Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261854.7877 | 376963.9118 | -115109.1242 | -93067.6665 | 123221.4823 | -216289.1488 |
Total P&L (%) | 261.8548 | 376.9639 | -115.1091 | -93.0677 | 123.2215 | -216.2891 |
Avg Daily Profit (%) | 0.1356 | 0.1952 | -0.0596 | -0.1381 | 0.0416 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224068 | -187749 | -156389 | -346402 | -305093 | -230343 |
Profit Factor | 1.1545 | 1.4303 | 0.8595 | 0.942 | 1.1549 | 0.7332 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 157 | 75 | 82 | 157 | 75 | 82 |
Losing Trades | 162 | 85 | 77 | 162 | 85 | 77 |
Profitability (%) | 49.2163 | 46.875 | 51.5723 | 49.2163 | 46.875 | 51.5723 |
Ratio Avg Win / Avg Loss | 1.1913 | 1.621 | 0.807 | 0.972 | 1.3089 | 0.6885 |
Largest Winning Trade | 283092 | 283092 | 30513 | 219764 | 219764 | 68147 |
Largest Losing Trade | -51642 | -49452 | -51642 | -127364 | -74834 | -127364 |
Avg Bars in Trades | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 5687 | 2825 | 2862 | 5687 | 2825 | 2862 |
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 | -60949 | 321006 | -580018 | -579136 | -188098 | -580018 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.3564 } }, "second_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5793, "evaluation_days": 1931, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1591948800000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758787673916, "expiration_time": 1763763552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.3564 } }, "second_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 2 } } }
# | 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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