Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155319.0455 | 83446.3641 | 71872.6814 | 79022.9186 | 34591.6068 | 44431.3118 |
Total P&L (%) | 155.319 | 83.4464 | 71.8727 | 79.0229 | 34.5916 | 44.4313 |
Avg Daily Profit (%) | 0.2982 | 0.1602 | 0.138 | 0.1119 | 0.0571 | 0.0706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116426 | -96238 | -66301 | -107246 | -83059 | -52558 |
Profit Factor | 1.3384 | 1.358 | 1.3181 | 1.1774 | 1.1586 | 1.1954 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 50.6667 | 46.6667 | 54.6667 | 50.6667 | 46.6667 | 54.6667 |
Ratio Avg Win / Avg Loss | 1.3032 | 1.552 | 1.0931 | 1.1464 | 1.3241 | 0.9913 |
Largest Winning Trade | 111886 | 111886 | 29124 | 52873 | 52873 | 28212 |
Largest Losing Trade | -25283 | -17870 | -25283 | -29709 | -21960 | -29709 |
Avg Bars in Trades | 164 | 139 | 189 | 164 | 139 | 189 |
Avg Bars in Winners | 202 | 159 | 238 | 202 | 159 | 238 |
Avg Bars in Losers | 125 | 122 | 130 | 125 | 122 | 130 |
Bars Traded | 24667 | 10450 | 14217 | 24667 | 10450 | 14217 |
Profit Streak | 13.8115 | 0 | 29.4156 | 13.8115 | 0 | 29.4156 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348525 | -49992 | -63795 | -68178 | -224366 | -162943 |
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714665600000, "first_datapoint_time": 1715095800000, "last_datapoint_time": 1759663800000, "evaluation_time": 1759665511658, "expiration_time": 1766143800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 240, "offset": 0, "a": 0.24228 } }, "second_band": { "type": "pwma", "factors": { "length": 228, "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": [ [ 155319.0454737111, 83446.3640617678, 71872.6814119433, 79022.9185842607, 34591.6067821086, 44431.3118021521 ], [ 155.319045, 83.446364, 71.872681, 79.022919, 34.591607, 44.431312 ], [ 0.298214, 0.160218, 0.137996, 0.111873, 0.057055, 0.070611 ], [ 10, 10, 10, 10, 10, 10 ], [ -116426, -96238, -66301, -107246, -83059, -52558 ], [ 1.338375, 1.358009, 1.31812, 1.177353, 1.158564, 1.195378 ], [ 150, 75, 75, 150, 75, 75 ], [ 76, 35, 41, 76, 35, 41 ], [ 74, 40, 34, 74, 40, 34 ], [ 50.666667, 46.666667, 54.666667, 50.666667, 46.666667, 54.666667 ], [ 1.303155, 1.55201, 1.093075, 1.14637, 1.324073, 0.991289 ], [ 111886, 111886, 29124, 52873, 52873, 28212 ], [ -25283, -17870, -25283, -29709, -21960, -29709 ], [ 164, 139, 189, 164, 139, 189 ], [ 202, 159, 238, 202, 159, 238 ], [ 125, 122, 130, 125, 122, 130 ], [ 24667, 10450, 14217, 24667, 10450, 14217 ], [ 13.811477, 0, 29.415644, 13.811477, 0, 29.415644 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348525, -49992, -63795, -68178, -224366, -162943 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714665600000, "first_datapoint_time": 1715095800000, "last_datapoint_time": 1759663800000, "evaluation_time": 1759665511658, "expiration_time": 1766143800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 240, "offset": 0, "a": 0.24228 } }, "second_band": { "type": "pwma", "factors": { "length": 228, "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) |
---|