639 | 2202 | 3841 | 1639 | 2202 |
Profit Streak | 0 | 0 | 36.5099 | 0 | 0 | 36.5099 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310182 | -22813 | -96989 | -149288 | -615692 | 220950 |
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{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 1.81099 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3885, "evaluation_days": 1942.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1593432000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759752851932, "expiration_time": 1764743760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 1.81099 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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