Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585600.6567 | 573405.9682 | 12194.6885 | 47567.0437 | 246220.9947 | -198653.951 |
Total P&L (%) | 585.6007 | 573.406 | 12.1947 | 47.567 | 246.221 | -198.654 |
Avg Daily Profit (%) | 0.3018 | 0.2955 | 0.0063 | 0.0201 | 0.064 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159532 | -106917 | -152681 | -293759 | -181066 | -351805 |
Profit Factor | 1.4761 | 1.9659 | 1.0192 | 1.0256 | 1.2909 | 0.8044 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 101 | 39 | 62 | 101 | 39 | 62 |
Losing Trades | 171 | 97 | 74 | 171 | 97 | 74 |
Profitability (%) | 37.1324 | 28.6765 | 45.5882 | 37.1324 | 28.6765 | 45.5882 |
Ratio Avg Win / Avg Loss | 2.4991 | 4.8896 | 1.2164 | 1.7363 | 3.2108 | 0.96 |
Largest Winning Trade | 309092 | 309092 | 50660 | 202524 | 202524 | 68434 |
Largest Losing Trade | -48624 | -27365 | -48624 | -107436 | -31389 | -107436 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 3833 | 1770 | 2063 | 3833 | 1770 | 2063 |
Profit Streak | 14.7811 | 0 | 34.2811 | 14.7811 | 0 | 34.2811 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304694 | -938 | -482012 | -361642 | -119833 | -581416 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 18 } }, "second_band": { "type": "ssf", "factors": { "length": 8, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3881, "evaluation_days": 1940.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1592697600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759560287146, "expiration_time": 1764565776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 18 } }, "second_band": { "type": "ssf", "factors": { "length": 8, "offset": 0, "poles": 3 } } }
# | 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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