Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176029.9124 | 961831.197 | 214198.7154 | 5635658.815 | -375870.3899 | 6011529.2049 |
Total P&L (%) | 1176.0299 | 961.8312 | 214.1987 | 5635.6588 | -375.8704 | 6011.5292 |
Avg Daily Profit (%) | 0.6063 | 0.4959 | 0.1104 | 0.209 | 0 | 0.2123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145997 | -88550 | -90848 | -3312028 | -2804990 | -1598603 |
Profit Factor | 3.1137 | 3.745 | 2.0399 | 1.4684 | 0.9448 | 2.1518 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 47 | 16 | 31 | 47 | 16 | 31 |
Losing Trades | 54 | 35 | 19 | 54 | 35 | 19 |
Profitability (%) | 46.5347 | 31.3725 | 62 | 46.5347 | 31.3725 | 62 |
Ratio Avg Win / Avg Loss | 3.5774 | 8.1921 | 1.2502 | 1.6871 | 2.0668 | 1.3188 |
Largest Winning Trade | 744800 | 744800 | 49761 | 2542856 | 2542856 | 1528352 |
Largest Losing Trade | -39904 | -35865 | -39904 | -1319082 | -983438 | -1319082 |
Avg Bars in Trades | 55 | 42 | 68 | 55 | 42 | 68 |
Avg Bars in Winners | 84 | 82 | 85 | 84 | 82 | 85 |
Avg Bars in Losers | 30 | 24 | 40 | 30 | 24 | 40 |
Bars Traded | 5588 | 2177 | 3411 | 5588 | 2177 | 3411 |
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 | 589720 | -170135 | -221300 | 333351 | -765577 | -167375 |
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{ "first_band": { "type": "pwma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 135, "offset": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5819, "evaluation_days": 1939.67, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1595808000000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759526279862, "expiration_time": 1764534816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 135, "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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