Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759169.0838 | 675107.4845 | 84061.5993 | 528400.1899 | -183024.5491 | 711424.739 |
Total P&L (%) | 759.1691 | 675.1075 | 84.0616 | 528.4002 | -183.0245 | 711.4247 |
Avg Daily Profit (%) | 0.3931 | 0.3496 | 0.0435 | 0.0952 | 0 | 0.1085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132204 | -108301 | -76399 | -815182 | -740719 | -459551 |
Profit Factor | 1.849 | 2.3872 | 1.2063 | 1.1122 | 0.9342 | 1.3688 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 90 | 52 | 38 | 90 | 52 | 38 |
Profitability (%) | 37.0629 | 27.7778 | 46.4789 | 37.0629 | 27.7778 | 46.4789 |
Ratio Avg Win / Avg Loss | 3.1398 | 6.2066 | 1.3891 | 1.8886 | 2.4289 | 1.5762 |
Largest Winning Trade | 387171 | 387171 | 51077 | 456975 | 456975 | 302952 |
Largest Losing Trade | -46190 | -28721 | -46190 | -282617 | -204406 | -282617 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 41 | 45 | 38 | 41 | 45 | 38 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 3798 | 1903 | 1895 | 3798 | 1903 | 1895 |
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 | 317614 | -82888 | -223300 | -165791 | -674752 | -134183 |
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{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3862, "evaluation_days": 1931, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1592438400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758952597680, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 247, "offset": 194, "std": 1.72184 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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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