Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116213.4094 | 57517.805 | 58695.6045 | 180915.2235 | 95355.1885 | 85560.035 |
Total P&L (%) | 116.2134 | 57.5178 | 58.6956 | 180.9152 | 95.3552 | 85.56 |
Avg Daily Profit (%) | 0.4463 | 0.2209 | 0.2254 | 0.3974 | 0.2575 | 0.2377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30132 | -19601 | -20145 | -29229 | -24420 | -40214 |
Profit Factor | 1.6272 | 1.6127 | 1.642 | 1.588 | 1.6381 | 1.5407 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 136 | 71 | 65 | 136 | 71 | 65 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 71.5789 | 74.7368 | 68.4211 | 71.5789 | 74.7368 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.6461 | 0.5451 | 0.7579 | 0.6305 | 0.5537 | 0.7111 |
Largest Winning Trade | 11762 | 11762 | 8412 | 23145 | 23145 | 11301 |
Largest Losing Trade | -15107 | -15107 | -12839 | -23204 | -20201 | -23204 |
Avg Bars in Trades | 127 | 125 | 128 | 127 | 125 | 128 |
Avg Bars in Winners | 76 | 80 | 72 | 76 | 80 | 72 |
Avg Bars in Losers | 255 | 259 | 251 | 255 | 259 | 251 |
Bars Traded | 24216 | 11966 | 12250 | 24216 | 11966 | 12250 |
Profit Streak | 3.3622 | 6.9247 | 0 | 3.3622 | 6.9247 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418261 | 366701 | 301881 | 398708 | 409686 | 316834 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737031500000, "first_datapoint_time": 1737210600000, "last_datapoint_time": 1759530600000, "evaluation_time": 1759531298207, "expiration_time": 1766010600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 116213.4094293277, 57517.8049574482, 58695.6044718795, 180915.2235398524, 95355.1885091336, 85560.0350307188 ], [ 116.213409, 57.517805, 58.695604, 180.915224, 95.355189, 85.560035 ], [ 0.446254, 0.220866, 0.225388, 0.397409, 0.257473, 0.237671 ], [ 10, 10, 10, 10, 10, 10 ], [ -30132, -19601, -20145, -29229, -24420, -40214 ], [ 1.627153, 1.612676, 1.642019, 1.588011, 1.638068, 1.540734 ], [ 190, 95, 95, 190, 95, 95 ], [ 136, 71, 65, 136, 71, 65 ], [ 54, 24, 30, 54, 24, 30 ], [ 71.578947, 74.736842, 68.421053, 71.578947, 74.736842, 68.421053 ], [ 0.646075, 0.54513, 0.757855, 0.630534, 0.553713, 0.711108 ], [ 11762, 11762, 8412, 23145, 23145, 11301 ], [ -15107, -15107, -12839, -23204, -20201, -23204 ], [ 127, 125, 128, 127, 125, 128 ], [ 76, 80, 72, 76, 80, 72 ], [ 255, 259, 251, 255, 259, 251 ], [ 24216, 11966, 12250, 24216, 11966, 12250 ], [ 3.362248, 6.924748, 0, 3.362248, 6.924748, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 418261, 366701, 301881, 398708, 409686, 316834 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737031500000, "first_datapoint_time": 1737210600000, "last_datapoint_time": 1759530600000, "evaluation_time": 1759531298207, "expiration_time": 1766010600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 5 } } }
# | 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) |
---|