Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102130.9146 | 61433.3177 | 40697.5968 | 143078.6296 | 88935.5078 | 54143.1218 |
Total P&L (%) | 102.1309 | 61.4333 | 40.6976 | 143.0786 | 88.9355 | 54.1431 |
Avg Daily Profit (%) | 0.3922 | 0.2359 | 0.1563 | 0.3417 | 0.2446 | 0.1663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30471 | -19300 | -22456 | -30206 | -23007 | -31700 |
Profit Factor | 1.5715 | 1.8464 | 1.3835 | 1.6065 | 1.9378 | 1.3838 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 72.4138 | 72.2772 | 72.549 | 72.4138 | 72.2772 | 72.549 |
Ratio Avg Win / Avg Loss | 0.5987 | 0.7082 | 0.5235 | 0.612 | 0.7433 | 0.5236 |
Largest Winning Trade | 10781 | 10781 | 8211 | 13242 | 13242 | 9333 |
Largest Losing Trade | -22371 | -10379 | -22371 | -23290 | -12194 | -23290 |
Avg Bars in Trades | 120 | 114 | 126 | 120 | 114 | 126 |
Avg Bars in Winners | 71 | 60 | 82 | 71 | 60 | 82 |
Avg Bars in Losers | 249 | 254 | 244 | 249 | 254 | 244 |
Bars Traded | 24446 | 11527 | 12919 | 24446 | 11527 | 12919 |
Profit Streak | 9.5793 | 9.5793 | 12.4335 | 9.5793 | 9.5793 | 12.4335 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490391 | 400087 | 255823 | 481564 | 429676 | 298685 |
{ "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": 1758894853167, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 242, "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": [ [ 102130.9145535909, 61433.3177168814, 40697.5968367095, 143078.6295926451, 88935.5078144878, 54143.1217781572 ], [ 102.130915, 61.433318, 40.697597, 143.07863, 88.935508, 54.143122 ], [ 0.392178, 0.235901, 0.156277, 0.341652, 0.24461, 0.166297 ], [ 10, 10, 10, 10, 10, 10 ], [ -30471, -19300, -22456, -30206, -23007, -31700 ], [ 1.571516, 1.846423, 1.383499, 1.606517, 1.937805, 1.383807 ], [ 203, 101, 102, 203, 101, 102 ], [ 147, 73, 74, 147, 73, 74 ], [ 56, 28, 28, 56, 28, 28 ], [ 72.413793, 72.277228, 72.54902, 72.413793, 72.277228, 72.54902 ], [ 0.598673, 0.708217, 0.523486, 0.612006, 0.743268, 0.523603 ], [ 10781, 10781, 8211, 13242, 13242, 9333 ], [ -22371, -10379, -22371, -23290, -12194, -23290 ], [ 120, 114, 126, 120, 114, 126 ], [ 71, 60, 82, 71, 60, 82 ], [ 249, 254, 244, 249, 254, 244 ], [ 24446, 11527, 12919, 24446, 11527, 12919 ], [ 9.579319, 9.579319, 12.433486, 9.579319, 9.579319, 12.433486 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 490391, 400087, 255823, 481564, 429676, 298685 ] ] }
{ "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": 1758894853167, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 242, "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) |
---|