| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 318655.9812 | 236912.2264 | 81743.7547 | 401645.5783 | 324781.3304 | 76864.2479 |
| Total P&L (%) | 318.656 | 236.9122 | 81.7438 | 401.6456 | 324.7813 | 76.8642 |
| Avg Daily Profit (%) | 0.3059 | 0.2274 | 0.0785 | 0.1549 | 0.139 | 0.0548 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84901 | -87991 | -69350 | -662683 | -636701 | -303075 |
| Profit Factor | 1.6887 | 1.8398 | 1.4526 | 1.1581 | 1.2076 | 1.0787 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
| Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
| Profitability (%) | 48.4536 | 37.5 | 59.1837 | 48.4536 | 37.5 | 59.1837 |
| Ratio Avg Win / Avg Loss | 1.7964 | 3.0663 | 1.0018 | 1.232 | 2.0126 | 0.744 |
| Largest Winning Trade | 107566 | 107566 | 35419 | 423787 | 423787 | 192372 |
| Largest Losing Trade | -28442 | -28442 | -19242 | -206688 | -206688 | -151267 |
| Avg Bars in Trades | 253 | 322 | 184 | 253 | 322 | 184 |
| Avg Bars in Winners | 359 | 558 | 235 | 359 | 558 | 235 |
| Avg Bars in Losers | 153 | 181 | 111 | 153 | 181 | 111 |
| Bars Traded | 24547 | 15494 | 9053 | 24547 | 15494 | 9053 |
| Profit Streak | 20.2081 | 0 | 32.9998 | 20.2081 | 0 | 32.9998 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 429750 | 236669 | -85330 | -39206 | -11680 | -253554 |
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670072400000,
"first_datapoint_time": 1670940000000,
"last_datapoint_time": 1760072400000,
"evaluation_time": 1760075982911,
"expiration_time": 1766552400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 140,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
318655.981150379,
236912.2264196346,
81743.7547307444,
401645.5782710437,
324781.3304182704,
76864.2478527733
],
[
318.655981,
236.912226,
81.743755,
401.645578,
324.78133,
76.864248
],
[
0.305909,
0.227435,
0.078474,
0.154941,
0.138951,
0.054755
],
[
10,
10,
10,
10,
10,
10
],
[
-84901,
-87991,
-69350,
-662683,
-636701,
-303075
],
[
1.688659,
1.839762,
1.45262,
1.158066,
1.207555,
1.078738
],
[
97,
48,
49,
97,
48,
49
],
[
47,
18,
29,
47,
18,
29
],
[
50,
30,
20,
50,
30,
20
],
[
48.453608,
37.5,
59.183673,
48.453608,
37.5,
59.183673
],
[
1.796446,
3.06627,
1.001807,
1.231985,
2.012592,
0.743957
],
[
107566,
107566,
35419,
423787,
423787,
192372
],
[
-28442,
-28442,
-19242,
-206688,
-206688,
-151267
],
[
253,
322,
184,
253,
322,
184
],
[
359,
558,
235,
359,
558,
235
],
[
153,
181,
111,
153,
181,
111
],
[
24547,
15494,
9053,
24547,
15494,
9053
],
[
20.208135,
0,
32.999802,
20.208136,
0,
32.999802
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
429750,
236669,
-85330,
-39206,
-11680,
-253554
]
]
}
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670072400000,
"first_datapoint_time": 1670940000000,
"last_datapoint_time": 1760072400000,
"evaluation_time": 1760075982911,
"expiration_time": 1766552400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 140,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|