Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58491.1174 | 33724.0976 | 24767.0198 | 66656.1627 | 36258.2632 | 30397.8995 |
Total P&L (%) | 58.4911 | 33.7241 | 24.767 | 66.6562 | 36.2583 | 30.3979 |
Avg Daily Profit (%) | 0.6738 | 0.3885 | 0.2853 | 0.5901 | 0.357 | 0.3062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20990 | -7294 | -16904 | -22959 | -7925 | -18552 |
Profit Factor | 1.547 | 1.9138 | 1.3537 | 1.5526 | 1.87 | 1.3851 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 54.1667 | 55.5556 | 52.7778 | 54.1667 | 55.5556 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.309 | 1.531 | 1.2112 | 1.3138 | 1.496 | 1.2393 |
Largest Winning Trade | 23138 | 9884 | 23138 | 31315 | 10763 | 31315 |
Largest Losing Trade | -9124 | -3390 | -9124 | -10758 | -3939 | -10758 |
Avg Bars in Trades | 171 | 164 | 179 | 171 | 164 | 179 |
Avg Bars in Winners | 191 | 165 | 219 | 191 | 165 | 219 |
Avg Bars in Losers | 148 | 162 | 134 | 148 | 162 | 134 |
Bars Traded | 24719 | 11811 | 12908 | 24719 | 11811 | 12908 |
Profit Streak | 3.0241 | 3.1838 | 3.0241 | 3.0241 | 3.1838 | 3.0241 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404227 | -70560 | -76379 | 399317 | -71799 | -75373 |
{ "trading_pair": "LTC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752681600000, "first_datapoint_time": 1752731100000, "last_datapoint_time": 1760181300000, "evaluation_time": 1760181582894, "expiration_time": 1766661300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 125, "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": [ [ 58491.1173599, 33724.0975975711, 24767.0197623289, 66656.1626973255, 36258.2631865868, 30397.8995107387 ], [ 58.491117, 33.724098, 24.76702, 66.656163, 36.258263, 30.3979 ], [ 0.673783, 0.388482, 0.285301, 0.590103, 0.357026, 0.306216 ], [ 10, 10, 10, 10, 10, 10 ], [ -20990, -7294, -16904, -22959, -7925, -18552 ], [ 1.546972, 1.913802, 1.353658, 1.552616, 1.870011, 1.385058 ], [ 144, 72, 72, 144, 72, 72 ], [ 78, 40, 38, 78, 40, 38 ], [ 66, 32, 34, 66, 32, 34 ], [ 54.166667, 55.555556, 52.777778, 54.166667, 55.555556, 52.777778 ], [ 1.308976, 1.531042, 1.211168, 1.313752, 1.496009, 1.239262 ], [ 23138, 9884, 23138, 31315, 10763, 31315 ], [ -9124, -3390, -9124, -10758, -3939, -10758 ], [ 171, 164, 179, 171, 164, 179 ], [ 191, 165, 219, 191, 165, 219 ], [ 148, 162, 134, 148, 162, 134 ], [ 24719, 11811, 12908, 24719, 11811, 12908 ], [ 3.024107, 3.18383, 3.024107, 3.024108, 3.18383, 3.024108 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404227, -70560, -76379, 399317, -71799, -75373 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752681600000, "first_datapoint_time": 1752731100000, "last_datapoint_time": 1760181300000, "evaluation_time": 1760181582894, "expiration_time": 1766661300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 125, "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) |
---|