Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106847.7827 | 61619.6055 | 45228.1772 | 140911.2678 | 91700.4439 | 49210.8239 |
Total P&L (%) | 106.8478 | 61.6196 | 45.2282 | 140.9113 | 91.7004 | 49.2108 |
Avg Daily Profit (%) | 0.4103 | 0.2366 | 0.1737 | 0.3382 | 0.2502 | 0.1538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37980 | -23385 | -22850 | -37070 | -22677 | -37653 |
Profit Factor | 1.458 | 1.5178 | 1.3957 | 1.4146 | 1.5597 | 1.2796 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 125 | 66 | 59 | 125 | 66 | 59 |
Losing Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Profitability (%) | 67.5676 | 71.7391 | 63.4409 | 67.5676 | 71.7391 | 63.4409 |
Ratio Avg Win / Avg Loss | 0.6999 | 0.5979 | 0.8043 | 0.679 | 0.6144 | 0.7374 |
Largest Winning Trade | 16538 | 16538 | 7163 | 18278 | 18278 | 9847 |
Largest Losing Trade | -21749 | -21749 | -11868 | -27384 | -19919 | -27384 |
Avg Bars in Trades | 133 | 126 | 139 | 133 | 126 | 139 |
Avg Bars in Winners | 87 | 88 | 85 | 87 | 88 | 85 |
Avg Bars in Losers | 230 | 225 | 233 | 230 | 225 | 233 |
Bars Traded | 24697 | 11683 | 13015 | 24697 | 11683 | 13015 |
Profit Streak | 2.5131 | 9.1693 | 2.5131 | 2.5131 | 9.1693 | 2.5131 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356851 | 363816 | 138126 | 325121 | 397318 | 119197 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737217800000, "first_datapoint_time": 1737401400000, "last_datapoint_time": 1759716900000, "evaluation_time": 1759718027675, "expiration_time": 1766196900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 205, "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": [ [ 106847.7827275094, 61619.6055397986, 45228.1771877109, 140911.2678270568, 91700.4439367803, 49210.8238902765 ], [ 106.847783, 61.619606, 45.228177, 140.911268, 91.700444, 49.210824 ], [ 0.41029, 0.236616, 0.173674, 0.338202, 0.250203, 0.153789 ], [ 10, 10, 10, 10, 10, 10 ], [ -37980, -23385, -22850, -37070, -22677, -37653 ], [ 1.45802, 1.51784, 1.395738, 1.414613, 1.559695, 1.279572 ], [ 185, 92, 93, 185, 92, 93 ], [ 125, 66, 59, 125, 66, 59 ], [ 60, 26, 34, 60, 26, 34 ], [ 67.567568, 71.73913, 63.44086, 67.567568, 71.73913, 63.44086 ], [ 0.69985, 0.597937, 0.804324, 0.679014, 0.614425, 0.73738 ], [ 16538, 16538, 7163, 18278, 18278, 9847 ], [ -21749, -21749, -11868, -27384, -19919, -27384 ], [ 133, 126, 139, 133, 126, 139 ], [ 87, 88, 85, 87, 88, 85 ], [ 230, 225, 233, 230, 225, 233 ], [ 24697, 11683, 13015, 24697, 11683, 13015 ], [ 2.513052, 9.169302, 2.513052, 2.513052, 9.169302, 2.513052 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356851, 363816, 138126, 325121, 397318, 119197 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737217800000, "first_datapoint_time": 1737401400000, "last_datapoint_time": 1759716900000, "evaluation_time": 1759718027675, "expiration_time": 1766196900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 205, "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) |
---|