Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719055.1513 | 602049.3807 | 117005.7706 | -8623041.5118 | -879417.0918 | -7743624.4199 |
Total P&L (%) | 719.0552 | 602.0494 | 117.0058 | -8623.0415 | -879.4171 | -7743.6244 |
Avg Daily Profit (%) | 0.3705 | 0.3102 | 0.0603 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184608 | -38373 | -236394 | -15106110 | -4113620 | -11908808 |
Profit Factor | 1.7344 | 2.7183 | 1.1861 | 0.7476 | 0.9388 | 0.6088 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 89 | 39 | 50 | 86 | 50 | 36 |
Losing Trades | 86 | 49 | 37 | 89 | 38 | 51 |
Profitability (%) | 50.8571 | 44.3182 | 57.4713 | 49.1429 | 56.8182 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.676 | 3.4153 | 0.8777 | 0.7737 | 0.7135 | 0.8625 |
Largest Winning Trade | 130538 | 130538 | 69105 | 1927074 | 1554684 | 1927074 |
Largest Losing Trade | -164667 | -22524 | -164667 | -2542447 | -1866258 | -2542447 |
Avg Bars in Trades | 21 | 14 | 28 | 21 | 14 | 28 |
Avg Bars in Winners | 26 | 15 | 35 | 18 | 13 | 24 |
Avg Bars in Losers | 16 | 13 | 19 | 24 | 15 | 31 |
Bars Traded | 3779 | 1276 | 2503 | 3779 | 1276 | 2503 |
Profit Streak | 0 | 0 | 0 | 77.764 | 78.764 | 77.764 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507163 | 428945 | -128976 | -578451 | -578566 | -583210 |
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{ "first_band": { "type": "midprice", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 13, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3882, "evaluation_days": 1941, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1593648000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759602006759, "expiration_time": 1764610272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 13, "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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