Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191065.0792 | 187988.9895 | 3076.0897 | -49251.1686 | 43803.3532 | -93054.5218 |
Total P&L (%) | 191.0651 | 187.989 | 3.0761 | -49.2512 | 43.8034 | -93.0545 |
Avg Daily Profit (%) | 0.1834 | 0.1805 | 0.003 | -0.0651 | 0.0349 | -0.2557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177582 | -98285 | -161003 | -183269 | -84925 | -184498 |
Profit Factor | 1.1159 | 1.2596 | 1.0033 | 0.9626 | 1.0784 | 0.8772 |
Total Trades | 836 | 418 | 418 | 836 | 418 | 418 |
Winning Trades | 440 | 210 | 230 | 440 | 210 | 230 |
Losing Trades | 396 | 208 | 188 | 396 | 208 | 188 |
Profitability (%) | 52.6316 | 50.2392 | 55.0239 | 52.6316 | 50.2392 | 55.0239 |
Ratio Avg Win / Avg Loss | 1.0043 | 1.2476 | 0.8201 | 0.8663 | 1.0682 | 0.717 |
Largest Winning Trade | 32329 | 32329 | 27744 | 27230 | 27230 | 21708 |
Largest Losing Trade | -69359 | -21386 | -69359 | -75244 | -35081 | -75244 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 25 | 22 | 28 | 25 | 22 | 28 |
Avg Bars in Losers | 34 | 28 | 40 | 34 | 28 | 40 |
Bars Traded | 24837 | 10709 | 14128 | 24837 | 10709 | 14128 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80131 | 332257 | -570898 | -575375 | -280501 | -578497 |
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669154400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758790130632, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 119, "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": [ [ 191065.0792250315, 187988.9895401795, 3076.0896848518, -49251.168640658, 43803.353154829, -93054.521795487 ], [ 191.065079, 187.98899, 3.07609, -49.251169, 43.803353, -93.054522 ], [ 0.183431, 0.180478, 0.002953, -0.065097, 0.034882, -0.255724 ], [ 10, 10, 10, 10, 10, 10 ], [ -177582, -98285, -161003, -183269, -84925, -184498 ], [ 1.115922, 1.259619, 1.003329, 0.962576, 1.078426, 0.877156 ], [ 836, 418, 418, 836, 418, 418 ], [ 440, 210, 230, 440, 210, 230 ], [ 396, 208, 188, 396, 208, 188 ], [ 52.631579, 50.239234, 55.023923, 52.631579, 50.239234, 55.023923 ], [ 1.00433, 1.247623, 0.820112, 0.866318, 1.068156, 0.71698 ], [ 32329, 32329, 27744, 27230, 27230, 21708 ], [ -69359, -21386, -69359, -75244, -35081, -75244 ], [ 29, 25, 33, 29, 25, 33 ], [ 25, 22, 28, 25, 22, 28 ], [ 34, 28, 40, 34, 28, 40 ], [ 24837, 10709, 14128, 24837, 10709, 14128 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -80131, 332257, -570898, -575375, -280501, -578497 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669154400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758790130632, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 119, "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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