| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 280635.9109 | 254247.3518 | 26388.559 | 94466.7472 | 84855.2033 | 9611.5439 |
| Total P&L (%) | 280.6359 | 254.2474 | 26.3886 | 94.4667 | 84.8552 | 9.6115 |
| Avg Daily Profit (%) | 0.2694 | 0.2441 | 0.0253 | 0.0639 | 0.059 | 0.0088 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128939 | -125041 | -67471 | -327744 | -283484 | -122174 |
| Profit Factor | 1.3948 | 1.5197 | 1.1191 | 1.081 | 1.1037 | 1.0277 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
| Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
| Profitability (%) | 47.6852 | 45.3704 | 50 | 47.6852 | 45.3704 | 50 |
| Ratio Avg Win / Avg Loss | 1.5303 | 1.8298 | 1.1191 | 1.186 | 1.3289 | 1.0277 |
| Largest Winning Trade | 110389 | 110389 | 28358 | 128463 | 128463 | 41804 |
| Largest Losing Trade | -40848 | -27587 | -40848 | -89467 | -83442 | -89467 |
| Avg Bars in Trades | 112 | 183 | 40 | 112 | 183 | 40 |
| Avg Bars in Winners | 143 | 247 | 48 | 143 | 247 | 48 |
| Avg Bars in Losers | 83 | 130 | 33 | 83 | 130 | 33 |
| Bars Traded | 24201 | 19787 | 4414 | 24201 | 19787 | 4414 |
| 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 | 367896 | 304851 | -252209 | -238800 | -222690 | -537183 |
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669690800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759023402441,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 26,
"offset": 242
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 196,
"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": [
[
280635.9108537937,
254247.3518416756,
26388.5590121181,
94466.7472307824,
84855.2033199014,
9611.543910881
],
[
280.635911,
254.247352,
26.388559,
94.466747,
84.855203,
9.611544
],
[
0.269423,
0.244088,
0.025334,
0.063872,
0.059003,
0.008811
],
[
10,
10,
10,
10,
10,
10
],
[
-128939,
-125041,
-67471,
-327744,
-283484,
-122174
],
[
1.394835,
1.519659,
1.119131,
1.081036,
1.103672,
1.027679
],
[
216,
108,
108,
216,
108,
108
],
[
103,
49,
54,
103,
49,
54
],
[
113,
59,
54,
113,
59,
54
],
[
47.685185,
45.37037,
50,
47.685185,
45.37037,
50
],
[
1.530256,
1.829793,
1.119131,
1.185991,
1.328911,
1.027679
],
[
110389,
110389,
28358,
128463,
128463,
41804
],
[
-40848,
-27587,
-40848,
-89467,
-83442,
-89467
],
[
112,
183,
40,
112,
183,
40
],
[
143,
247,
48,
143,
247,
48
],
[
83,
130,
33,
83,
130,
33
],
[
24201,
19787,
4414,
24201,
19787,
4414
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367896,
304851,
-252209,
-238800,
-222690,
-537183
]
]
}
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669690800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759023402441,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 26,
"offset": 242
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 196,
"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) |
|---|