Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195787.7976 | 122568.678 | 73219.1196 | 94138.0193 | -14927.4907 | 109065.5101 |
Total P&L (%) | 195.7878 | 122.5687 | 73.2191 | 94.138 | -14.9275 | 109.0655 |
Avg Daily Profit (%) | 0.3759 | 0.2353 | 0.1406 | 0.1275 | -0.031 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164120 | -138566 | -65362 | -291917 | -237754 | -107224 |
Profit Factor | 1.3456 | 1.3372 | 1.3606 | 1.114 | 0.9733 | 1.4085 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 172 | 84 | 88 | 172 | 84 | 88 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 67.451 | 66.1417 | 68.75 | 67.451 | 66.1417 | 68.75 |
Ratio Avg Win / Avg Loss | 0.6493 | 0.6845 | 0.6184 | 0.5376 | 0.4982 | 0.6402 |
Largest Winning Trade | 133882 | 133882 | 35461 | 57152 | 57152 | 35404 |
Largest Losing Trade | -31513 | -31513 | -27975 | -97076 | -97076 | -57636 |
Avg Bars in Trades | 96 | 148 | 45 | 96 | 148 | 45 |
Avg Bars in Winners | 49 | 66 | 32 | 49 | 66 | 32 |
Avg Bars in Losers | 195 | 307 | 74 | 195 | 307 | 74 |
Bars Traded | 24694 | 18848 | 5846 | 24694 | 18848 | 5846 |
Profit Streak | 1.6513 | 1.6513 | 17.4847 | 1.6513 | 1.6513 | 17.4847 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333316 | 197652 | -3452 | -118249 | -581855 | -1672 |
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714284000000, "first_datapoint_time": 1714629600000, "last_datapoint_time": 1759282200000, "evaluation_time": 1759282675044, "expiration_time": 1765762200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 19, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 193, "offset": 0, "a": 0.61029 } } }
{ "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": [ [ 195787.7976232442, 122568.677973834, 73219.11964941, 94138.0193395989, -14927.4907233732, 109065.5100629721 ], [ 195.787798, 122.568678, 73.21912, 94.138019, -14.927491, 109.06551 ], [ 0.375915, 0.235333, 0.140582, 0.127455, -0.031035, 0.141697 ], [ 10, 10, 10, 10, 10, 10 ], [ -164120, -138566, -65362, -291917, -237754, -107224 ], [ 1.345568, 1.337196, 1.360553, 1.113975, 0.973295, 1.408511 ], [ 255, 127, 128, 255, 127, 128 ], [ 172, 84, 88, 172, 84, 88 ], [ 83, 43, 40, 83, 43, 40 ], [ 67.45098, 66.141732, 68.75, 67.45098, 66.141732, 68.75 ], [ 0.649315, 0.684517, 0.618433, 0.537558, 0.498234, 0.640232 ], [ 133882, 133882, 35461, 57152, 57152, 35404 ], [ -31513, -31513, -27975, -97076, -97076, -57636 ], [ 96, 148, 45, 96, 148, 45 ], [ 49, 66, 32, 49, 66, 32 ], [ 195, 307, 74, 195, 307, 74 ], [ 24694, 18848, 5846, 24694, 18848, 5846 ], [ 1.651331, 1.651331, 17.484665, 1.651331, 1.651332, 17.484665 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333316, 197652, -3452, -118249, -581855, -1672 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714284000000, "first_datapoint_time": 1714629600000, "last_datapoint_time": 1759282200000, "evaluation_time": 1759282675044, "expiration_time": 1765762200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 19, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 193, "offset": 0, "a": 0.61029 } } }
# | 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) |
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