Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744725.8974 | 567621.1332 | 177104.7642 | -2222816.5291 | 8525293.5232 | -10748110.0524 |
Total P&L (%) | 744.7259 | 567.6211 | 177.1048 | -2222.8165 | 8525.2935 | -10748.1101 |
Avg Daily Profit (%) | 0.3821 | 0.2912 | 0.0909 | 0 | 0.229 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -286153 | -203269 | -193214 | -18657488 | -5164391 | -17542122 |
Profit Factor | 1.5848 | 2.0026 | 1.2504 | 0.9426 | 1.6934 | 0.593 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 159 | 74 | 85 | 135 | 75 | 60 |
Losing Trades | 112 | 61 | 51 | 136 | 60 | 76 |
Profitability (%) | 58.6716 | 54.8148 | 62.5 | 49.8155 | 55.5556 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.1163 | 1.6508 | 0.7502 | 0.9496 | 1.3547 | 0.7512 |
Largest Winning Trade | 149883 | 149883 | 32813 | 2872138 | 2768582 | 2872138 |
Largest Losing Trade | -115568 | -39907 | -115568 | -10704239 | -2221944 | -10704239 |
Avg Bars in Trades | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Winners | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
Bars Traded | 11500 | 5749 | 5751 | 11500 | 5749 | 5751 |
Profit Streak | 0 | 0 | 0 | 21.2748 | 42.6082 | 21.2748 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502565 | 469821 | -72105 | -578380 | 428177 | -582708 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.03703, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 153, "offset": 0, "std": 3.58944 } } }
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{ "trading_pair": "LRC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11694, "evaluation_days": 1949, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1593518400000, "last_datapoint_time": 1760328000000, "evaluation_time": 1760337344429, "expiration_time": 1765379808000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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