| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 182846.9252 | 190210.3711 | -7363.4459 | -96114.8606 | 131273.3051 | -227388.1657 |
| Total P&L (%) | 182.8469 | 190.2104 | -7.3634 | -96.1149 | 131.2733 | -227.3882 |
| Avg Daily Profit (%) | 0.1755 | 0.1826 | -0.0071 | -0.3113 | 0.0805 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -155325 | -83088 | -154043 | -445775 | -175328 | -338615 |
| Profit Factor | 1.1609 | 1.3996 | 0.9888 | 0.9463 | 1.1844 | 0.7888 |
| Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
| Winning Trades | 174 | 83 | 91 | 174 | 83 | 91 |
| Losing Trades | 145 | 77 | 68 | 145 | 77 | 68 |
| Profitability (%) | 54.5455 | 51.875 | 57.2327 | 54.5455 | 51.875 | 57.2327 |
| Ratio Avg Win / Avg Loss | 0.9675 | 1.2984 | 0.7389 | 0.7886 | 1.0987 | 0.5895 |
| Largest Winning Trade | 83541 | 83541 | 25278 | 154894 | 154894 | 36287 |
| Largest Losing Trade | -98166 | -26342 | -98166 | -122567 | -68054 | -122567 |
| Avg Bars in Trades | 77 | 75 | 79 | 77 | 75 | 79 |
| Avg Bars in Winners | 65 | 66 | 65 | 65 | 66 | 65 |
| Avg Bars in Losers | 91 | 85 | 97 | 91 | 85 | 97 |
| Bars Traded | 24675 | 12087 | 12588 | 24675 | 12087 | 12588 |
| Profit Streak | 0 | 0 | 18.5419 | 0 | 0 | 18.5419 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -35487 | 312869 | -578497 | -578520 | -102655 | -578497 |
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669258800000,
"first_datapoint_time": 1669766400000,
"last_datapoint_time": 1759258800000,
"evaluation_time": 1759262422752,
"expiration_time": 1765738800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 125,
"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": [
[
182846.9251838693,
190210.3711038753,
-7363.4459200056,
-96114.8605742247,
131273.3050977967,
-227388.1656720217
],
[
182.846925,
190.210371,
-7.363446,
-96.114861,
131.273305,
-227.388166
],
[
0.175532,
0.182601,
-0.007069,
-0.311322,
0.080521,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-155325,
-83088,
-154043,
-445775,
-175328,
-338615
],
[
1.160943,
1.399621,
0.988845,
0.946272,
1.184355,
0.788841
],
[
319,
160,
159,
319,
160,
159
],
[
174,
83,
91,
174,
83,
91
],
[
145,
77,
68,
145,
77,
68
],
[
54.545455,
51.875,
57.232704,
54.545455,
51.875,
57.232704
],
[
0.967452,
1.298444,
0.738917,
0.78856,
1.098739,
0.589463
],
[
83541,
83541,
25278,
154894,
154894,
36287
],
[
-98166,
-26342,
-98166,
-122567,
-68054,
-122567
],
[
77,
75,
79,
77,
75,
79
],
[
65,
66,
65,
65,
66,
65
],
[
91,
85,
97,
91,
85,
97
],
[
24675,
12087,
12588,
24675,
12087,
12588
],
[
0,
0,
18.54193,
0,
0,
18.54193
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35487,
312869,
-578497,
-578520,
-102655,
-578497
]
]
}
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669258800000,
"first_datapoint_time": 1669766400000,
"last_datapoint_time": 1759258800000,
"evaluation_time": 1759262422752,
"expiration_time": 1765738800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 125,
"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) |
|---|