| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 227424.8697 | 206367.2444 | 21057.6253 | -75863.4424 | 239355.7419 | -315219.1843 |
| Total P&L (%) | 227.4249 | 206.3672 | 21.0576 | -75.8634 | 239.3557 | -315.2192 |
| Avg Daily Profit (%) | 0.2183 | 0.1981 | 0.0202 | -0.1364 | 0.1174 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -179036 | -122116 | -147730 | -651841 | -112886 | -550614 |
| Profit Factor | 1.1576 | 1.292 | 1.0286 | 0.9605 | 1.3023 | 0.7212 |
| Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
| Winning Trades | 287 | 138 | 149 | 287 | 138 | 149 |
| Losing Trades | 259 | 135 | 124 | 259 | 135 | 124 |
| Profitability (%) | 52.5641 | 50.5495 | 54.5788 | 52.5641 | 50.5495 | 54.5788 |
| Ratio Avg Win / Avg Loss | 1.0447 | 1.264 | 0.856 | 0.8668 | 1.274 | 0.6002 |
| Largest Winning Trade | 38552 | 38552 | 22670 | 108102 | 108102 | 51822 |
| Largest Losing Trade | -93024 | -22365 | -93024 | -374101 | -89107 | -374101 |
| Avg Bars in Trades | 45 | 45 | 45 | 45 | 45 | 45 |
| Avg Bars in Winners | 41 | 41 | 42 | 41 | 41 | 42 |
| Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
| Bars Traded | 24767 | 12390 | 12377 | 24767 | 12390 | 12377 |
| 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 | -36213 | 309021 | -361313 | -577592 | -35272 | -579311 |
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669914000000,
"first_datapoint_time": 1670511600000,
"last_datapoint_time": 1759914000000,
"evaluation_time": 1759915242902,
"expiration_time": 1766394000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 167,
"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": [
[
227424.8697316733,
206367.2444397843,
21057.6252918888,
-75863.4424063173,
239355.7419287264,
-315219.1843350439
],
[
227.42487,
206.367244,
21.057625,
-75.863442,
239.355742,
-315.219184
],
[
0.218327,
0.198112,
0.020215,
-0.136365,
0.117369,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-179036,
-122116,
-147730,
-651841,
-112886,
-550614
],
[
1.157592,
1.292044,
1.028592,
0.960534,
1.302316,
0.721173
],
[
546,
273,
273,
546,
273,
273
],
[
287,
138,
149,
287,
138,
149
],
[
259,
135,
124,
259,
135,
124
],
[
52.564103,
50.549451,
54.578755,
52.564103,
50.549451,
54.578755
],
[
1.044656,
1.263957,
0.856009,
0.866824,
1.274005,
0.600171
],
[
38552,
38552,
22670,
108102,
108102,
51822
],
[
-93024,
-22365,
-93024,
-374101,
-89107,
-374101
],
[
45,
45,
45,
45,
45,
45
],
[
41,
41,
42,
41,
41,
42
],
[
49,
49,
49,
49,
49,
49
],
[
24767,
12390,
12377,
24767,
12390,
12377
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-36213,
309021,
-361313,
-577592,
-35272,
-579311
]
]
}
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669914000000,
"first_datapoint_time": 1670511600000,
"last_datapoint_time": 1759914000000,
"evaluation_time": 1759915242902,
"expiration_time": 1766394000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 167,
"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) |
|---|