Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144753.0545 | 62621.3284 | 82131.7261 | -10375.1229 | 21098.2719 | -31473.3948 |
Total P&L (%) | 144.7531 | 62.6213 | 82.1317 | -10.3751 | 21.0983 | -31.4734 |
Avg Daily Profit (%) | 0.2779 | 0.1202 | 0.1577 | -0.021 | 0.0368 | -0.0725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145933 | -39689 | -111152 | -144783 | -40214 | -113150 |
Profit Factor | 1.2866 | 1.4887 | 1.2179 | 0.9763 | 1.1949 | 0.9047 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 57.8378 | 53.7634 | 61.9565 | 57.8378 | 53.7634 | 61.9565 |
Ratio Avg Win / Avg Loss | 0.9379 | 1.2803 | 0.7478 | 0.7117 | 1.0276 | 0.5555 |
Largest Winning Trade | 29534 | 13912 | 29534 | 30397 | 13460 | 30397 |
Largest Losing Trade | -78031 | -9185 | -78031 | -55252 | -11581 | -55252 |
Avg Bars in Trades | 128 | 36 | 221 | 128 | 36 | 221 |
Avg Bars in Winners | 122 | 38 | 197 | 122 | 38 | 197 |
Avg Bars in Losers | 136 | 34 | 262 | 136 | 34 | 262 |
Bars Traded | 23794 | 3372 | 20422 | 23794 | 3372 | 20422 |
Profit Streak | 11.5346 | 11.5346 | 11.6179 | 11.5346 | 11.5346 | 11.6179 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328606 | -31504 | 233183 | -578272 | -155869 | -579475 |
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714761000000, "first_datapoint_time": 1715083200000, "last_datapoint_time": 1759759200000, "evaluation_time": 1759760385690, "expiration_time": 1766239200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 75, "offset": 0, "std": 2.32224 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "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": [ [ 144753.0544563929, 62621.3284011603, 82131.7260552327, -10375.1228892659, 21098.2718883412, -31473.3947776071 ], [ 144.753054, 62.621328, 82.131726, -10.375123, 21.098272, -31.473395 ], [ 0.277928, 0.120234, 0.157694, -0.021029, 0.036762, -0.07254 ], [ 10, 10, 10, 10, 10, 10 ], [ -145933, -39689, -111152, -144783, -40214, -113150 ], [ 1.286582, 1.488692, 1.217879, 0.976335, 1.194873, 0.904669 ], [ 185, 93, 92, 185, 93, 92 ], [ 107, 50, 57, 107, 50, 57 ], [ 78, 43, 35, 78, 43, 35 ], [ 57.837838, 53.763441, 61.956522, 57.837838, 53.763441, 61.956522 ], [ 0.937882, 1.280275, 0.74782, 0.711721, 1.027591, 0.555499 ], [ 29534, 13912, 29534, 30397, 13460, 30397 ], [ -78031, -9185, -78031, -55252, -11581, -55252 ], [ 128, 36, 221, 128, 36, 221 ], [ 122, 38, 197, 122, 38, 197 ], [ 136, 34, 262, 136, 34, 262 ], [ 23794, 3372, 20422, 23794, 3372, 20422 ], [ 11.534556, 11.534556, 11.61789, 11.534557, 11.534557, 11.61789 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328606, -31504, 233183, -578272, -155869, -579475 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714761000000, "first_datapoint_time": 1715083200000, "last_datapoint_time": 1759759200000, "evaluation_time": 1759760385690, "expiration_time": 1766239200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 75, "offset": 0, "std": 2.32224 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "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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