Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399508.2893 | 392794.1452 | 6714.1441 | -164817.8088 | 184453.5525 | -349271.3613 |
Total P&L (%) | 399.5083 | 392.7941 | 6.7141 | -164.8178 | 184.4536 | -349.2714 |
Avg Daily Profit (%) | 0.207 | 0.2035 | 0.0035 | 0 | 0.0542 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130461 | -103662 | -225637 | -339260 | -207142 | -361733 |
Profit Factor | 1.2101 | 1.4403 | 1.0067 | 0.8858 | 1.3159 | 0.5935 |
Total Trades | 511 | 255 | 256 | 511 | 255 | 256 |
Winning Trades | 290 | 136 | 154 | 248 | 139 | 109 |
Losing Trades | 221 | 119 | 102 | 263 | 116 | 147 |
Profitability (%) | 56.7515 | 53.3333 | 60.1563 | 48.5323 | 54.5098 | 42.5781 |
Ratio Avg Win / Avg Loss | 0.9222 | 1.2603 | 0.6667 | 0.9394 | 1.0982 | 0.8004 |
Largest Winning Trade | 88163 | 88163 | 37281 | 69112 | 69112 | 46272 |
Largest Losing Trade | -114896 | -46304 | -114896 | -168039 | -106807 | -168039 |
Avg Bars in Trades | 44 | 43 | 45 | 44 | 43 | 45 |
Avg Bars in Winners | 35 | 33 | 38 | 48 | 47 | 50 |
Avg Bars in Losers | 56 | 56 | 57 | 41 | 39 | 42 |
Bars Traded | 22953 | 11197 | 11756 | 22953 | 11197 | 11756 |
Profit Streak | 6.1443 | 0 | 46.561 | 0 | 14.4777 | 0 |
Trades During Streak | 1 | 0 | 8 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352427 | 352917 | -565095 | -578678 | -117938 | -582880 |
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{ "first_band": { "type": "t3", "factors": { "length": 14, "offset": 0, "a": 0.75414 } }, "second_band": { "type": "tema", "factors": { "length": 138, "offset": 0 } } }
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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": 1592935200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759008470271, "expiration_time": 1764724694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 14, "offset": 0, "a": 0.75414 } }, "second_band": { "type": "tema", "factors": { "length": 138, "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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