Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854147.0314 | 826682.5091 | 27464.5223 | 63429.8653 | 330721.9269 | -267292.0617 |
Total P&L (%) | 854.147 | 826.6825 | 27.4645 | 63.4299 | 330.7219 | -267.2921 |
Avg Daily Profit (%) | 0.4423 | 0.4281 | 0.0142 | 0.0254 | 0.0757 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179686 | -173919 | -114384 | -943789 | -862976 | -648029 |
Profit Factor | 1.6006 | 2.02 | 1.0449 | 1.0139 | 1.1286 | 0.8656 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 146 | 58 | 88 | 146 | 58 | 88 |
Losing Trades | 205 | 118 | 87 | 205 | 118 | 87 |
Profitability (%) | 41.5954 | 32.9545 | 50.2857 | 41.5954 | 32.9545 | 50.2857 |
Ratio Avg Win / Avg Loss | 2.2475 | 4.1096 | 1.033 | 1.4236 | 2.2961 | 0.8557 |
Largest Winning Trade | 472020 | 472020 | 28786 | 694624 | 694624 | 146781 |
Largest Losing Trade | -48264 | -48264 | -47972 | -319660 | -319660 | -152493 |
Avg Bars in Trades | 10 | 12 | 8 | 10 | 12 | 8 |
Avg Bars in Winners | 16 | 23 | 11 | 16 | 23 | 11 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 3816 | 2248 | 1568 | 3816 | 2248 | 1568 |
Profit Streak | 0 | 0 | 7.2952 | 0 | 0 | 7.2952 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431388 | 282291 | -346949 | -365705 | -175903 | -579421 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "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": 1592827200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758827103290, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "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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