Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177332.8338 | 180718.1897 | -3385.3559 | -54959.6887 | 76347.2253 | -131306.914 |
Total P&L (%) | 177.3328 | 180.7182 | -3.3854 | -54.9597 | 76.3472 | -131.3069 |
Avg Daily Profit (%) | 0.1702 | 0.1735 | -0.0033 | -0.0765 | 0.0545 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146835 | -99725 | -142220 | -126266 | -30672 | -145344 |
Profit Factor | 1.2495 | 1.6181 | 0.9919 | 0.8566 | 1.7649 | 0.5366 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 74.8571 | 72.4138 | 77.2727 | 74.8571 | 72.4138 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.4197 | 0.6164 | 0.2917 | 0.2877 | 0.6723 | 0.1578 |
Largest Winning Trade | 32238 | 32238 | 17618 | 16197 | 16197 | 11710 |
Largest Losing Trade | -81446 | -48495 | -81446 | -106679 | -23518 | -106679 |
Avg Bars in Trades | 137 | 150 | 124 | 137 | 150 | 124 |
Avg Bars in Winners | 68 | 60 | 75 | 68 | 60 | 75 |
Avg Bars in Losers | 344 | 388 | 291 | 344 | 388 | 291 |
Bars Traded | 24062 | 13113 | 10949 | 24062 | 13113 | 10949 |
Profit Streak | 7.0062 | 0 | 54.4645 | 7.0062 | 0 | 54.4645 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370738 | 379500 | -575711 | -575955 | -116743 | -575711 |
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669946400000, "first_datapoint_time": 1670428800000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759950532066, "expiration_time": 1766426400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 135, "offset": 0 } } }
{ "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": [ [ 177332.8338444395, 180718.189702214, -3385.3558577746, -54959.6886866408, 76347.2252763373, -131306.9139629781 ], [ 177.332834, 180.71819, -3.385356, -54.959689, 76.347225, -131.306914 ], [ 0.170239, 0.173489, -0.00325, -0.076541, 0.054474, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -146835, -99725, -142220, -126266, -30672, -145344 ], [ 1.249533, 1.61809, 0.991906, 0.856564, 1.764913, 0.536597 ], [ 175, 87, 88, 175, 87, 88 ], [ 131, 63, 68, 131, 63, 68 ], [ 44, 24, 20, 44, 24, 20 ], [ 74.857143, 72.413793, 77.272727, 74.857143, 72.413793, 77.272727 ], [ 0.419691, 0.616415, 0.291737, 0.287701, 0.672348, 0.157823 ], [ 32238, 32238, 17618, 16197, 16197, 11710 ], [ -81446, -48495, -81446, -106679, -23518, -106679 ], [ 137, 150, 124, 137, 150, 124 ], [ 68, 60, 75, 68, 60, 75 ], [ 344, 388, 291, 344, 388, 291 ], [ 24062, 13113, 10949, 24062, 13113, 10949 ], [ 7.006158, 0, 54.464491, 7.006158, 0, 54.464491 ], [ 1, 0, 6, 1, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370738, 379500, -575711, -575955, -116743, -575711 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669946400000, "first_datapoint_time": 1670428800000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759950532066, "expiration_time": 1766426400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 135, "offset": 0 } } }
# | 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) |
---|