Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107766.5158 | 58454.7059 | 49311.8099 | 147792.5867 | 80858.886 | 66933.7007 |
Total P&L (%) | 107.7665 | 58.4547 | 49.3118 | 147.7926 | 80.8589 | 66.9337 |
Avg Daily Profit (%) | 0.4138 | 0.2245 | 0.1894 | 0.3491 | 0.2278 | 0.197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28788 | -15701 | -29449 | -64162 | -36732 | -71011 |
Profit Factor | 1.2923 | 1.3371 | 1.2526 | 1.2119 | 1.2456 | 1.1818 |
Total Trades | 502 | 251 | 251 | 502 | 251 | 251 |
Winning Trades | 267 | 139 | 128 | 267 | 139 | 128 |
Losing Trades | 235 | 112 | 123 | 235 | 112 | 123 |
Profitability (%) | 53.1873 | 55.3785 | 50.996 | 53.1873 | 55.3785 | 50.996 |
Ratio Avg Win / Avg Loss | 1.1374 | 1.0774 | 1.2036 | 1.0667 | 1.0037 | 1.1357 |
Largest Winning Trade | 10280 | 10280 | 8441 | 13385 | 11891 | 13385 |
Largest Losing Trade | -12503 | -9568 | -12503 | -28417 | -18961 | -28417 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 43 | 38 | 50 | 43 | 38 | 50 |
Avg Bars in Losers | 53 | 61 | 45 | 53 | 61 | 45 |
Bars Traded | 24310 | 12260 | 12050 | 24310 | 12260 | 12050 |
Profit Streak | 4.1906 | 5.6281 | 0 | 4.1906 | 5.6281 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399021 | 309782 | 195149 | 361411 | 318392 | -13628 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737129600000, "first_datapoint_time": 1737257400000, "last_datapoint_time": 1759628700000, "evaluation_time": 1759628971401, "expiration_time": 1766108700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 143, "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": [ [ 107766.5158008931, 58454.7058864374, 49311.8099144557, 147792.5867287245, 80858.8860069733, 66933.7007217511 ], [ 107.766516, 58.454706, 49.31181, 147.792587, 80.858886, 66.933701 ], [ 0.413818, 0.224463, 0.189355, 0.349053, 0.227794, 0.196963 ], [ 10, 10, 10, 10, 10, 10 ], [ -28788, -15701, -29449, -64162, -36732, -71011 ], [ 1.292313, 1.337075, 1.252557, 1.211941, 1.245605, 1.181833 ], [ 502, 251, 251, 502, 251, 251 ], [ 267, 139, 128, 267, 139, 128 ], [ 235, 112, 123, 235, 112, 123 ], [ 53.187251, 55.378486, 50.996016, 53.187251, 55.378486, 50.996016 ], [ 1.137429, 1.077355, 1.203629, 1.06669, 1.003653, 1.135668 ], [ 10280, 10280, 8441, 13385, 11891, 13385 ], [ -12503, -9568, -12503, -28417, -18961, -28417 ], [ 48, 48, 48, 48, 48, 48 ], [ 43, 38, 50, 43, 38, 50 ], [ 53, 61, 45, 53, 61, 45 ], [ 24310, 12260, 12050, 24310, 12260, 12050 ], [ 4.190641, 5.628141, 0, 4.190641, 5.628141, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399021, 309782, 195149, 361411, 318392, -13628 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737129600000, "first_datapoint_time": 1737257400000, "last_datapoint_time": 1759628700000, "evaluation_time": 1759628971401, "expiration_time": 1766108700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 143, "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) |
---|