Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68790.2135 | 43315.6044 | 25474.6091 | 69899.9759 | 47674.7732 | 22225.2027 |
Total P&L (%) | 68.7902 | 43.3156 | 25.4746 | 69.9 | 47.6748 | 22.2252 |
Avg Daily Profit (%) | 0.2642 | 0.1663 | 0.0978 | 0.2037 | 0.1498 | 0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27727 | -28685 | -21749 | -39922 | -33804 | -28872 |
Profit Factor | 1.2781 | 1.3548 | 1.2033 | 1.2158 | 1.2984 | 1.1354 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 152 | 82 | 70 | 152 | 82 | 70 |
Losing Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Profitability (%) | 69.0909 | 74.5455 | 63.6364 | 69.0909 | 74.5455 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.5718 | 0.4626 | 0.6876 | 0.5439 | 0.4434 | 0.6488 |
Largest Winning Trade | 10194 | 10194 | 7655 | 12310 | 12310 | 8274 |
Largest Losing Trade | -15049 | -15049 | -14874 | -16682 | -15282 | -16682 |
Avg Bars in Trades | 112 | 104 | 120 | 112 | 104 | 120 |
Avg Bars in Winners | 72 | 72 | 72 | 72 | 72 | 72 |
Avg Bars in Losers | 201 | 198 | 203 | 201 | 198 | 203 |
Bars Traded | 24748 | 11505 | 13243 | 24748 | 11505 | 13243 |
Profit Streak | 0 | 0 | 5.867 | 0 | 0 | 5.867 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309696 | 214573 | -66783 | 280069 | 201983 | -167407 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737487800000, "first_datapoint_time": 1737660600000, "last_datapoint_time": 1759986900000, "evaluation_time": 1759988006158, "expiration_time": 1766466900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 193, "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": [ [ 68790.2135317713, 43315.6044094255, 25474.6091223458, 69899.9759298177, 47674.7732188274, 22225.2027109904 ], [ 68.790214, 43.315604, 25.474609, 69.899976, 47.674773, 22.225203 ], [ 0.264151, 0.16633, 0.097821, 0.20374, 0.14981, 0.077096 ], [ 10, 10, 10, 10, 10, 10 ], [ -27727, -28685, -21749, -39922, -33804, -28872 ], [ 1.278083, 1.354781, 1.203338, 1.215802, 1.298446, 1.135383 ], [ 220, 110, 110, 220, 110, 110 ], [ 152, 82, 70, 152, 82, 70 ], [ 68, 28, 40, 68, 28, 40 ], [ 69.090909, 74.545455, 63.636364, 69.090909, 74.545455, 63.636364 ], [ 0.571774, 0.462608, 0.687622, 0.543911, 0.443372, 0.64879 ], [ 10194, 10194, 7655, 12310, 12310, 8274 ], [ -15049, -15049, -14874, -16682, -15282, -16682 ], [ 112, 104, 120, 112, 104, 120 ], [ 72, 72, 72, 72, 72, 72 ], [ 201, 198, 203, 201, 198, 203 ], [ 24748, 11505, 13243, 24748, 11505, 13243 ], [ 0, 0, 5.866969, 0, 0, 5.866969 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309696, 214573, -66783, 280069, 201983, -167407 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737487800000, "first_datapoint_time": 1737660600000, "last_datapoint_time": 1759986900000, "evaluation_time": 1759988006158, "expiration_time": 1766466900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 193, "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) |
---|