| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 389455.1473 | 299602.7943 | 89852.353 | 587838.0884 | 38555.8853 | 549282.2031 |
| Total P&L (%) | 389.4551 | 299.6028 | 89.8524 | 587.8381 | 38.5559 | 549.2822 |
| Avg Daily Profit (%) | 0.3739 | 0.2876 | 0.0863 | 0.1853 | 0.0313 | 0.1797 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103152 | -102755 | -23462 | -885569 | -946936 | -172707 |
| Profit Factor | 1.8394 | 1.7769 | 2.1466 | 1.2203 | 1.0165 | 2.6471 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Profitability (%) | 52 | 51.6129 | 52.381 | 52 | 51.6129 | 52.381 |
| Ratio Avg Win / Avg Loss | 1.6979 | 1.6659 | 1.9514 | 1.1265 | 0.953 | 2.4065 |
| Largest Winning Trade | 129041 | 129041 | 19209 | 352814 | 352814 | 105930 |
| Largest Losing Trade | -52925 | -52925 | -12447 | -521327 | -521327 | -93416 |
| Avg Bars in Trades | 187 | 360 | 18 | 187 | 360 | 18 |
| Avg Bars in Winners | 136 | 255 | 21 | 136 | 255 | 21 |
| Avg Bars in Losers | 243 | 472 | 13 | 243 | 472 | 13 |
| Bars Traded | 23489 | 22350 | 1139 | 23489 | 22350 | 1139 |
| 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 | 474775 | -142231 | -219806 | 291594 | -511406 | -133180 |
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669906800000,
"first_datapoint_time": 1670385600000,
"last_datapoint_time": 1759906800000,
"evaluation_time": 1759911028807,
"expiration_time": 1766386800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 134,
"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": [
[
389455.1472880635,
299602.7943350591,
89852.3529530043,
587838.0884350738,
38555.8853358106,
549282.2030992636
],
[
389.455147,
299.602794,
89.852353,
587.838088,
38.555885,
549.282203
],
[
0.373876,
0.287618,
0.086258,
0.185296,
0.031311,
0.179748
],
[
10,
10,
10,
10,
10,
10
],
[
-103152,
-102755,
-23462,
-885569,
-946936,
-172707
],
[
1.839365,
1.776934,
2.146575,
1.220338,
1.016516,
2.647147
],
[
125,
62,
63,
125,
62,
63
],
[
65,
32,
33,
65,
32,
33
],
[
60,
30,
30,
60,
30,
30
],
[
52,
51.612903,
52.380952,
52,
51.612903,
52.380952
],
[
1.697875,
1.665875,
1.951432,
1.126466,
0.952984,
2.406497
],
[
129041,
129041,
19209,
352814,
352814,
105930
],
[
-52925,
-52925,
-12447,
-521327,
-521327,
-93416
],
[
187,
360,
18,
187,
360,
18
],
[
136,
255,
21,
136,
255,
21
],
[
243,
472,
13,
243,
472,
13
],
[
23489,
22350,
1139,
23489,
22350,
1139
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
474775,
-142231,
-219806,
291594,
-511406,
-133180
]
]
}
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669906800000,
"first_datapoint_time": 1670385600000,
"last_datapoint_time": 1759906800000,
"evaluation_time": 1759911028807,
"expiration_time": 1766386800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 134,
"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) |
|---|