Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665548.8613 | 746341.6877 | -80792.8264 | -87806.1528 | -6449.9148 | -81356.2381 |
Total P&L (%) | 665.5489 | 746.3417 | -80.7928 | -87.8062 | -6.4499 | -81.3562 |
Avg Daily Profit (%) | 0.3448 | 0.3866 | -0.0419 | -0.1089 | -0.0035 | -0.087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242304 | -158491 | -145556 | -113684 | -113286 | -96874 |
Profit Factor | 1.5941 | 2.0728 | 0.8097 | 0.8192 | 0.9772 | 0.5975 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 51 | 18 | 33 | 51 | 18 | 33 |
Losing Trades | 70 | 42 | 28 | 70 | 42 | 28 |
Profitability (%) | 42.1488 | 30 | 54.0984 | 42.1488 | 30 | 54.0984 |
Ratio Avg Win / Avg Loss | 2.188 | 4.8366 | 0.687 | 1.1244 | 2.2802 | 0.507 |
Largest Winning Trade | 578755 | 578755 | 35917 | 66091 | 66091 | 21612 |
Largest Losing Trade | -59142 | -57887 | -59142 | -54147 | -30761 | -54147 |
Avg Bars in Trades | 62 | 90 | 33 | 62 | 90 | 33 |
Avg Bars in Winners | 68 | 118 | 41 | 68 | 118 | 41 |
Avg Bars in Losers | 57 | 79 | 25 | 57 | 79 | 25 |
Bars Traded | 7519 | 5448 | 2071 | 7519 | 5448 | 2071 |
Profit Streak | 6.4607 | 0 | 26.7107 | 6.4607 | 0 | 26.7107 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368134 | -163662 | -741385 | -581152 | -755236 | -741385 |
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{ "first_band": { "type": "alma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 156, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7722, "evaluation_days": 1930.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1595289600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758927801147, "expiration_time": 1763719056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 156, "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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