| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 172209.1315 | 191724.9434 | -19515.8119 | -110714.8002 | 470891.3087 | -581606.1089 |
| Total P&L (%) | 172.2091 | 191.7249 | -19.5158 | -110.7148 | 470.8913 | -581.6061 |
| Avg Daily Profit (%) | 0.1653 | 0.1841 | -0.0187 | 0 | 0.1674 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -139772 | -69624 | -174757 | -950523 | -221365 | -1071123 |
| Profit Factor | 1.1508 | 1.3884 | 0.9699 | 0.9591 | 1.5963 | 0.697 |
| Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
| Winning Trades | 169 | 79 | 90 | 174 | 90 | 84 |
| Losing Trades | 151 | 81 | 70 | 146 | 70 | 76 |
| Profitability (%) | 52.8125 | 49.375 | 56.25 | 54.375 | 56.25 | 52.5 |
| Ratio Avg Win / Avg Loss | 1.0282 | 1.4235 | 0.7544 | 0.8048 | 1.2416 | 0.6306 |
| Largest Winning Trade | 68107 | 68107 | 32914 | 174338 | 117254 | 174338 |
| Largest Losing Trade | -104641 | -28425 | -104641 | -716331 | -97418 | -716331 |
| Avg Bars in Trades | 76 | 54 | 99 | 76 | 54 | 99 |
| Avg Bars in Winners | 77 | 50 | 101 | 77 | 58 | 98 |
| Avg Bars in Losers | 75 | 57 | 96 | 75 | 48 | 100 |
| Bars Traded | 24563 | 8657 | 15906 | 24563 | 8657 | 15906 |
| Profit Streak | 0 | 0 | 18.0733 | 8.8233 | 48.2399 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 6 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -45318 | 293338 | -578618 | -577868 | 428572 | -580171 |
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669266000000,
"first_datapoint_time": 1669935600000,
"last_datapoint_time": 1759266000000,
"evaluation_time": 1759268731238,
"expiration_time": 1765746000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 187,
"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": [
[
172209.1315141282,
191724.9433885858,
-19515.811874458,
-110714.8001878835,
470891.3086652146,
-581606.108853098
],
[
172.209132,
191.724943,
-19.515812,
-110.7148,
470.891309,
-581.606109
],
[
0.16532,
0.184055,
-0.018735,
0,
0.167374,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-139772,
-69624,
-174757,
-950523,
-221365,
-1071123
],
[
1.150769,
1.388361,
0.969907,
0.959136,
1.596314,
0.697031
],
[
320,
160,
160,
320,
160,
160
],
[
169,
79,
90,
174,
90,
84
],
[
151,
81,
70,
146,
70,
76
],
[
52.8125,
49.375,
56.25,
54.375,
56.25,
52.5
],
[
1.028202,
1.423509,
0.754372,
0.804792,
1.241578,
0.630647
],
[
68107,
68107,
32914,
174338,
117254,
174338
],
[
-104641,
-28425,
-104641,
-716331,
-97418,
-716331
],
[
76,
54,
99,
76,
54,
99
],
[
77,
50,
101,
77,
58,
98
],
[
75,
57,
96,
75,
48,
100
],
[
24563,
8657,
15906,
24563,
8657,
15906
],
[
0,
0,
18.073278,
8.823278,
48.239945,
0
],
[
0,
0,
2,
1,
6,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-45318,
293338,
-578618,
-577868,
428572,
-580171
]
]
}
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669266000000,
"first_datapoint_time": 1669935600000,
"last_datapoint_time": 1759266000000,
"evaluation_time": 1759268731238,
"expiration_time": 1765746000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 187,
"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) |
|---|