Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52236.8267 | 38730.6732 | 13506.1535 | 43436.613 | 36426.0371 | 7010.5759 |
Total P&L (%) | 52.2368 | 38.7307 | 13.5062 | 43.4366 | 36.426 | 7.0106 |
Avg Daily Profit (%) | 0.2006 | 0.1487 | 0.0519 | 0.1386 | 0.1193 | 0.026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26187 | -25612 | -30272 | -35685 | -32820 | -41011 |
Profit Factor | 1.3327 | 1.5855 | 1.1486 | 1.2325 | 1.4582 | 1.0653 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 76.8421 | 74.4681 | 79.1667 | 76.8421 | 74.4681 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.4016 | 0.5436 | 0.3023 | 0.3714 | 0.5 | 0.2803 |
Largest Winning Trade | 10981 | 10981 | 7444 | 13167 | 13167 | 8712 |
Largest Losing Trade | -21528 | -21528 | -20680 | -27071 | -27071 | -21970 |
Avg Bars in Trades | 250 | 252 | 248 | 250 | 252 | 248 |
Avg Bars in Winners | 146 | 139 | 152 | 146 | 139 | 152 |
Avg Bars in Losers | 594 | 581 | 610 | 594 | 581 | 610 |
Bars Traded | 23790 | 11872 | 11918 | 23790 | 11872 | 11918 |
Profit Streak | 12.6541 | 24.5708 | 12.6541 | 12.6541 | 24.5708 | 12.6541 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315220 | 240523 | -235968 | -8205 | -33473 | -471156 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736383500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758956215022, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 165, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 174, "offset": 243, "scalar": 4 } } }
{ "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": [ [ 52236.8266773969, 38730.6731719339, 13506.153505463, 43436.612990642, 36426.037128699, 7010.575861943 ], [ 52.236827, 38.730673, 13.506154, 43.436613, 36.426037, 7.010576 ], [ 0.200587, 0.148724, 0.051863, 0.138612, 0.119345, 0.026022 ], [ 10, 10, 10, 10, 10, 10 ], [ -26187, -25612, -30272, -35685, -32820, -41011 ], [ 1.332661, 1.585455, 1.148628, 1.232476, 1.458213, 1.065307 ], [ 95, 47, 48, 95, 47, 48 ], [ 73, 35, 38, 73, 35, 38 ], [ 22, 12, 10, 22, 12, 10 ], [ 76.842105, 74.468085, 79.166667, 76.842105, 74.468085, 79.166667 ], [ 0.401624, 0.543584, 0.30227, 0.371431, 0.499959, 0.280344 ], [ 10981, 10981, 7444, 13167, 13167, 8712 ], [ -21528, -21528, -20680, -27071, -27071, -21970 ], [ 250, 252, 248, 250, 252, 248 ], [ 146, 139, 152, 146, 139, 152 ], [ 594, 581, 610, 594, 581, 610 ], [ 23790, 11872, 11918, 23790, 11872, 11918 ], [ 12.654109, 24.570776, 12.654109, 12.654109, 24.570776, 12.654109 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315220, 240523, -235968, -8205, -33473, -471156 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736383500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758956215022, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 165, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 174, "offset": 243, "scalar": 4 } } }
# | 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) |
---|