Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329073.1591 | 392241.4481 | -63168.289 | -288207.0201 | 61924.8604 | -350131.8805 |
Total P&L (%) | 329.0732 | 392.2414 | -63.1683 | -288.207 | 61.9249 | -350.1319 |
Avg Daily Profit (%) | 0.1705 | 0.2033 | -0.0327 | 0 | 0.025 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217786 | -112876 | -278214 | -473604 | -242932 | -338262 |
Profit Factor | 1.1768 | 1.5124 | 0.9424 | 0.8452 | 1.0765 | 0.6674 |
Total Trades | 431 | 216 | 215 | 431 | 216 | 215 |
Winning Trades | 232 | 111 | 121 | 209 | 113 | 96 |
Losing Trades | 199 | 105 | 94 | 222 | 103 | 119 |
Profitability (%) | 53.8283 | 51.3889 | 56.2791 | 48.4919 | 52.3148 | 44.6512 |
Ratio Avg Win / Avg Loss | 1.0094 | 1.4307 | 0.7321 | 0.8978 | 0.9813 | 0.8273 |
Largest Winning Trade | 92241 | 92241 | 53912 | 92830 | 92830 | 55429 |
Largest Losing Trade | -166789 | -30846 | -166789 | -166571 | -65090 | -166571 |
Avg Bars in Trades | 53 | 40 | 66 | 53 | 40 | 66 |
Avg Bars in Winners | 50 | 34 | 65 | 55 | 43 | 68 |
Avg Bars in Losers | 56 | 45 | 68 | 51 | 36 | 65 |
Bars Traded | 22991 | 8655 | 14336 | 22991 | 8655 | 14336 |
Profit Streak | 0 | 0 | 20.8771 | 3.2938 | 25.0438 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15979 | 352294 | -578338 | -579982 | -295693 | -582288 |
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{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592899200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758790985665, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 75, "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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