Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335585.6094 | 294632.6222 | 40952.9872 | 218766.7186 | 171108.4989 | 47658.2197 |
Total P&L (%) | 335.5856 | 294.6326 | 40.953 | 218.7667 | 171.1085 | 47.6582 |
Avg Daily Profit (%) | 0.3222 | 0.2828 | 0.0393 | 0.1114 | 0.0958 | 0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113527 | -117647 | -45193 | -342018 | -319676 | -141162 |
Profit Factor | 1.5214 | 1.5807 | 1.3007 | 1.1339 | 1.1309 | 1.1463 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 61.3757 | 62.766 | 60 | 61.3757 | 62.766 | 60 |
Ratio Avg Win / Avg Loss | 0.9575 | 0.9377 | 0.8671 | 0.7136 | 0.6709 | 0.7642 |
Largest Winning Trade | 124031 | 124031 | 13675 | 180197 | 180197 | 35588 |
Largest Losing Trade | -45139 | -45139 | -35742 | -145577 | -145577 | -122910 |
Avg Bars in Trades | 124 | 238 | 12 | 124 | 238 | 12 |
Avg Bars in Winners | 80 | 147 | 10 | 80 | 147 | 10 |
Avg Bars in Losers | 195 | 391 | 15 | 195 | 391 | 15 |
Bars Traded | 23611 | 22415 | 1196 | 23611 | 22415 | 1196 |
Profit Streak | 11.4676 | 0 | 50.8426 | 11.4676 | 0 | 50.8426 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415167 | 353281 | -141281 | -116100 | -141977 | -202921 |
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669179600000, "first_datapoint_time": 1669284000000, "last_datapoint_time": 1759179600000, "evaluation_time": 1759183997402, "expiration_time": 1765659600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 30, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 335585.6094271737, 294632.6222031428, 40952.9872240307, 218766.7186043293, 171108.4988877793, 47658.2197165499 ], [ 335.585609, 294.632622, 40.952987, 218.766719, 171.108499, 47.65822 ], [ 0.322161, 0.282846, 0.039315, 0.111353, 0.095791, 0.037421 ], [ 10, 10, 10, 10, 10, 10 ], [ -113527, -117647, -45193, -342018, -319676, -141162 ], [ 1.521435, 1.580703, 1.300663, 1.133938, 1.130863, 1.146277 ], [ 189, 94, 95, 189, 94, 95 ], [ 116, 59, 57, 116, 59, 57 ], [ 73, 35, 38, 73, 35, 38 ], [ 61.375661, 62.765957, 60, 61.375661, 62.765957, 60 ], [ 0.957455, 0.937705, 0.867108, 0.713599, 0.670851, 0.764185 ], [ 124031, 124031, 13675, 180197, 180197, 35588 ], [ -45139, -45139, -35742, -145577, -145577, -122910 ], [ 124, 238, 12, 124, 238, 12 ], [ 80, 147, 10, 80, 147, 10 ], [ 195, 391, 15, 195, 391, 15 ], [ 23611, 22415, 1196, 23611, 22415, 1196 ], [ 11.467562, 0, 50.842562, 11.467562, 0, 50.842562 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415167, 353281, -141281, -116100, -141977, -202921 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669179600000, "first_datapoint_time": 1669284000000, "last_datapoint_time": 1759179600000, "evaluation_time": 1759183997402, "expiration_time": 1765659600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 30, "offset": 0, "scalar": 1 } } }
# | 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) |
---|