Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666993.4945 | 701139.8323 | -34146.3378 | -72556.6894 | -16357.4031 | -56199.2862 |
Total P&L (%) | 666.9935 | 701.1398 | -34.1463 | -72.5567 | -16.3574 | -56.1993 |
Avg Daily Profit (%) | 0.3455 | 0.3632 | -0.0177 | -0.067 | -0.0093 | -0.0428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182880 | -193607 | -39204 | -354192 | -358136 | -36349 |
Profit Factor | 2.0263 | 2.5608 | 0.8298 | 0.8998 | 0.97 | 0.6847 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 45.4545 | 36.7347 | 54 | 45.4545 | 36.7347 | 54 |
Ratio Avg Win / Avg Loss | 2.4315 | 4.4102 | 0.7069 | 1.0797 | 1.6706 | 0.5832 |
Largest Winning Trade | 782860 | 782860 | 20678 | 332624 | 332624 | 12963 |
Largest Losing Trade | -64962 | -64962 | -48136 | -103730 | -103730 | -48136 |
Avg Bars in Trades | 69 | 113 | 26 | 69 | 113 | 26 |
Avg Bars in Winners | 80 | 152 | 33 | 80 | 152 | 33 |
Avg Bars in Losers | 59 | 90 | 17 | 59 | 90 | 17 |
Bars Traded | 6846 | 5544 | 1302 | 6846 | 5544 | 1302 |
Profit Streak | 0 | 88.3357 | 0 | 0 | 88.3357 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418618 | 353192 | -760037 | -580615 | -582504 | -760037 |
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{ "first_band": { "type": "sma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "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": 1596369600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758895402535, "expiration_time": 1763719056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "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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