| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 267369.6786 | 215365.4461 | 52004.2324 | 193657.101 | 162932.7836 | 30724.3174 |
| Total P&L (%) | 267.3697 | 215.3654 | 52.0042 | 193.6571 | 162.9328 | 30.7243 |
| Avg Daily Profit (%) | 0.2567 | 0.2068 | 0.0499 | 0.1035 | 0.0928 | 0.0257 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -72696 | -78359 | -56440 | -231889 | -224727 | -145713 |
| Profit Factor | 1.5582 | 1.7821 | 1.2554 | 1.203 | 1.2909 | 1.078 |
| Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
| Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
| Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Profitability (%) | 68.7943 | 65.7143 | 71.831 | 68.7943 | 65.7143 | 71.831 |
| Ratio Avg Win / Avg Loss | 0.7068 | 0.9298 | 0.4923 | 0.5457 | 0.6735 | 0.4228 |
| Largest Winning Trade | 72609 | 72609 | 15967 | 109034 | 109034 | 37660 |
| Largest Losing Trade | -61963 | -61963 | -51795 | -169478 | -169478 | -135376 |
| Avg Bars in Trades | 169 | 261 | 80 | 169 | 261 | 80 |
| Avg Bars in Winners | 93 | 129 | 60 | 93 | 129 | 60 |
| Avg Bars in Losers | 338 | 512 | 128 | 338 | 512 | 128 |
| Bars Traded | 23957 | 18277 | 5680 | 23957 | 18277 | 5680 |
| Profit Streak | 5.685 | 5.685 | 79.2267 | 5.685 | 5.685 | 79.2267 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 450117 | -83159 | -211683 | -52621 | -162086 | -380289 |
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670158800000,
"first_datapoint_time": 1670986800000,
"last_datapoint_time": 1760158800000,
"evaluation_time": 1760160385912,
"expiration_time": 1766638800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 118,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 231,
"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": [
[
267369.6785700912,
215365.4461390367,
52004.2324310546,
193657.1009908775,
162932.7836267835,
30724.3173640943
],
[
267.369679,
215.365446,
52.004232,
193.657101,
162.932784,
30.724317
],
[
0.256674,
0.20675,
0.049924,
0.103468,
0.092849,
0.025724
],
[
10,
10,
10,
10,
10,
10
],
[
-72696,
-78359,
-56440,
-231889,
-224727,
-145713
],
[
1.558201,
1.782098,
1.255404,
1.203019,
1.290851,
1.078042
],
[
141,
70,
71,
141,
70,
71
],
[
97,
46,
51,
97,
46,
51
],
[
44,
24,
20,
44,
24,
20
],
[
68.794326,
65.714286,
71.830986,
68.794326,
65.714286,
71.830986
],
[
0.706813,
0.92979,
0.492315,
0.5457,
0.673488,
0.422761
],
[
72609,
72609,
15967,
109034,
109034,
37660
],
[
-61963,
-61963,
-51795,
-169478,
-169478,
-135376
],
[
169,
261,
80,
169,
261,
80
],
[
93,
129,
60,
93,
129,
60
],
[
338,
512,
128,
338,
512,
128
],
[
23957,
18277,
5680,
23957,
18277,
5680
],
[
5.685022,
5.685022,
79.226689,
5.685022,
5.685022,
79.226689
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
450117,
-83159,
-211683,
-52621,
-162086,
-380289
]
]
}
{
"trading_pair": "LPT_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670158800000,
"first_datapoint_time": 1670986800000,
"last_datapoint_time": 1760158800000,
"evaluation_time": 1760160385912,
"expiration_time": 1766638800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 118,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 231,
"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) |
|---|