Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381181.0816 | 329463.6338 | 51717.4478 | -136986.8601 | 228729.706 | -365716.5661 |
Total P&L (%) | 381.1811 | 329.4636 | 51.7174 | -136.9869 | 228.7297 | -365.7166 |
Avg Daily Profit (%) | 0.197 | 0.1703 | 0.0267 | 0 | 0.0615 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187564 | -60874 | -220017 | -343132 | -54655 | -411451 |
Profit Factor | 1.6581 | 2.8022 | 1.1305 | 0.7678 | 3.5766 | 0.2702 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 24 | 23 | 34 | 18 | 16 |
Losing Trades | 31 | 15 | 16 | 44 | 21 | 23 |
Profitability (%) | 60.2564 | 61.5385 | 58.9744 | 43.5897 | 46.1538 | 41.0256 |
Ratio Avg Win / Avg Loss | 1.0936 | 1.7514 | 0.7864 | 0.9936 | 4.1727 | 0.3884 |
Largest Winning Trade | 80348 | 80348 | 55016 | 99244 | 99244 | 42286 |
Largest Losing Trade | -104595 | -23596 | -104595 | -210127 | -21805 | -210127 |
Avg Bars in Trades | 143 | 91 | 196 | 143 | 91 | 196 |
Avg Bars in Winners | 179 | 99 | 262 | 140 | 105 | 179 |
Avg Bars in Losers | 90 | 78 | 101 | 146 | 78 | 208 |
Bars Traded | 11220 | 3552 | 7668 | 11220 | 3552 | 7668 |
Profit Streak | 0 | 0 | 38.7083 | 25.5417 | 28.875 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27545 | 512331 | -235357 | -621505 | -104968 | -584247 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11611, "evaluation_days": 1935.17, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594512000000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759136400444, "expiration_time": 1764148752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "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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