Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136540.0291 | 41471.2961 | 95068.733 | 71620.234 | 51921.628 | 19698.6059 |
Total P&L (%) | 136.54 | 41.4713 | 95.0687 | 71.6202 | 51.9216 | 19.6986 |
Avg Daily Profit (%) | 0.2622 | 0.0796 | 0.1825 | 0.1038 | 0.0803 | 0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67543 | -20206 | -74607 | -157181 | -40324 | -170383 |
Profit Factor | 1.416 | 1.4475 | 1.4037 | 1.1195 | 1.3456 | 1.0439 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 60 | 56.25 | 63.8298 | 60 | 56.25 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.944 | 1.1258 | 0.7954 | 0.7464 | 1.0466 | 0.5915 |
Largest Winning Trade | 32327 | 32327 | 29003 | 38311 | 38311 | 37190 |
Largest Losing Trade | -53587 | -10904 | -53587 | -113772 | -18677 | -113772 |
Avg Bars in Trades | 245 | 60 | 435 | 245 | 60 | 435 |
Avg Bars in Winners | 199 | 52 | 330 | 199 | 52 | 330 |
Avg Bars in Losers | 316 | 70 | 619 | 316 | 70 | 619 |
Bars Traded | 23365 | 2906 | 20459 | 23365 | 2906 | 20459 |
Profit Streak | 11.4493 | 13.1368 | 0 | 11.4493 | 13.1368 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320122 | -86809 | 281794 | -143558 | -85610 | -326479 |
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714982400000, "first_datapoint_time": 1715428800000, "last_datapoint_time": 1759980600000, "evaluation_time": 1759981621686, "expiration_time": 1766460600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 143, "offset": 0, "std": 2.72522 } }, "second_band": { "type": "alma", "factors": { "length": 249, "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": [ [ 136540.0290976588, 41471.2960838067, 95068.7330138522, 71620.2339516493, 51921.6280226147, 19698.6059290346 ], [ 136.540029, 41.471296, 95.068733, 71.620234, 51.921628, 19.698606 ], [ 0.262159, 0.079625, 0.182533, 0.103756, 0.080326, 0.034529 ], [ 10, 10, 10, 10, 10, 10 ], [ -67543, -20206, -74607, -157181, -40324, -170383 ], [ 1.41604, 1.447462, 1.403675, 1.119533, 1.345591, 1.043879 ], [ 95, 48, 47, 95, 48, 47 ], [ 57, 27, 30, 57, 27, 30 ], [ 38, 21, 17, 38, 21, 17 ], [ 60, 56.25, 63.829787, 60, 56.25, 63.829787 ], [ 0.944027, 1.125804, 0.795416, 0.746355, 1.046571, 0.591531 ], [ 32327, 32327, 29003, 38311, 38311, 37190 ], [ -53587, -10904, -53587, -113772, -18677, -113772 ], [ 245, 60, 435, 245, 60, 435 ], [ 199, 52, 330, 199, 52, 330 ], [ 316, 70, 619, 316, 70, 619 ], [ 23365, 2906, 20459, 23365, 2906, 20459 ], [ 11.449325, 13.136825, 0, 11.449325, 13.136825, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320122, -86809, 281794, -143558, -85610, -326479 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714982400000, "first_datapoint_time": 1715428800000, "last_datapoint_time": 1759980600000, "evaluation_time": 1759981621686, "expiration_time": 1766460600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 143, "offset": 0, "std": 2.72522 } }, "second_band": { "type": "alma", "factors": { "length": 249, "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) |
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