| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 246981.3253 | 223124.6981 | 23856.6272 | 67834.882 | 251656.1214 | -183821.2394 |
| Total P&L (%) | 246.9813 | 223.1247 | 23.8566 | 67.8349 | 251.6561 | -183.8212 |
| Avg Daily Profit (%) | 0.2371 | 0.2142 | 0.0229 | 0.0497 | 0.1208 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130465 | -88352 | -75734 | -785211 | -458939 | -395310 |
| Profit Factor | 1.4755 | 1.6594 | 1.1317 | 1.0454 | 1.2817 | 0.6948 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
| Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
| Profitability (%) | 54.386 | 52.6316 | 56.1404 | 54.386 | 52.6316 | 56.1404 |
| Ratio Avg Win / Avg Loss | 1.2375 | 1.4935 | 0.8842 | 0.8767 | 1.1535 | 0.5428 |
| Largest Winning Trade | 111415 | 111415 | 19086 | 298963 | 298963 | 90269 |
| Largest Losing Trade | -62388 | -62388 | -28879 | -263531 | -263531 | -255265 |
| Avg Bars in Trades | 208 | 379 | 38 | 208 | 379 | 38 |
| Avg Bars in Winners | 132 | 226 | 45 | 132 | 226 | 45 |
| Avg Bars in Losers | 299 | 549 | 29 | 299 | 549 | 29 |
| Bars Traded | 23808 | 21618 | 2190 | 23808 | 21618 | 2190 |
| Profit Streak | 0 | 0 | 80.1834 | 0 | 0 | 80.1834 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 358763 | -169939 | -422174 | -298088 | -211494 | -759074 |
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669618800000,
"first_datapoint_time": 1670475600000,
"last_datapoint_time": 1759618800000,
"evaluation_time": 1759620249560,
"expiration_time": 1766098800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 82,
"offset": 0,
"std": 4.15785
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 82,
"offset": 157
}
}
} {
"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": [
[
246981.325332556,
223124.6981052245,
23856.6272273314,
67834.8819848722,
251656.1213911912,
-183821.2394063191
],
[
246.981325,
223.124698,
23.856627,
67.834882,
251.656121,
-183.821239
],
[
0.237101,
0.214199,
0.022902,
0.049722,
0.120791,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-130465,
-88352,
-75734,
-785211,
-458939,
-395310
],
[
1.475458,
1.659433,
1.131731,
1.045353,
1.281665,
0.694781
],
[
114,
57,
57,
114,
57,
57
],
[
62,
30,
32,
62,
30,
32
],
[
52,
27,
25,
52,
27,
25
],
[
54.385965,
52.631579,
56.140351,
54.385965,
52.631579,
56.140351
],
[
1.237481,
1.49349,
0.884165,
0.876747,
1.153499,
0.542798
],
[
111415,
111415,
19086,
298963,
298963,
90269
],
[
-62388,
-62388,
-28879,
-263531,
-263531,
-255265
],
[
208,
379,
38,
208,
379,
38
],
[
132,
226,
45,
132,
226,
45
],
[
299,
549,
29,
299,
549,
29
],
[
23808,
21618,
2190,
23808,
21618,
2190
],
[
0,
0,
80.183444,
0,
0,
80.183444
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358763,
-169939,
-422174,
-298088,
-211494,
-759074
]
]
}
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669618800000,
"first_datapoint_time": 1670475600000,
"last_datapoint_time": 1759618800000,
"evaluation_time": 1759620249560,
"expiration_time": 1766098800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 82,
"offset": 0,
"std": 4.15785
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 82,
"offset": 157
}
}
}
| # | 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) |
|---|