Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821203.1913 | 690515.4938 | 130687.6975 | -6819728.431 | -1626532.1884 | -5193196.2427 |
Total P&L (%) | 821.2032 | 690.5155 | 130.6877 | -6819.7284 | -1626.5322 | -5193.1962 |
Avg Daily Profit (%) | 0.4232 | 0.3559 | 0.0674 | 0 | 0 | 0 |
Buy And Hold Return (%) | 21.3235 | 21.3235 | 21.3235 | 21.3235 | 21.3235 | 21.3235 |
Max Trade Drawdown | -186880 | -98735 | -166771 | -7281824 | -1951226 | -5645749 |
Profit Factor | 2.3935 | 3.4987 | 1.4176 | 0.4682 | 0.6973 | 0.3029 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 14 | 22 | 49 | 29 | 20 |
Losing Trades | 52 | 30 | 22 | 39 | 15 | 24 |
Profitability (%) | 40.9091 | 31.8182 | 50 | 55.6818 | 65.9091 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.4573 | 7.4972 | 1.4176 | 0.3726 | 0.3607 | 0.3635 |
Largest Winning Trade | 461953 | 461953 | 48041 | 584762 | 584762 | 430517 |
Largest Losing Trade | -155428 | -38681 | -155428 | -1442584 | -1442584 | -1293763 |
Avg Bars in Trades | 255 | 238 | 273 | 255 | 238 | 273 |
Avg Bars in Winners | 380 | 423 | 353 | 170 | 179 | 158 |
Avg Bars in Losers | 169 | 151 | 193 | 362 | 352 | 368 |
Bars Traded | 22506 | 10480 | 12026 | 22506 | 10480 | 12026 |
Profit Streak | 34.9031 | 134.1531 | 0 | 0 | 0 | 54.0698 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422899 | 360367 | -102722 | -579806 | -578657 | -581924 |
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{ "first_band": { "type": "dcm", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 72, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23284, "evaluation_days": 1940.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593547200000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759642828071, "expiration_time": 1765672012800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 72, "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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