Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200687.9071 | 214119.0006 | -13431.0935 | -12501.6712 | 174364.2873 | -186865.9585 |
Total P&L (%) | 200.6879 | 214.119 | -13.4311 | -12.5017 | 174.3643 | -186.866 |
Avg Daily Profit (%) | 0.1927 | 0.2056 | -0.0129 | -0.0128 | 0.0969 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148145 | -127372 | -55470 | -618698 | -400281 | -280704 |
Profit Factor | 1.2345 | 1.3903 | 0.9563 | 0.9935 | 1.1496 | 0.7512 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 125 | 56 | 69 | 125 | 56 | 69 |
Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
Profitability (%) | 51.4403 | 46.281 | 56.5574 | 51.4403 | 46.281 | 56.5574 |
Ratio Avg Win / Avg Loss | 1.1653 | 1.6137 | 0.7345 | 0.9378 | 1.3344 | 0.577 |
Largest Winning Trade | 101806 | 101806 | 13996 | 269082 | 269082 | 39869 |
Largest Losing Trade | -41259 | -41259 | -31116 | -210112 | -210112 | -203026 |
Avg Bars in Trades | 100 | 175 | 26 | 100 | 175 | 26 |
Avg Bars in Winners | 74 | 135 | 25 | 74 | 135 | 25 |
Avg Bars in Losers | 127 | 209 | 26 | 127 | 209 | 26 |
Bars Traded | 24374 | 21199 | 3175 | 24374 | 21199 | 3175 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313199 | 278496 | -579880 | -579319 | -121205 | -579880 |
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670364000000, "first_datapoint_time": 1670821200000, "last_datapoint_time": 1760364000000, "evaluation_time": 1760367544351, "expiration_time": 1766844000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 74, "offset": 0, "std": 3.58323 } }, "second_band": { "type": "kcl", "factors": { "length": 128, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 200687.9070950297, 214119.0005661334, -13431.0934711035, -12501.6712377335, 174364.2872885832, -186865.9585263167 ], [ 200.687907, 214.119001, -13.431093, -12.501671, 174.364287, -186.865959 ], [ 0.19266, 0.205554, -0.012894, -0.01282, 0.096938, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -148145, -127372, -55470, -618698, -400281, -280704 ], [ 1.234475, 1.390253, 0.956284, 0.993477, 1.149597, 0.751176 ], [ 243, 121, 122, 243, 121, 122 ], [ 125, 56, 69, 125, 56, 69 ], [ 118, 65, 53, 118, 65, 53 ], [ 51.440329, 46.280992, 56.557377, 51.440329, 46.280992, 56.557377 ], [ 1.165344, 1.613686, 0.734537, 0.937842, 1.334354, 0.576991 ], [ 101806, 101806, 13996, 269082, 269082, 39869 ], [ -41259, -41259, -31116, -210112, -210112, -203026 ], [ 100, 175, 26, 100, 175, 26 ], [ 74, 135, 25, 74, 135, 25 ], [ 127, 209, 26, 127, 209, 26 ], [ 24374, 21199, 3175, 24374, 21199, 3175 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313199, 278496, -579880, -579319, -121205, -579880 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670364000000, "first_datapoint_time": 1670821200000, "last_datapoint_time": 1760364000000, "evaluation_time": 1760367544351, "expiration_time": 1766844000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 74, "offset": 0, "std": 3.58323 } }, "second_band": { "type": "kcl", "factors": { "length": 128, "offset": 0, "scalar": 4 } } }
# | 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) |
---|