| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 371051.3917 | 301804.8282 | 69246.5635 | 249927.2079 | 302994.8133 | -53067.6054 |
| Total P&L (%) | 371.0514 | 301.8048 | 69.2466 | 249.9272 | 302.9948 | -53.0676 |
| Avg Daily Profit (%) | 0.3562 | 0.2897 | 0.0665 | 0.1203 | 0.1339 | -0.0726 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95043 | -60792 | -66233 | -649935 | -341249 | -397802 |
| Profit Factor | 1.2311 | 1.3735 | 1.0868 | 1.0625 | 1.1463 | 0.9725 |
| Total Trades | 655 | 327 | 328 | 655 | 327 | 328 |
| Winning Trades | 319 | 153 | 166 | 319 | 153 | 166 |
| Losing Trades | 336 | 174 | 162 | 336 | 174 | 162 |
| Profitability (%) | 48.7023 | 46.789 | 50.6098 | 48.7023 | 46.789 | 50.6098 |
| Ratio Avg Win / Avg Loss | 1.2967 | 1.562 | 1.0606 | 1.1191 | 1.3036 | 0.9491 |
| Largest Winning Trade | 95888 | 95888 | 22020 | 392200 | 392200 | 95675 |
| Largest Losing Trade | -36353 | -26228 | -36353 | -202564 | -121339 | -202564 |
| Avg Bars in Trades | 37 | 37 | 38 | 37 | 37 | 38 |
| Avg Bars in Winners | 39 | 34 | 43 | 39 | 34 | 43 |
| Avg Bars in Losers | 36 | 39 | 32 | 36 | 39 | 32 |
| Bars Traded | 24757 | 12148 | 12609 | 24757 | 12148 | 12609 |
| Profit Streak | 1.3136 | 0 | 7.1469 | 1.3136 | 0 | 7.1469 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 319215 | 357757 | -226877 | -183944 | -73986 | -578389 |
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670043600000,
"first_datapoint_time": 1670871600000,
"last_datapoint_time": 1760043600000,
"evaluation_time": 1760045496010,
"expiration_time": 1766523600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 53,
"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": [
[
371051.3917098011,
301804.8282368006,
69246.5634730008,
249927.2079093069,
302994.81333552,
-53067.6054262133
],
[
371.051392,
301.804828,
69.246563,
249.927208,
302.994813,
-53.067605
],
[
0.356208,
0.289732,
0.066476,
0.120317,
0.133889,
-0.072594
],
[
10,
10,
10,
10,
10,
10
],
[
-95043,
-60792,
-66233,
-649935,
-341249,
-397802
],
[
1.231068,
1.373491,
1.086803,
1.062471,
1.146293,
0.972498
],
[
655,
327,
328,
655,
327,
328
],
[
319,
153,
166,
319,
153,
166
],
[
336,
174,
162,
336,
174,
162
],
[
48.70229,
46.788991,
50.609756,
48.70229,
46.788991,
50.609756
],
[
1.296674,
1.562009,
1.060615,
1.119091,
1.303627,
0.949064
],
[
95888,
95888,
22020,
392200,
392200,
95675
],
[
-36353,
-26228,
-36353,
-202564,
-121339,
-202564
],
[
37,
37,
38,
37,
37,
38
],
[
39,
34,
43,
39,
34,
43
],
[
36,
39,
32,
36,
39,
32
],
[
24757,
12148,
12609,
24757,
12148,
12609
],
[
1.313611,
0,
7.146944,
1.313611,
0,
7.146945
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319215,
357757,
-226877,
-183944,
-73986,
-578389
]
]
}
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670043600000,
"first_datapoint_time": 1670871600000,
"last_datapoint_time": 1760043600000,
"evaluation_time": 1760045496010,
"expiration_time": 1766523600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 53,
"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) |
|---|