Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218545.6013 | 224467.242 | -5921.6407 | -24838.0271 | 4817.3377 | -29655.3648 |
Total P&L (%) | 218.5456 | 224.4672 | -5.9216 | -24.838 | 4.8173 | -29.6554 |
Avg Daily Profit (%) | 0.2098 | 0.2155 | -0.0057 | -0.0274 | 0.0045 | -0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143118 | -146930 | -50548 | -160497 | -154078 | -75386 |
Profit Factor | 1.2086 | 1.2902 | 0.9784 | 0.9762 | 1.0061 | 0.8856 |
Total Trades | 483 | 241 | 242 | 483 | 241 | 242 |
Winning Trades | 247 | 135 | 112 | 247 | 135 | 112 |
Losing Trades | 236 | 106 | 130 | 236 | 106 | 130 |
Profitability (%) | 51.1387 | 56.0166 | 46.281 | 51.1387 | 56.0166 | 46.281 |
Ratio Avg Win / Avg Loss | 1.1547 | 1.0131 | 1.1357 | 0.9328 | 0.79 | 1.028 |
Largest Winning Trade | 126870 | 126870 | 19534 | 59423 | 59423 | 15858 |
Largest Losing Trade | -44930 | -44687 | -44930 | -73785 | -71798 | -73785 |
Avg Bars in Trades | 51 | 97 | 4 | 51 | 97 | 4 |
Avg Bars in Winners | 32 | 55 | 5 | 32 | 55 | 5 |
Avg Bars in Losers | 70 | 151 | 3 | 70 | 151 | 3 |
Bars Traded | 24639 | 23577 | 1062 | 24639 | 23577 | 1062 |
Profit Streak | 7.7555 | 0 | 7.9638 | 7.7555 | 0 | 7.9638 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380824 | 333470 | -578894 | -577429 | -566529 | -578894 |
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670065200000, "first_datapoint_time": 1670274000000, "last_datapoint_time": 1760065200000, "evaluation_time": 1760069273810, "expiration_time": 1766545200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 5 } }, "second_band": { "type": "kcu", "factors": { "length": 59, "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": [ [ 218545.6012745341, 224467.2420014532, -5921.6407269191, -24838.0271356044, 4817.337660867, -29655.3647964713 ], [ 218.545601, 224.467242, -5.921641, -24.838027, 4.817338, -29.655365 ], [ 0.209803, 0.215488, -0.005685, -0.027407, 0.004517, -0.033764 ], [ 10, 10, 10, 10, 10, 10 ], [ -143118, -146930, -50548, -160497, -154078, -75386 ], [ 1.208571, 1.29024, 0.978423, 0.976242, 1.006128, 0.885649 ], [ 483, 241, 242, 483, 241, 242 ], [ 247, 135, 112, 247, 135, 112 ], [ 236, 106, 130, 236, 106, 130 ], [ 51.138716, 56.016598, 46.280992, 51.138716, 56.016598, 46.280992 ], [ 1.154748, 1.013077, 1.135669, 0.932766, 0.789997, 1.027985 ], [ 126870, 126870, 19534, 59423, 59423, 15858 ], [ -44930, -44687, -44930, -73785, -71798, -73785 ], [ 51, 97, 4, 51, 97, 4 ], [ 32, 55, 5, 32, 55, 5 ], [ 70, 151, 3, 70, 151, 3 ], [ 24639, 23577, 1062, 24639, 23577, 1062 ], [ 7.755484, 0, 7.963817, 7.755484, 0, 7.963817 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 380824, 333470, -578894, -577429, -566529, -578894 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670065200000, "first_datapoint_time": 1670274000000, "last_datapoint_time": 1760065200000, "evaluation_time": 1760069273810, "expiration_time": 1766545200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 5 } }, "second_band": { "type": "kcu", "factors": { "length": 59, "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) |
---|