Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137342.6469 | 75178.4427 | 62164.2043 | 235219.9046 | 134530.5329 | 100689.3717 |
Total P&L (%) | 137.3426 | 75.1784 | 62.1642 | 235.2199 | 134.5305 | 100.6894 |
Avg Daily Profit (%) | 0.5274 | 0.2887 | 0.2387 | 0.4656 | 0.3279 | 0.2678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25362 | -19661 | -19123 | -42420 | -25421 | -34734 |
Profit Factor | 1.6352 | 1.6323 | 1.6389 | 1.6645 | 1.7237 | 1.5989 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 158 | 81 | 77 | 158 | 81 | 77 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 68.9956 | 70.4348 | 67.5439 | 68.9956 | 70.4348 | 67.5439 |
Ratio Avg Win / Avg Loss | 0.7348 | 0.6851 | 0.7875 | 0.748 | 0.7235 | 0.7683 |
Largest Winning Trade | 11080 | 11080 | 9074 | 19665 | 19665 | 10920 |
Largest Losing Trade | -19661 | -19661 | -10812 | -29857 | -18726 | -29857 |
Avg Bars in Trades | 106 | 103 | 110 | 106 | 103 | 110 |
Avg Bars in Winners | 82 | 81 | 85 | 82 | 81 | 85 |
Avg Bars in Losers | 160 | 158 | 162 | 160 | 158 | 162 |
Bars Traded | 24490 | 11941 | 12549 | 24490 | 11941 | 12549 |
Profit Streak | 6.5129 | 11.8254 | 6.5129 | 6.5129 | 11.8254 | 6.5129 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529994 | 418204 | 358551 | 513002 | 436612 | 383386 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737565200000, "first_datapoint_time": 1737783000000, "last_datapoint_time": 1760064300000, "evaluation_time": 1760065415899, "expiration_time": 1766544300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 243, "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": [ [ 137342.6469039385, 75178.4426522797, 62164.2042516588, 235219.9045995034, 134530.5329264923, 100689.3716730109 ], [ 137.342647, 75.178443, 62.164204, 235.219905, 134.530533, 100.689372 ], [ 0.527389, 0.288682, 0.238707, 0.465567, 0.32786, 0.267844 ], [ 10, 10, 10, 10, 10, 10 ], [ -25362, -19661, -19123, -42420, -25421, -34734 ], [ 1.635242, 1.632265, 1.638881, 1.664456, 1.723719, 1.598928 ], [ 229, 115, 114, 229, 115, 114 ], [ 158, 81, 77, 158, 81, 77 ], [ 71, 34, 37, 71, 34, 37 ], [ 68.995633, 70.434783, 67.54386, 68.995633, 70.434783, 67.54386 ], [ 0.734824, 0.685148, 0.787514, 0.747952, 0.723536, 0.768316 ], [ 11080, 11080, 9074, 19665, 19665, 10920 ], [ -19661, -19661, -10812, -29857, -18726, -29857 ], [ 106, 103, 110, 106, 103, 110 ], [ 82, 81, 85, 82, 81, 85 ], [ 160, 158, 162, 160, 158, 162 ], [ 24490, 11941, 12549, 24490, 11941, 12549 ], [ 6.512915, 11.825415, 6.512915, 6.512915, 11.825415, 6.512915 ], [ 7, 6, 3, 7, 6, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 529994, 418204, 358551, 513002, 436612, 383386 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737565200000, "first_datapoint_time": 1737783000000, "last_datapoint_time": 1760064300000, "evaluation_time": 1760065415899, "expiration_time": 1766544300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 243, "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) |
---|