Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121988.4549 | 68929.7802 | 53058.6747 | 184683.9727 | 111079.8829 | 73604.0898 |
Total P&L (%) | 121.9885 | 68.9298 | 53.0587 | 184.684 | 111.0799 | 73.6041 |
Avg Daily Profit (%) | 0.4684 | 0.2647 | 0.2037 | 0.4025 | 0.2873 | 0.212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32503 | -25548 | -20943 | -38697 | -34086 | -37996 |
Profit Factor | 1.5209 | 1.5656 | 1.4724 | 1.5089 | 1.6147 | 1.404 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 168 | 86 | 82 | 168 | 86 | 82 |
Losing Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Profitability (%) | 67.7419 | 69.3548 | 66.129 | 67.7419 | 69.3548 | 66.129 |
Ratio Avg Win / Avg Loss | 0.7243 | 0.6918 | 0.7542 | 0.7185 | 0.7135 | 0.7191 |
Largest Winning Trade | 8802 | 8802 | 8747 | 19478 | 19478 | 13806 |
Largest Losing Trade | -20876 | -20876 | -11939 | -37796 | -18551 | -37796 |
Avg Bars in Trades | 99 | 97 | 102 | 99 | 97 | 102 |
Avg Bars in Winners | 74 | 72 | 76 | 74 | 72 | 76 |
Avg Bars in Losers | 153 | 154 | 152 | 153 | 154 | 152 |
Bars Traded | 24777 | 12092 | 12685 | 24777 | 12092 | 12685 |
Profit Streak | 0.8225 | 0.8225 | 1.1038 | 0.8225 | 0.8225 | 1.1038 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341635 | 212260 | 156366 | 318726 | 230361 | 184536 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737281700000, "first_datapoint_time": 1737466200000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759781665054, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 206, "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": [ [ 121988.4548870694, 68929.7801612582, 53058.6747258113, 184683.9726554569, 111079.8828562995, 73604.0897991574 ], [ 121.988455, 68.92978, 53.058675, 184.683973, 111.079883, 73.60409 ], [ 0.46843, 0.264687, 0.203743, 0.402547, 0.287282, 0.212039 ], [ 10, 10, 10, 10, 10, 10 ], [ -32503, -25548, -20943, -38697, -34086, -37996 ], [ 1.52093, 1.565641, 1.472419, 1.508941, 1.614684, 1.404045 ], [ 248, 124, 124, 248, 124, 124 ], [ 168, 86, 82, 168, 86, 82 ], [ 80, 38, 42, 80, 38, 42 ], [ 67.741935, 69.354839, 66.129032, 67.741935, 69.354839, 66.129032 ], [ 0.724253, 0.691795, 0.754166, 0.718543, 0.713465, 0.719145 ], [ 8802, 8802, 8747, 19478, 19478, 13806 ], [ -20876, -20876, -11939, -37796, -18551, -37796 ], [ 99, 97, 102, 99, 97, 102 ], [ 74, 72, 76, 74, 72, 76 ], [ 153, 154, 152, 153, 154, 152 ], [ 24777, 12092, 12685, 24777, 12092, 12685 ], [ 0.822512, 0.822512, 1.103762, 0.822512, 0.822512, 1.103762 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341635, 212260, 156366, 318726, 230361, 184536 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737281700000, "first_datapoint_time": 1737466200000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759781665054, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 206, "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) |
---|