Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -158282.7352 | 124973.8762 | -283256.6114 | 304539.031 | -3907538.1285 | 4212077.1595 |
Total P&L (%) | -158.2827 | 124.9739 | -283.2566 | 304.539 | -3907.5381 | 4212.0772 |
Avg Daily Profit (%) | -0.0815 | 0.0643 | -0.1458 | 0.072 | 0 | 0.194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -378217 | -132216 | -404659 | -4174716 | -4897423 | -1540824 |
Profit Factor | 0.8828 | 1.2498 | 0.6666 | 1.0223 | 0.5805 | 1.9709 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 241 | 117 | 124 | 207 | 98 | 109 |
Losing Trades | 101 | 54 | 47 | 135 | 73 | 62 |
Profitability (%) | 70.4678 | 68.4211 | 72.5146 | 60.5263 | 57.3099 | 63.7427 |
Ratio Avg Win / Avg Loss | 0.3699 | 0.5768 | 0.2527 | 0.6667 | 0.4324 | 1.121 |
Largest Winning Trade | 42163 | 42163 | 15424 | 3420244 | 956310 | 3420244 |
Largest Losing Trade | -322932 | -52863 | -322932 | -2286063 | -2286063 | -1269331 |
Avg Bars in Trades | 21 | 27 | 15 | 21 | 27 | 15 |
Avg Bars in Winners | 6 | 6 | 7 | 9 | 10 | 9 |
Avg Bars in Losers | 56 | 74 | 37 | 39 | 51 | 25 |
Bars Traded | 7421 | 4774 | 2648 | 7421 | 4774 | 2648 |
Profit Streak | 6.9004 | 6.9004 | 21.6504 | 6.9004 | 6.9004 | 21.6504 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574383 | -104740 | -575608 | -289380 | -578056 | 527468 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.59602, "nb": 0.30993, "nc": 0.90364 } }, "second_band": { "type": "kcb", "factors": { "length": 233, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7769, "evaluation_days": 1942.25, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1596952800000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759743392180, "expiration_time": 1764764712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.59602, "nb": 0.30993, "nc": 0.90364 } }, "second_band": { "type": "kcb", "factors": { "length": 233, "offset": 0, "scalar": 4 } } }
# | 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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