Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445637.3915 | 504593.3361 | -58955.9446 | -78772.8141 | 43652.7794 | -122425.5935 |
Total P&L (%) | 445.6374 | 504.5933 | -58.9559 | -78.7728 | 43.6528 | -122.4256 |
Avg Daily Profit (%) | 0.2309 | 0.2615 | -0.0306 | -0.0803 | 0.0188 | 0 |
Buy And Hold Return (%) | 14.4746 | 14.4746 | 14.4746 | 14.4746 | 14.4746 | 14.4746 |
Max Trade Drawdown | -111574 | -127759 | -153211 | -130246 | -107270 | -155626 |
Profit Factor | 1.3556 | 1.8052 | 0.9059 | 0.8912 | 1.1236 | 0.6699 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Losing Trades | 121 | 66 | 55 | 121 | 66 | 55 |
Profitability (%) | 45.7399 | 41.0714 | 50.4505 | 45.7399 | 41.0714 | 50.4505 |
Ratio Avg Win / Avg Loss | 1.6082 | 2.5901 | 0.8897 | 1.0572 | 1.6122 | 0.658 |
Largest Winning Trade | 440912 | 440912 | 36888 | 72742 | 72742 | 24130 |
Largest Losing Trade | -64740 | -49658 | -64740 | -78040 | -36655 | -78040 |
Avg Bars in Trades | 101 | 117 | 85 | 101 | 117 | 85 |
Avg Bars in Winners | 127 | 144 | 114 | 127 | 144 | 114 |
Avg Bars in Losers | 79 | 99 | 55 | 79 | 99 | 55 |
Bars Traded | 22685 | 13215 | 9470 | 22685 | 13215 | 9470 |
Profit Streak | 24.2433 | 30.0766 | 0 | 24.2433 | 30.0766 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341105 | 316769 | -580978 | -579056 | -257486 | -580978 |
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{ "first_band": { "type": "dema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23157, "evaluation_days": 1929.75, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593345600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758793822368, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } } }
# | 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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