Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218914.6915 | 313407.6853 | -94492.9939 | -61335.9759 | -40099.6567 | -21236.3192 |
Total P&L (%) | 218.9147 | 313.4077 | -94.493 | -61.336 | -40.0997 | -21.2363 |
Avg Daily Profit (%) | 0.1134 | 0.1623 | -0.0489 | -0.0492 | -0.0265 | -0.0124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217665 | -84704 | -264847 | -172528 | -90881 | -130740 |
Profit Factor | 1.1269 | 1.3956 | 0.8987 | 0.9479 | 0.9346 | 0.9623 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 177 | 83 | 94 | 171 | 78 | 93 |
Losing Trades | 155 | 83 | 72 | 161 | 88 | 73 |
Profitability (%) | 53.3133 | 50 | 56.6265 | 51.506 | 46.988 | 56.0241 |
Ratio Avg Win / Avg Loss | 0.9868 | 1.3956 | 0.6884 | 0.8924 | 1.0545 | 0.7554 |
Largest Winning Trade | 156130 | 156130 | 34703 | 50832 | 41689 | 50832 |
Largest Losing Trade | -151188 | -30122 | -151188 | -57273 | -27470 | -57273 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5613 | 2801 | 2810 | 5613 | 2801 | 2810 |
Profit Streak | 0 | 0 | 22.6721 | 0 | 0 | 22.6721 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121808 | 308124 | -578779 | -578568 | -579690 | -578857 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.16212, "nb": 0.1, "nc": 0.49683 } }, "second_band": { "type": "dcl", "factors": { "length": 148, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5793, "evaluation_days": 1931, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1596182400000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758787672423, "expiration_time": 1763763552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.16212, "nb": 0.1, "nc": 0.49683 } }, "second_band": { "type": "dcl", "factors": { "length": 148, "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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