Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613602.7443 | 507848.4454 | 105754.299 | 535972.0818 | 26217.4459 | 509754.6359 |
Total P&L (%) | 613.6027 | 507.8484 | 105.7543 | 535.9721 | 26.2174 | 509.7546 |
Avg Daily Profit (%) | 0.3178 | 0.2631 | 0.0548 | 0.0959 | 0.0121 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104307 | -90009 | -100129 | -565483 | -729898 | -340243 |
Profit Factor | 1.738 | 2.2347 | 1.2517 | 1.1363 | 1.0123 | 1.2827 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 50.5376 | 48.3871 | 52.6882 | 50.5376 | 48.3871 | 52.6882 |
Ratio Avg Win / Avg Loss | 1.701 | 2.3837 | 1.124 | 1.1121 | 1.0798 | 1.1518 |
Largest Winning Trade | 297331 | 297331 | 57983 | 356149 | 356149 | 278334 |
Largest Losing Trade | -71060 | -35004 | -71060 | -202658 | -202658 | -187001 |
Avg Bars in Trades | 40 | 31 | 49 | 40 | 31 | 49 |
Avg Bars in Winners | 57 | 44 | 69 | 57 | 44 | 69 |
Avg Bars in Losers | 22 | 19 | 26 | 22 | 19 | 26 |
Bars Traded | 7533 | 2953 | 4580 | 7533 | 2953 | 4580 |
Profit Streak | 0 | 0 | 27.1903 | 0 | 0 | 27.1903 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481796 | 428288 | -119392 | -134138 | -388089 | -66905 |
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{ "first_band": { "type": "t3", "factors": { "length": 123, "offset": 0, "a": 0.31485 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7722, "evaluation_days": 1930.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1594576800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759012439473, "expiration_time": 1763719056000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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