Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444006.8705 | 489597.5185 | -45590.6481 | -75445.6726 | -31929.662 | -43516.0106 |
Total P&L (%) | 444.0069 | 489.5975 | -45.5906 | -75.4457 | -31.9297 | -43.516 |
Avg Daily Profit (%) | 0.229 | 0.2526 | -0.0235 | -0.0724 | -0.0198 | -0.0295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148306 | -179156 | -113449 | -230377 | -284033 | -132747 |
Profit Factor | 1.3999 | 1.6528 | 0.8734 | 0.9292 | 0.957 | 0.8649 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 42.915 | 39.8374 | 45.9677 | 42.915 | 39.8374 | 45.9677 |
Ratio Avg Win / Avg Loss | 1.8622 | 2.496 | 1.0267 | 1.236 | 1.4453 | 1.0166 |
Largest Winning Trade | 470200 | 470200 | 26629 | 202517 | 202517 | 31767 |
Largest Losing Trade | -39232 | -39232 | -25499 | -78024 | -78024 | -30166 |
Avg Bars in Trades | 15 | 25 | 4 | 15 | 25 | 4 |
Avg Bars in Winners | 16 | 30 | 4 | 16 | 30 | 4 |
Avg Bars in Losers | 14 | 22 | 4 | 14 | 22 | 4 |
Bars Traded | 3758 | 3173 | 585 | 3758 | 3173 | 585 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305633 | 262748 | -580626 | -580296 | -583013 | -580626 |
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{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3877, "evaluation_days": 1938.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1595116800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759383161313, "expiration_time": 1764387792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 54 } }, "second_band": { "type": "bbu", "factors": { "length": 175, "offset": 0, "std": 1.06093 } } }
# | 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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