Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183484.6888 | 226881.0099 | -43396.3211 | -99909.5288 | -36207.9816 | -63701.5472 |
Total P&L (%) | 183.4847 | 226.881 | -43.3963 | -99.9095 | -36.208 | -63.7015 |
Avg Daily Profit (%) | 0.1761 | 0.2178 | -0.0417 | -0.6705 | -0.0431 | -0.0972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191626 | -65845 | -117737 | -64279 | -231 | -84 |
Profit Factor | 1.2681 | 1.779 | 0.8896 | 0.0136 | 0.0138 | 0.0135 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 58 | 28 | 30 | 54 | 25 | 29 |
Losing Trades | 34 | 18 | 16 | 38 | 21 | 17 |
Profitability (%) | 63.0435 | 60.8696 | 65.2174 | 58.6957 | 54.3478 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.7434 | 1.1437 | 0.4745 | 0.0096 | 0.0116 | 0.0079 |
Largest Winning Trade | 163894 | 163894 | 43473 | 508 | 212 | 508 |
Largest Losing Trade | -101676 | -37565 | -101676 | -64279 | -36327 | -64279 |
Avg Bars in Trades | 264 | 277 | 251 | 264 | 277 | 251 |
Avg Bars in Winners | 164 | 173 | 156 | 233 | 239 | 229 |
Avg Bars in Losers | 433 | 438 | 428 | 307 | 321 | 289 |
Bars Traded | 24308 | 12746 | 11563 | 24308 | 12746 | 11563 |
Profit Streak | 22.3233 | 26.6566 | 22.3233 | 22.3233 | 26.6566 | 22.3233 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320275 | 451243 | -578183 | -578084 | -578847 | -578187 |
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669266000000, "first_datapoint_time": 1670432400000, "last_datapoint_time": 1759266000000, "evaluation_time": 1759268731088, "expiration_time": 1765746000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 245, "offset": 80, "a": 0.79145 } } }
{ "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": [ [ 183484.6887664427, 226881.0098605186, -43396.3210940759, -99909.5288094543, -36207.981614151, -63701.5471953034 ], [ 183.484689, 226.88101, -43.396321, -99.909529, -36.207982, -63.701547 ], [ 0.176145, 0.217805, -0.04166, -0.670498, -0.043147, -0.097238 ], [ 10, 10, 10, 10, 10, 10 ], [ -191626, -65845, -117737, -64279, -231, -84 ], [ 1.268099, 1.779039, 0.889621, 0.013609, 0.013831, 0.013482 ], [ 92, 46, 46, 92, 46, 46 ], [ 58, 28, 30, 54, 25, 29 ], [ 34, 18, 16, 38, 21, 17 ], [ 63.043478, 60.869565, 65.217391, 58.695652, 54.347826, 63.043478 ], [ 0.743369, 1.143668, 0.474465, 0.009577, 0.011618, 0.007903 ], [ 163894, 163894, 43473, 508, 212, 508 ], [ -101676, -37565, -101676, -64279, -36327, -64279 ], [ 264, 277, 251, 264, 277, 251 ], [ 164, 173, 156, 233, 239, 229 ], [ 433, 438, 428, 307, 321, 289 ], [ 24308, 12746, 11563, 24308, 12746, 11563 ], [ 22.323276, 26.65661, 22.323276, 22.323276, 26.65661, 22.323276 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320275, 451243, -578183, -578084, -578847, -578187 ] ] }
{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669266000000, "first_datapoint_time": 1670432400000, "last_datapoint_time": 1759266000000, "evaluation_time": 1759268731088, "expiration_time": 1765746000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 245, "offset": 80, "a": 0.79145 } } }
# | 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) |
---|