Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211506.735 | 285222.1904 | -73715.4554 | -96709.0322 | 71848.9378 | -168557.9701 |
Total P&L (%) | 211.5067 | 285.2222 | -73.7155 | -96.709 | 71.8489 | -168.558 |
Avg Daily Profit (%) | 0.1095 | 0.1477 | -0.0382 | -0.1766 | 0.028 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227111 | -191626 | -157991 | -298186 | -125908 | -181113 |
Profit Factor | 1.2936 | 1.7591 | 0.7861 | 0.7574 | 1.4158 | 0.2538 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 60 | 56.6667 | 63.3333 | 60 | 56.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.8624 | 1.3452 | 0.4551 | 0.505 | 1.0827 | 0.147 |
Largest Winning Trade | 252727 | 252727 | 26461 | 188331 | 188331 | 20647 |
Largest Losing Trade | -88854 | -59360 | -88854 | -127233 | -116125 | -127233 |
Avg Bars in Trades | 61 | 91 | 31 | 61 | 91 | 31 |
Avg Bars in Winners | 34 | 42 | 26 | 34 | 42 | 26 |
Avg Bars in Losers | 103 | 155 | 41 | 103 | 155 | 41 |
Bars Traded | 3708 | 2749 | 959 | 3708 | 2749 | 959 |
Profit Streak | 144.1512 | 144.1512 | 308.1512 | 144.1512 | 144.1512 | 308.1512 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -218993 | 309279 | -577666 | -751386 | -152392 | -577666 |
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{ "first_band": { "type": "ema", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "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": 1597363200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759030666585, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "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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