Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805045.1328 | 692040.8077 | 113004.3251 | 1147925.3939 | -367812.9908 | 1515738.3848 |
Total P&L (%) | 805.0451 | 692.0408 | 113.0043 | 1147.9254 | -367.813 | 1515.7384 |
Avg Daily Profit (%) | 0.4134 | 0.3553 | 0.058 | 0.1297 | 0 | 0.143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94488 | -100859 | -80872 | -1740270 | -1185076 | -1199132 |
Profit Factor | 2.2814 | 3.3212 | 1.3423 | 1.1891 | 0.8802 | 1.5052 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 37.037 | 27.7778 | 46.2963 | 37.037 | 27.7778 | 46.2963 |
Ratio Avg Win / Avg Loss | 3.8783 | 8.6352 | 1.5571 | 2.0215 | 2.2884 | 1.746 |
Largest Winning Trade | 513645 | 513645 | 52188 | 810165 | 661239 | 810165 |
Largest Losing Trade | -33222 | -20565 | -33222 | -606437 | -262385 | -606437 |
Avg Bars in Trades | 69 | 56 | 82 | 69 | 56 | 82 |
Avg Bars in Winners | 134 | 127 | 139 | 134 | 127 | 139 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 7503 | 3029 | 4474 | 7503 | 3029 | 4474 |
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 | 340225 | -182189 | -295481 | -35601 | -775905 | -180808 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 37, "offset": 56 } }, "second_band": { "type": "tema", "factors": { "length": 33, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7790, "evaluation_days": 1947.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1593928800000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760207563802, "expiration_time": 1765231920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 37, "offset": 56 } }, "second_band": { "type": "tema", "factors": { "length": 33, "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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