Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266079.5571 | 245284.2437 | 20795.3134 | 134686.7666 | 110595.0421 | 24091.7246 |
Total P&L (%) | 266.0796 | 245.2842 | 20.7953 | 134.6868 | 110.595 | 24.0917 |
Avg Daily Profit (%) | 0.2554 | 0.2355 | 0.02 | 0.0819 | 0.0715 | 0.0207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100447 | -109741 | -54727 | -194324 | -225114 | -110074 |
Profit Factor | 1.5198 | 1.6816 | 1.1368 | 1.1555 | 1.1764 | 1.1007 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 64.3478 | 68.4211 | 60.3448 | 64.3478 | 68.4211 | 60.3448 |
Ratio Avg Win / Avg Loss | 0.842 | 0.7761 | 0.747 | 0.6402 | 0.5429 | 0.7233 |
Largest Winning Trade | 103718 | 103718 | 20615 | 103938 | 103938 | 42086 |
Largest Losing Trade | -59894 | -59894 | -29743 | -128220 | -128220 | -64579 |
Avg Bars in Trades | 200 | 366 | 37 | 200 | 366 | 37 |
Avg Bars in Winners | 120 | 203 | 27 | 120 | 203 | 27 |
Avg Bars in Losers | 345 | 719 | 53 | 345 | 719 | 53 |
Bars Traded | 23078 | 20881 | 2197 | 23078 | 20881 | 2197 |
Profit Streak | 0 | 93.3706 | 0 | 0 | 93.3706 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360740 | -167934 | -423004 | -132562 | -301881 | -459463 |
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669316400000, "first_datapoint_time": 1669687200000, "last_datapoint_time": 1759316400000, "evaluation_time": 1759319620852, "expiration_time": 1765796400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 104, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 266079.557117007, 245284.2437478114, 20795.3133691954, 134686.7666303655, 110595.0420530662, 24091.7245772993 ], [ 266.079557, 245.284244, 20.795313, 134.686767, 110.595042, 24.091725 ], [ 0.255436, 0.235472, 0.019963, 0.081929, 0.071523, 0.020724 ], [ 10, 10, 10, 10, 10, 10 ], [ -100447, -109741, -54727, -194324, -225114, -110074 ], [ 1.519792, 1.68162, 1.136774, 1.155485, 1.176383, 1.100709 ], [ 115, 57, 58, 115, 57, 58 ], [ 74, 39, 35, 74, 39, 35 ], [ 41, 18, 23, 41, 18, 23 ], [ 64.347826, 68.421053, 60.344828, 64.347826, 68.421053, 60.344828 ], [ 0.842047, 0.776132, 0.747023, 0.640201, 0.542946, 0.723323 ], [ 103718, 103718, 20615, 103938, 103938, 42086 ], [ -59894, -59894, -29743, -128220, -128220, -64579 ], [ 200, 366, 37, 200, 366, 37 ], [ 120, 203, 27, 120, 203, 27 ], [ 345, 719, 53, 345, 719, 53 ], [ 23078, 20881, 2197, 23078, 20881, 2197 ], [ 0, 93.370612, 0, 0, 93.370612, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 360740, -167934, -423004, -132562, -301881, -459463 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669316400000, "first_datapoint_time": 1669687200000, "last_datapoint_time": 1759316400000, "evaluation_time": 1759319620852, "expiration_time": 1765796400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 104, "offset": 0, "scalar": 2 } } }
# | 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) |
---|