Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1249226.1339 | 4051.5479 | -1253277.6818 | 1185733.3247 | -1512483.2571 | 2698216.5817 |
Total P&L (%) | -1249.2261 | 4.0515 | -1253.2777 | 1185.7333 | -1512.4833 | 2698.2166 |
Avg Daily Profit (%) | -0.6469 | 0.0021 | -0.649 | 0.1323 | 0 | 0.1727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1547543 | -131496 | -1430887 | -1870467 | -1865886 | -914633 |
Profit Factor | 0.345 | 1.0146 | 0.2308 | 1.2374 | 0.4561 | 2.2194 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 17 | 19 | 38 | 18 | 20 |
Losing Trades | 29 | 16 | 13 | 27 | 15 | 12 |
Profitability (%) | 55.3846 | 51.5152 | 59.375 | 58.4615 | 54.5455 | 62.5 |
Ratio Avg Win / Avg Loss | 0.278 | 0.9549 | 0.1579 | 0.8792 | 0.3801 | 1.3317 |
Largest Winning Trade | 82850 | 82850 | 58481 | 2460752 | 210134 | 2460752 |
Largest Losing Trade | -1303700 | -67603 | -1303700 | -914633 | -837919 | -914633 |
Avg Bars in Trades | 50 | 26 | 74 | 50 | 26 | 74 |
Avg Bars in Winners | 43 | 13 | 70 | 51 | 20 | 78 |
Avg Bars in Losers | 58 | 41 | 80 | 49 | 34 | 67 |
Bars Traded | 3261 | 878 | 2383 | 3261 | 878 | 2383 |
Profit Streak | 205.7914 | 205.7914 | 257.7914 | 205.7914 | 205.7914 | 257.7914 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715103 | -560913 | -579005 | -151820 | -579343 | 471394 |
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{ "first_band": { "type": "dcm", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 157, "offset": 0 } } }
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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": 1598659200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758999578240, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 157, "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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