Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98237.93 | 60182.1726 | 38055.7574 | 129812.9005 | 76639.2256 | 53173.6749 |
Total P&L (%) | 98.2379 | 60.1822 | 38.0558 | 129.8129 | 76.6392 | 53.1737 |
Avg Daily Profit (%) | 0.3772 | 0.2311 | 0.1461 | 0.32 | 0.2187 | 0.1639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60166 | -21151 | -39014 | -50371 | -21040 | -34312 |
Profit Factor | 1.5397 | 1.7108 | 1.3908 | 1.6371 | 1.8088 | 1.4878 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 73.2484 | 73.0769 | 73.4177 | 73.2484 | 73.0769 | 73.4177 |
Ratio Avg Win / Avg Loss | 0.5623 | 0.6303 | 0.5036 | 0.5979 | 0.6664 | 0.5387 |
Largest Winning Trade | 10221 | 10221 | 8892 | 13594 | 13594 | 8795 |
Largest Losing Trade | -22311 | -13914 | -22311 | -23154 | -15605 | -23154 |
Avg Bars in Trades | 155 | 153 | 158 | 155 | 153 | 158 |
Avg Bars in Winners | 92 | 94 | 90 | 92 | 94 | 90 |
Avg Bars in Losers | 329 | 311 | 346 | 329 | 311 | 346 |
Bars Traded | 24448 | 11938 | 12510 | 24448 | 11938 | 12510 |
Profit Streak | 9.3091 | 9.3091 | 12.0695 | 9.3091 | 9.3091 | 12.0695 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474217 | -23340 | -24856 | 472470 | -22602 | -17714 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736444700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758882303157, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 242, "offset": 0, "a": 0.64198 } } }
{ "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": [ [ 98237.9299683891, 60182.1725669034, 38055.7574014858, 129812.9005152426, 76639.2256312188, 53173.6748840238 ], [ 98.23793, 60.182173, 38.055757, 129.812901, 76.639226, 53.173675 ], [ 0.377229, 0.231097, 0.146132, 0.320032, 0.218709, 0.16387 ], [ 10, 10, 10, 10, 10, 10 ], [ -60166, -21151, -39014, -50371, -21040, -34312 ], [ 1.539655, 1.710827, 1.390823, 1.637082, 1.808756, 1.487833 ], [ 157, 78, 79, 157, 78, 79 ], [ 115, 57, 58, 115, 57, 58 ], [ 42, 21, 21, 42, 21, 21 ], [ 73.248408, 73.076923, 73.417722, 73.248408, 73.076923, 73.417722 ], [ 0.562309, 0.630305, 0.503574, 0.597891, 0.666384, 0.538698 ], [ 10221, 10221, 8892, 13594, 13594, 8795 ], [ -22311, -13914, -22311, -23154, -15605, -23154 ], [ 155, 153, 158, 155, 153, 158 ], [ 92, 94, 90, 92, 94, 90 ], [ 329, 311, 346, 329, 311, 346 ], [ 24448, 11938, 12510, 24448, 11938, 12510 ], [ 9.309064, 9.309064, 12.069481, 9.309064, 9.309064, 12.069481 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 474217, -23340, -24856, 472470, -22602, -17714 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736444700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758882303157, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 242, "offset": 0, "a": 0.64198 } } }
# | 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) |
---|