Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681140.5395 | 546420.9071 | 134719.6324 | 881271.6422 | 117114.5507 | 764157.0915 |
Total P&L (%) | 681.1405 | 546.4209 | 134.7196 | 881.2716 | 117.1146 | 764.1571 |
Avg Daily Profit (%) | 0.3505 | 0.2812 | 0.0693 | 0.1176 | 0.0399 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99489 | -62536 | -62914 | -464339 | -355001 | -252953 |
Profit Factor | 2.6327 | 3.4204 | 1.7037 | 1.4247 | 1.1014 | 1.8304 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 48.1481 | 47.5 | 48.7805 | 48.1481 | 47.5 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.8352 | 3.7804 | 1.7889 | 1.5342 | 1.2173 | 1.9219 |
Largest Winning Trade | 450915 | 450915 | 44575 | 359450 | 314928 | 359450 |
Largest Losing Trade | -38063 | -38063 | -23690 | -169710 | -169710 | -156018 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 69 | 62 | 75 | 69 | 62 | 75 |
Avg Bars in Losers | 21 | 24 | 19 | 21 | 24 | 19 |
Bars Traded | 3619 | 1697 | 1922 | 3619 | 1697 | 1922 |
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 | -2652 | 515830 | -97592 | -50667 | -249545 | -41320 |
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{ "first_band": { "type": "wma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 174, "offset": 0, "std": 2.50757 } } }
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{ "trading_pair": "LRC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3887, "evaluation_days": 1943.5, "actual_first_datapoint_time": 1591920000000, "first_datapoint_time": 1602028800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759811399754, "expiration_time": 1764832752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 174, "offset": 0, "std": 2.50757 } } }
# | 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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