Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466562.7741 | 478391.1819 | -11828.4078 | -25421.184 | 55825.0548 | -81246.2388 |
Total P&L (%) | 466.5628 | 478.3912 | -11.8284 | -25.4212 | 55.8251 | -81.2462 |
Avg Daily Profit (%) | 0.2408 | 0.2469 | -0.0061 | -0.0151 | 0.0229 | -0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157305 | -146149 | -161605 | -204306 | -202058 | -191931 |
Profit Factor | 1.2289 | 1.4907 | 0.9889 | 0.9857 | 1.0678 | 0.9146 |
Total Trades | 952 | 476 | 476 | 952 | 476 | 476 |
Winning Trades | 445 | 207 | 238 | 445 | 207 | 238 |
Losing Trades | 507 | 269 | 238 | 507 | 269 | 238 |
Profitability (%) | 46.7437 | 43.4874 | 50 | 46.7437 | 43.4874 | 50 |
Ratio Avg Win / Avg Loss | 1.4001 | 1.9371 | 0.9889 | 1.123 | 1.3876 | 0.9146 |
Largest Winning Trade | 375084 | 375084 | 31680 | 180618 | 180618 | 48850 |
Largest Losing Trade | -40234 | -25873 | -40234 | -77357 | -32102 | -77357 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 23129 | 10763 | 12366 | 23129 | 10763 | 12366 |
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 | 432677 | 362123 | -578568 | -574711 | -309479 | -578568 |
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{ "first_band": { "type": "bbm", "factors": { "length": 183, "offset": 0, "std": 3.16893 } }, "second_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 4.19584 } } }
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{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23253, "evaluation_days": 1937.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592589600000, "last_datapoint_time": 1759413600000, "evaluation_time": 1759419931216, "expiration_time": 1765440777600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 183, "offset": 0, "std": 3.16893 } }, "second_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 4.19584 } } }
# | 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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