Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133200.1428 | 52516.8632 | 80683.2796 | 66903.8146 | 19709.6308 | 47194.1838 |
Total P&L (%) | 133.2001 | 52.5169 | 80.6833 | 66.9038 | 19.7096 | 47.1942 |
Avg Daily Profit (%) | 0.2557 | 0.1008 | 0.1549 | 0.0984 | 0.0345 | 0.0743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108503 | -36951 | -87224 | -162141 | -58402 | -116654 |
Profit Factor | 1.2239 | 1.2027 | 1.2403 | 1.0927 | 1.0627 | 1.1158 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 238 | 115 | 123 | 238 | 115 | 123 |
Losing Trades | 208 | 108 | 100 | 208 | 108 | 100 |
Profitability (%) | 53.3632 | 51.5695 | 55.157 | 53.3632 | 51.5695 | 55.157 |
Ratio Avg Win / Avg Loss | 1.0697 | 1.1295 | 1.0084 | 0.955 | 0.9981 | 0.9072 |
Largest Winning Trade | 23560 | 23560 | 23161 | 29529 | 29529 | 25185 |
Largest Losing Trade | -45117 | -23612 | -45117 | -56713 | -34932 | -56713 |
Avg Bars in Trades | 55 | 42 | 68 | 55 | 42 | 68 |
Avg Bars in Winners | 46 | 33 | 59 | 46 | 33 | 59 |
Avg Bars in Losers | 64 | 51 | 78 | 64 | 51 | 78 |
Bars Traded | 24551 | 9380 | 15171 | 24551 | 9380 | 15171 |
Profit Streak | 2.6158 | 9.5325 | 2.6158 | 2.6158 | 9.5325 | 2.6158 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319798 | -59126 | 221695 | -180865 | -306093 | -191000 |
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{ "first_band": { "type": "dcu", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 228 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 133200.1428297533, 52516.8632375877, 80683.2795921656, 66903.8146122374, 19709.6308263944, 47194.1837858431 ], [ 133.200143, 52.516863, 80.68328, 66.903815, 19.709631, 47.194184 ], [ 0.255746, 0.100833, 0.154913, 0.098401, 0.034547, 0.074252 ], [ 10, 10, 10, 10, 10, 10 ], [ -108503, -36951, -87224, -162141, -58402, -116654 ], [ 1.223946, 1.202699, 1.240345, 1.092703, 1.062741, 1.115797 ], [ 446, 223, 223, 446, 223, 223 ], [ 238, 115, 123, 238, 115, 123 ], [ 208, 108, 100, 208, 108, 100 ], [ 53.363229, 51.569507, 55.156951, 53.363229, 51.569507, 55.156951 ], [ 1.069668, 1.129491, 1.008411, 0.954967, 0.998052, 0.907152 ], [ 23560, 23560, 23161, 29529, 29529, 25185 ], [ -45117, -23612, -45117, -56713, -34932, -56713 ], [ 55, 42, 68, 55, 42, 68 ], [ 46, 33, 59, 46, 33, 59 ], [ 64, 51, 78, 64, 51, 78 ], [ 24551, 9380, 15171, 24551, 9380, 15171 ], [ 2.615828, 9.532495, 2.615828, 2.615828, 9.532495, 2.615828 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319798, -59126, 221695, -180865, -306093, -191000 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714982400000, "first_datapoint_time": 1715392800000, "last_datapoint_time": 1759980600000, "evaluation_time": 1759981607556, "expiration_time": 1766460600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 228 } } }
# | 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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