Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257943.5665 | 153947.7396 | 103995.827 | 285744.456 | 126772.0434 | 158972.4126 |
Total P&L (%) | 257.9436 | 153.9477 | 103.9958 | 285.7445 | 126.772 | 158.9724 |
Avg Daily Profit (%) | 0.4953 | 0.2956 | 0.1997 | 0.2595 | 0.1573 | 0.1829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83942 | -95881 | -56841 | -338045 | -228540 | -220274 |
Profit Factor | 1.3152 | 1.3635 | 1.2634 | 1.1213 | 1.1082 | 1.1343 |
Total Trades | 477 | 238 | 239 | 477 | 238 | 239 |
Winning Trades | 282 | 129 | 153 | 282 | 129 | 153 |
Losing Trades | 195 | 109 | 86 | 195 | 109 | 86 |
Profitability (%) | 59.1195 | 54.2017 | 64.0167 | 59.1195 | 54.2017 | 64.0167 |
Ratio Avg Win / Avg Loss | 0.9095 | 1.1521 | 0.7101 | 0.7754 | 0.9364 | 0.6376 |
Largest Winning Trade | 97402 | 97402 | 18264 | 189089 | 189089 | 76897 |
Largest Losing Trade | -33927 | -33478 | -33927 | -141906 | -141906 | -94354 |
Avg Bars in Trades | 50 | 71 | 29 | 50 | 71 | 29 |
Avg Bars in Winners | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Losers | 75 | 113 | 27 | 75 | 113 | 27 |
Bars Traded | 24257 | 17125 | 7132 | 24257 | 17125 | 7132 |
Profit Streak | 5.2471 | 0 | 13.5596 | 5.2471 | 0 | 13.5596 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449017 | 344725 | 345436 | -76767 | -95239 | -63155 |
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714134600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758871549553, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 210, "offset": 0, "std": 4.48057 } }, "second_band": { "type": "kcl", "factors": { "length": 227, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 257943.5665363719, 153947.7395754863, 103995.8269608857, 285744.4560281308, 126772.0434476858, 158972.4125804451 ], [ 257.943567, 153.94774, 103.995827, 285.744456, 126.772043, 158.972413 ], [ 0.495255, 0.295582, 0.199673, 0.259539, 0.157329, 0.182866 ], [ 10, 10, 10, 10, 10, 10 ], [ -83942, -95881, -56841, -338045, -228540, -220274 ], [ 1.315209, 1.363512, 1.263398, 1.121344, 1.108211, 1.134346 ], [ 477, 238, 239, 477, 238, 239 ], [ 282, 129, 153, 282, 129, 153 ], [ 195, 109, 86, 195, 109, 86 ], [ 59.119497, 54.201681, 64.016736, 59.119497, 54.201681, 64.016736 ], [ 0.909453, 1.152115, 0.710145, 0.775397, 0.936396, 0.637606 ], [ 97402, 97402, 18264, 189089, 189089, 76897 ], [ -33927, -33478, -33927, -141906, -141906, -94354 ], [ 50, 71, 29, 50, 71, 29 ], [ 33, 36, 30, 33, 36, 30 ], [ 75, 113, 27, 75, 113, 27 ], [ 24257, 17125, 7132, 24257, 17125, 7132 ], [ 5.247101, 0, 13.559601, 5.247101, 0, 13.559601 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 449017, 344725, 345436, -76767, -95239, -63155 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714134600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758871549553, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 210, "offset": 0, "std": 4.48057 } }, "second_band": { "type": "kcl", "factors": { "length": 227, "offset": 0, "scalar": 3 } } }
# | 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) |
---|