Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139391.0131 | 301812.5425 | -162421.5295 | -97205.2016 | 70539.751 | -167744.9526 |
Total P&L (%) | 139.391 | 301.8125 | -162.4215 | -97.2052 | 70.5398 | -167.745 |
Avg Daily Profit (%) | 0.0719 | 0.1556 | -0.0837 | -0.1843 | 0.0275 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -277327 | -187278 | -226377 | -234989 | -137563 | -175612 |
Profit Factor | 1.0721 | 1.2895 | 0.8178 | 0.8794 | 1.1746 | 0.5827 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 248 | 117 | 131 | 248 | 117 | 131 |
Losing Trades | 190 | 102 | 88 | 190 | 102 | 88 |
Profitability (%) | 56.621 | 53.4247 | 59.8174 | 56.621 | 53.4247 | 59.8174 |
Ratio Avg Win / Avg Loss | 0.8214 | 1.1242 | 0.5493 | 0.6737 | 1.024 | 0.3914 |
Largest Winning Trade | 187557 | 187557 | 17343 | 89266 | 89266 | 18359 |
Largest Losing Trade | -56945 | -47797 | -56945 | -48587 | -48587 | -48278 |
Avg Bars in Trades | 8 | 12 | 4 | 8 | 12 | 4 |
Avg Bars in Winners | 6 | 8 | 4 | 6 | 8 | 4 |
Avg Bars in Losers | 11 | 17 | 5 | 11 | 17 | 5 |
Bars Traded | 3835 | 2744 | 1091 | 3835 | 2744 | 1091 |
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 | -236459 | 308653 | -578636 | -577352 | -183257 | -578636 |
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{ "first_band": { "type": "bbl", "factors": { "length": 5, "offset": 0, "std": 2.96478 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3879, "evaluation_days": 1939.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1592092800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759493916100, "expiration_time": 1764476784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 5, "offset": 0, "std": 2.96478 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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