Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674751.5882 | 512844.3343 | 161907.2538 | 1583535.2659 | 226751.5401 | 1356783.7258 |
Total P&L (%) | 674.7516 | 512.8443 | 161.9073 | 1583.5353 | 226.7515 | 1356.7837 |
Avg Daily Profit (%) | 0.3496 | 0.2657 | 0.0839 | 0.1464 | 0.0614 | 0.1389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133185 | -75757 | -145829 | -897304 | -868961 | -684891 |
Profit Factor | 1.6753 | 2.142 | 1.2943 | 1.2725 | 1.0759 | 1.4805 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 123 | 53 | 70 | 123 | 53 | 70 |
Losing Trades | 114 | 66 | 48 | 114 | 66 | 48 |
Profitability (%) | 51.8987 | 44.5378 | 59.322 | 51.8987 | 44.5378 | 59.322 |
Ratio Avg Win / Avg Loss | 1.5527 | 2.6674 | 0.8875 | 1.1794 | 1.3398 | 1.0152 |
Largest Winning Trade | 103329 | 103329 | 61724 | 497636 | 387020 | 497636 |
Largest Losing Trade | -66780 | -22591 | -66780 | -496307 | -265382 | -496307 |
Avg Bars in Trades | 47 | 30 | 64 | 47 | 30 | 64 |
Avg Bars in Winners | 58 | 34 | 77 | 58 | 34 | 77 |
Avg Bars in Losers | 36 | 28 | 46 | 36 | 28 | 46 |
Bars Traded | 11334 | 3683 | 7651 | 11334 | 3683 | 7651 |
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 | 503134 | 371200 | -81622 | 150494 | -250404 | -5073 |
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{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11582, "evaluation_days": 1930.33, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593936000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913901628, "expiration_time": 1763718624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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