Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384401.1117 | 397243.9068 | -12842.7951 | -60767.7342 | 464671.9392 | -525439.6735 |
Total P&L (%) | 384.4011 | 397.2439 | -12.8428 | -60.7677 | 464.6719 | -525.4397 |
Avg Daily Profit (%) | 0.1976 | 0.2042 | -0.0066 | -0.0481 | 0.089 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180494 | -174716 | -103206 | -1726017 | -1654760 | -847134 |
Profit Factor | 1.2195 | 1.4648 | 0.9857 | 0.9923 | 1.1152 | 0.8647 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 183 | 85 | 98 | 183 | 85 | 98 |
Losing Trades | 184 | 99 | 85 | 184 | 99 | 85 |
Profitability (%) | 49.8638 | 46.1957 | 53.5519 | 49.8638 | 46.1957 | 53.5519 |
Ratio Avg Win / Avg Loss | 1.2262 | 1.7061 | 0.8549 | 0.9977 | 1.2989 | 0.75 |
Largest Winning Trade | 186398 | 186398 | 30293 | 749428 | 749428 | 301422 |
Largest Losing Trade | -64409 | -29732 | -64409 | -595558 | -439460 | -595558 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5726 | 2875 | 2851 | 5726 | 2875 | 2851 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336091 | 326352 | -579636 | -578634 | -168717 | -579636 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.53035 } }, "second_band": { "type": "kcu", "factors": { "length": 92, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5837, "evaluation_days": 1945.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1594569600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760045122679, "expiration_time": 1765068768000, "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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