Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171832.6335 | 202029.1519 | -30196.5184 | -80468.1479 | 127790.9279 | -208259.0758 |
Total P&L (%) | 171.8326 | 202.0292 | -30.1965 | -80.4681 | 127.7909 | -208.2591 |
Avg Daily Profit (%) | 0.165 | 0.1939 | -0.029 | -0.1567 | 0.0791 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104667 | -86559 | -101250 | -266739 | -76886 | -245686 |
Profit Factor | 1.2393 | 1.4984 | 0.9034 | 0.8893 | 1.41 | 0.4988 |
Total Trades | 427 | 213 | 214 | 427 | 213 | 214 |
Winning Trades | 353 | 187 | 166 | 353 | 187 | 166 |
Losing Trades | 74 | 26 | 48 | 74 | 26 | 48 |
Profitability (%) | 82.6698 | 87.7934 | 77.5701 | 82.6698 | 87.7934 | 77.5701 |
Ratio Avg Win / Avg Loss | 0.2598 | 0.2083 | 0.2612 | 0.1864 | 0.196 | 0.1442 |
Largest Winning Trade | 27755 | 27755 | 10095 | 21293 | 21293 | 12986 |
Largest Losing Trade | -92811 | -77441 | -92811 | -235422 | -56475 | -235422 |
Avg Bars in Trades | 54 | 97 | 11 | 54 | 97 | 11 |
Avg Bars in Winners | 22 | 37 | 5 | 22 | 37 | 5 |
Avg Bars in Losers | 205 | 525 | 31 | 205 | 525 | 31 |
Bars Traded | 23085 | 20682 | 2403 | 23085 | 20682 | 2403 |
Profit Streak | 50.8631 | 51.9047 | 50.8631 | 50.8631 | 51.9047 | 50.8631 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486257 | 514189 | -574759 | -572638 | -81213 | -574759 |
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669197600000, "first_datapoint_time": 1669957200000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759200168604, "expiration_time": 1765677600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 212, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 171832.6335179398, 202029.1518863053, -30196.5183683656, -80468.1479022967, 127790.9278813589, -208259.0757836558 ], [ 171.832634, 202.029152, -30.196518, -80.468148, 127.790928, -208.259076 ], [ 0.164959, 0.193947, -0.028989, -0.156657, 0.079064, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -104667, -86559, -101250, -266739, -76886, -245686 ], [ 1.239293, 1.498377, 0.903436, 0.889346, 1.410016, 0.49881 ], [ 427, 213, 214, 427, 213, 214 ], [ 353, 187, 166, 353, 187, 166 ], [ 74, 26, 48, 74, 26, 48 ], [ 82.669789, 87.793427, 77.570093, 82.669789, 87.793427, 77.570093 ], [ 0.259795, 0.208331, 0.261234, 0.186435, 0.196045, 0.144234 ], [ 27755, 27755, 10095, 21293, 21293, 12986 ], [ -92811, -77441, -92811, -235422, -56475, -235422 ], [ 54, 97, 11, 54, 97, 11 ], [ 22, 37, 5, 22, 37, 5 ], [ 205, 525, 31, 205, 525, 31 ], [ 23085, 20682, 2403, 23085, 20682, 2403 ], [ 50.863062, 51.904729, 50.863062, 50.863063, 51.904729, 50.863063 ], [ 14, 7, 7, 14, 7, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 486257, 514189, -574759, -572638, -81213, -574759 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669197600000, "first_datapoint_time": 1669957200000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759200168604, "expiration_time": 1765677600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 212, "offset": 0, "scalar": 5 } } }
# | 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) |
---|