Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169873.7951 | 99137.7686 | 70736.0265 | 87591.5893 | 3668.5395 | 83923.0498 |
Total P&L (%) | 169.8738 | 99.1378 | 70.736 | 87.5916 | 3.6685 | 83.9231 |
Avg Daily Profit (%) | 0.3262 | 0.1903 | 0.1358 | 0.1209 | 0.0069 | 0.1171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84326 | -89892 | -46579 | -97222 | -121185 | -43546 |
Profit Factor | 1.2601 | 1.2573 | 1.2643 | 1.124 | 1.0086 | 1.3008 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Losing Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Profitability (%) | 49.7908 | 50.4202 | 49.1667 | 49.7908 | 50.4202 | 49.1667 |
Ratio Avg Win / Avg Loss | 1.2707 | 1.2363 | 1.3071 | 1.1335 | 0.9918 | 1.3449 |
Largest Winning Trade | 71198 | 71198 | 28668 | 44612 | 44612 | 30752 |
Largest Losing Trade | -28927 | -28927 | -21890 | -39068 | -32543 | -39068 |
Avg Bars in Trades | 103 | 151 | 55 | 103 | 151 | 55 |
Avg Bars in Winners | 93 | 112 | 72 | 93 | 112 | 72 |
Avg Bars in Losers | 113 | 191 | 38 | 113 | 191 | 38 |
Bars Traded | 24702 | 18060 | 6642 | 24702 | 18060 | 6642 |
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 | 329042 | 237921 | -12983 | -115168 | -562861 | -37760 |
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714339800000, "first_datapoint_time": 1714638600000, "last_datapoint_time": 1759338000000, "evaluation_time": 1759339143862, "expiration_time": 1765818000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 61, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 169873.795082287, 99137.7686177717, 70736.0264645154, 87591.5892958358, 3668.5394934733, 83923.0498023625 ], [ 169.873795, 99.137769, 70.736026, 87.591589, 3.668539, 83.92305 ], [ 0.32616, 0.190346, 0.135814, 0.12086, 0.006918, 0.117064 ], [ 10, 10, 10, 10, 10, 10 ], [ -84326, -89892, -46579, -97222, -121185, -43546 ], [ 1.260135, 1.25727, 1.264259, 1.124016, 1.008586, 1.300798 ], [ 239, 119, 120, 239, 119, 120 ], [ 119, 60, 59, 119, 60, 59 ], [ 120, 59, 61, 120, 59, 61 ], [ 49.790795, 50.420168, 49.166667, 49.790795, 50.420168, 49.166667 ], [ 1.270724, 1.236316, 1.307115, 1.133461, 0.991776, 1.344893 ], [ 71198, 71198, 28668, 44612, 44612, 30752 ], [ -28927, -28927, -21890, -39068, -32543, -39068 ], [ 103, 151, 55, 103, 151, 55 ], [ 93, 112, 72, 93, 112, 72 ], [ 113, 191, 38, 113, 191, 38 ], [ 24702, 18060, 6642, 24702, 18060, 6642 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329042, 237921, -12983, -115168, -562861, -37760 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714339800000, "first_datapoint_time": 1714638600000, "last_datapoint_time": 1759338000000, "evaluation_time": 1759339143862, "expiration_time": 1765818000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 61, "offset": 0, "scalar": 1 } } }
# | 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) |
---|