Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485356.7172 | 520030.2174 | -34673.5002 | -74370.8944 | -149077.0041 | 74706.1097 |
Total P&L (%) | 485.3567 | 520.0302 | -34.6735 | -74.3709 | -149.077 | 74.7061 |
Avg Daily Profit (%) | 0.2514 | 0.2694 | -0.018 | -0.0705 | 0 | 0.0289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285803 | -227379 | -113336 | -1676926 | -1659941 | -496430 |
Profit Factor | 1.5416 | 1.9258 | 0.8963 | 0.9827 | 0.9509 | 1.0595 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 48.366 | 43.4211 | 53.2468 | 48.366 | 43.4211 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.6457 | 2.5093 | 0.787 | 1.0491 | 1.239 | 0.9303 |
Largest Winning Trade | 532554 | 532554 | 29510 | 1223407 | 1223407 | 244368 |
Largest Losing Trade | -57497 | -51780 | -57497 | -761119 | -761119 | -323045 |
Avg Bars in Trades | 49 | 82 | 16 | 49 | 82 | 16 |
Avg Bars in Winners | 42 | 68 | 21 | 42 | 68 | 21 |
Avg Bars in Losers | 55 | 93 | 11 | 55 | 93 | 11 |
Bars Traded | 7562 | 6264 | 1298 | 7562 | 6264 | 1298 |
Profit Streak | 13.9775 | 13.9775 | 27.4775 | 13.9775 | 13.9775 | 27.4775 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446190 | -39132 | -621025 | -577448 | -630531 | -351225 |
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{ "first_band": { "type": "bbl", "factors": { "length": 66, "offset": 0, "std": 1.93146 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 102 } } }
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{ "trading_pair": "LRC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7722, "evaluation_days": 1930.5, "actual_first_datapoint_time": 1591941600000, "first_datapoint_time": 1594144800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759037255928, "expiration_time": 1763719056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 66, "offset": 0, "std": 1.93146 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 102 } } }
# | 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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