Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572644.4847 | 383132.7684 | 189511.7163 | 6756028.0228 | 3531102.1505 | 3224925.8723 |
Total P&L (%) | 572.6445 | 383.1328 | 189.5117 | 6756.028 | 3531.1022 | 3224.9259 |
Avg Daily Profit (%) | 0.2749 | 0.1839 | 0.091 | 0.2031 | 0.1726 | 0.1683 |
Buy And Hold Return (%) | 60.7402 | 60.7402 | 60.7402 | 60.7402 | 60.7402 | 60.7402 |
Max Trade Drawdown | -80175 | -86907 | -11547 | -1370950 | -1450698 | -526635 |
Profit Factor | 3.8593 | 3.2252 | 7.7458 | 3.1652 | 2.4186 | 6.1086 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 73.6111 | 66.6667 | 80.5556 | 73.6111 | 66.6667 | 80.5556 |
Ratio Avg Win / Avg Loss | 1.3835 | 1.6126 | 1.8697 | 1.1347 | 1.2093 | 1.4745 |
Largest Winning Trade | 73381 | 73381 | 24053 | 1201146 | 1201146 | 1011327 |
Largest Losing Trade | -51599 | -51599 | -11547 | -896625 | -896625 | -526635 |
Avg Bars in Trades | 331 | 619 | 42 | 331 | 619 | 42 |
Avg Bars in Winners | 218 | 432 | 41 | 218 | 432 | 41 |
Avg Bars in Losers | 645 | 994 | 46 | 645 | 994 | 46 |
Bars Traded | 23856 | 22316 | 1540 | 23856 | 22316 | 1540 |
Profit Streak | 149.8145 | 149.8145 | 309.2311 | 149.8145 | 149.8145 | 309.2311 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64562 | 573083 | -60707 | -66085 | 505177 | 736972 |
{ "trading_pair": "LTC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579809600000, "first_datapoint_time": 1581386400000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759879970934, "expiration_time": 1766354400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 220, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 572644.4846968298, 383132.7683907942, 189511.7163060357, 6756028.022786589, 3531102.150465447, 3224925.872321142 ], [ 572.644485, 383.132768, 189.511716, 6756.028023, 3531.10215, 3224.925872 ], [ 0.27487, 0.183904, 0.090966, 0.203137, 0.172571, 0.168335 ], [ 60.740233, 60.740233, 60.740233, 60.740233, 60.740233, 60.740233 ], [ -80175, -86907, -11547, -1370950, -1450698, -526635 ], [ 3.859322, 3.225195, 7.745779, 3.165155, 2.418643, 6.108607 ], [ 72, 36, 36, 72, 36, 36 ], [ 53, 24, 29, 53, 24, 29 ], [ 19, 12, 7, 19, 12, 7 ], [ 73.611111, 66.666667, 80.555556, 73.611111, 66.666667, 80.555556 ], [ 1.383531, 1.612597, 1.869671, 1.134678, 1.209321, 1.474491 ], [ 73381, 73381, 24053, 1201146, 1201146, 1011327 ], [ -51599, -51599, -11547, -896625, -896625, -526635 ], [ 331, 619, 42, 331, 619, 42 ], [ 218, 432, 41, 218, 432, 41 ], [ 645, 994, 46, 645, 994, 46 ], [ 23856, 22316, 1540, 23856, 22316, 1540 ], [ 149.814478, 149.814478, 309.231145, 149.814478, 149.814478, 309.231145 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64562, 573083, -60707, -66085, 505177, 736972 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579809600000, "first_datapoint_time": 1581386400000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759879970934, "expiration_time": 1766354400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 220, "offset": 0, "scalar": 2 } } }
# | 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) |
---|