Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955018.3837 | 754993.7084 | 200024.6753 | 5287376.6072 | -34733.1052 | 5322109.7125 |
Total P&L (%) | 955.0184 | 754.9937 | 200.0247 | 5287.3766 | -34.7331 | 5322.1097 |
Avg Daily Profit (%) | 0.4936 | 0.3902 | 0.1034 | 0.2062 | -0.022 | 0.2066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109088 | -60564 | -53222 | -4161492 | -3897641 | -1558740 |
Profit Factor | 2.4797 | 3.305 | 1.6292 | 1.2954 | 0.9966 | 1.7046 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 49 | 17 | 32 | 49 | 17 | 32 |
Losing Trades | 54 | 35 | 19 | 54 | 35 | 19 |
Profitability (%) | 47.5728 | 32.6923 | 62.7451 | 47.5728 | 32.6923 | 62.7451 |
Ratio Avg Win / Avg Loss | 2.7327 | 6.8045 | 0.9674 | 1.4276 | 2.0519 | 1.0121 |
Largest Winning Trade | 387171 | 387171 | 63957 | 2775765 | 2775765 | 1958998 |
Largest Losing Trade | -48205 | -26572 | -48205 | -1558740 | -1540012 | -1558740 |
Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Winners | 48 | 57 | 43 | 48 | 57 | 43 |
Avg Bars in Losers | 25 | 28 | 18 | 25 | 28 | 18 |
Bars Traded | 3729 | 1989 | 1741 | 3729 | 1989 | 1741 |
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 | 525700 | -171082 | -233073 | 269167 | -765064 | -168190 |
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{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3870, "evaluation_days": 1935, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1596369600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759066923017, "expiration_time": 1764076320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 104, "offset": 0 } }, "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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