Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391538.4686 | 402079.1232 | -10540.6546 | -58501.8509 | -44616.6018 | -13885.2491 |
Total P&L (%) | 391.5385 | 402.0791 | -10.5407 | -58.5019 | -44.6166 | -13.8852 |
Avg Daily Profit (%) | 0.2028 | 0.2082 | -0.0055 | -0.0455 | -0.0306 | -0.0077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169951 | -115132 | -138082 | -97087 | -116494 | -67347 |
Profit Factor | 1.5783 | 2.1751 | 0.9685 | 0.8466 | 0.7901 | 0.9177 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 44.0476 | 40.4762 | 47.619 | 44.0476 | 40.4762 | 47.619 |
Ratio Avg Win / Avg Loss | 2.0049 | 3.1987 | 1.0654 | 1.0754 | 1.1619 | 1.0095 |
Largest Winning Trade | 405533 | 405533 | 60301 | 46963 | 46963 | 35303 |
Largest Losing Trade | -58705 | -58705 | -58207 | -38349 | -32278 | -38349 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 57 | 47 | 66 | 57 | 47 | 66 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 3624 | 1518 | 2106 | 3624 | 1518 | 2106 |
Profit Streak | 0 | 0 | 315.6512 | 0 | 0 | 315.6512 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304202 | 294089 | -578627 | -581201 | -582771 | -578627 |
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{ "first_band": { "type": "vwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 36, "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": 1595246400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759030665159, "expiration_time": 1763720352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 36, "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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