Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98411.6092 | 58324.1929 | 40087.4163 | 128835.9222 | 80014.5706 | 48821.3516 |
Total P&L (%) | 98.4116 | 58.3242 | 40.0874 | 128.8359 | 80.0146 | 48.8214 |
Avg Daily Profit (%) | 0.3779 | 0.224 | 0.1539 | 0.3184 | 0.226 | 0.1528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23935 | -26090 | -20262 | -43778 | -34502 | -34327 |
Profit Factor | 1.4263 | 1.4976 | 1.3528 | 1.3629 | 1.4474 | 1.2771 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 167 | 86 | 81 | 167 | 86 | 81 |
Losing Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Profitability (%) | 74.2222 | 76.7857 | 71.6814 | 74.2222 | 76.7857 | 71.6814 |
Ratio Avg Win / Avg Loss | 0.4954 | 0.4528 | 0.5344 | 0.4733 | 0.4376 | 0.5045 |
Largest Winning Trade | 10194 | 10194 | 7174 | 15736 | 15736 | 10371 |
Largest Losing Trade | -15049 | -15049 | -14874 | -25635 | -17532 | -25635 |
Avg Bars in Trades | 109 | 100 | 117 | 109 | 100 | 117 |
Avg Bars in Winners | 70 | 64 | 76 | 70 | 64 | 76 |
Avg Bars in Losers | 219 | 217 | 221 | 219 | 217 | 221 |
Bars Traded | 24545 | 11239 | 13306 | 24545 | 11239 | 13306 |
Profit Streak | 4.9486 | 11.5423 | 4.9486 | 4.9486 | 11.5423 | 4.9486 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465434 | 374941 | 245534 | 433167 | 392546 | 256472 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737428400000, "first_datapoint_time": 1737623700000, "last_datapoint_time": 1759927500000, "evaluation_time": 1759928457427, "expiration_time": 1766407500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 218, "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": [ [ 98411.6092407392, 58324.1929289078, 40087.4163118314, 128835.9221767981, 80014.5705765986, 48821.3516001996 ], [ 98.411609, 58.324193, 40.087416, 128.835922, 80.014571, 48.821352 ], [ 0.377896, 0.223962, 0.153934, 0.31839, 0.225993, 0.152784 ], [ 10, 10, 10, 10, 10, 10 ], [ -23935, -26090, -20262, -43778, -34502, -34327 ], [ 1.426298, 1.497567, 1.352781, 1.362858, 1.447383, 1.277066 ], [ 225, 112, 113, 225, 112, 113 ], [ 167, 86, 81, 167, 86, 81 ], [ 58, 26, 32, 58, 26, 32 ], [ 74.222222, 76.785714, 71.681416, 74.222222, 76.785714, 71.681416 ], [ 0.495361, 0.452753, 0.534432, 0.473328, 0.437581, 0.50452 ], [ 10194, 10194, 7174, 15736, 15736, 10371 ], [ -15049, -15049, -14874, -25635, -17532, -25635 ], [ 109, 100, 117, 109, 100, 117 ], [ 70, 64, 76, 70, 64, 76 ], [ 219, 217, 221, 219, 217, 221 ], [ 24545, 11239, 13306, 24545, 11239, 13306 ], [ 4.948581, 11.542331, 4.948581, 4.948581, 11.542331, 4.948581 ], [ 8, 6, 4, 8, 6, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 465434, 374941, 245534, 433167, 392546, 256472 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737428400000, "first_datapoint_time": 1737623700000, "last_datapoint_time": 1759927500000, "evaluation_time": 1759928457427, "expiration_time": 1766407500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 218, "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) |
---|