Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174842.7699 | 133857.5225 | 40985.2474 | 177808.1254 | 184872.5108 | -7064.3854 |
Total P&L (%) | 174.8428 | 133.8575 | 40.9852 | 177.8081 | 184.8725 | -7.0644 |
Avg Daily Profit (%) | 0.1678 | 0.1285 | 0.0393 | 0.0981 | 0.1006 | -0.007 |
Buy And Hold Return (%) | 37.354 | 37.354 | 37.354 | 37.354 | 37.354 | 37.354 |
Max Trade Drawdown | -58977 | -26182 | -61316 | -144177 | -80131 | -160018 |
Profit Factor | 1.5177 | 2.0197 | 1.1985 | 1.251 | 1.7119 | 0.9843 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 69.1275 | 71.6216 | 66.6667 | 69.1275 | 71.6216 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6778 | 0.8003 | 0.5993 | 0.5587 | 0.6783 | 0.4921 |
Largest Winning Trade | 26915 | 24620 | 26915 | 55257 | 55257 | 47596 |
Largest Losing Trade | -58977 | -22683 | -58977 | -135688 | -56890 | -135688 |
Avg Bars in Trades | 165 | 161 | 169 | 165 | 161 | 169 |
Avg Bars in Winners | 109 | 112 | 107 | 109 | 112 | 107 |
Avg Bars in Losers | 289 | 284 | 293 | 289 | 284 | 293 |
Bars Traded | 24615 | 11927 | 12689 | 24615 | 11927 | 12689 |
Profit Streak | 12.477 | 95.1853 | 12.477 | 12.477 | 95.1853 | 12.477 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339624 | -82937 | -333589 | -61428 | -119588 | -634681 |
{ "trading_pair": "LTC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669111200000, "first_datapoint_time": 1669813200000, "last_datapoint_time": 1759111200000, "evaluation_time": 1759112809771, "expiration_time": 1765591200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 119, "offset": 68 } } }
{ "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": [ [ 174842.7699344988, 133857.5224982034, 40985.2474362952, 177808.1254052307, 184872.5108281613, -7064.3854229304 ], [ 174.84277, 133.857522, 40.985247, 177.808125, 184.872511, -7.064385 ], [ 0.167849, 0.128503, 0.039346, 0.098137, 0.10055, -0.007033 ], [ 37.354036, 37.354036, 37.354036, 37.354036, 37.354036, 37.354036 ], [ -58977, -26182, -61316, -144177, -80131, -160018 ], [ 1.51773, 2.019704, 1.198534, 1.25102, 1.711908, 0.984254 ], [ 149, 74, 75, 149, 74, 75 ], [ 103, 53, 50, 103, 53, 50 ], [ 46, 21, 25, 46, 21, 25 ], [ 69.127517, 71.621622, 66.666667, 69.127517, 71.621622, 66.666667 ], [ 0.677821, 0.80026, 0.599267, 0.558708, 0.678303, 0.492127 ], [ 26915, 24620, 26915, 55257, 55257, 47596 ], [ -58977, -22683, -58977, -135688, -56890, -135688 ], [ 165, 161, 169, 165, 161, 169 ], [ 109, 112, 107, 109, 112, 107 ], [ 289, 284, 293, 289, 284, 293 ], [ 24615, 11927, 12689, 24615, 11927, 12689 ], [ 12.476965, 95.185298, 12.476965, 12.476965, 95.185298, 12.476965 ], [ 2, 5, 1, 2, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339624, -82937, -333589, -61428, -119588, -634681 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669111200000, "first_datapoint_time": 1669813200000, "last_datapoint_time": 1759111200000, "evaluation_time": 1759112809771, "expiration_time": 1765591200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 119, "offset": 68 } } }
# | 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) |
---|