Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599540.419 | 471601.9467 | 127938.4723 | 3993822.1454 | 2329547.6534 | 1664274.4919 |
Total P&L (%) | 599.5404 | 471.6019 | 127.9385 | 3993.8221 | 2329.5477 | 1664.2745 |
Avg Daily Profit (%) | 0.2394 | 0.1883 | 0.0511 | 0.1483 | 0.1275 | 0.1147 |
Buy And Hold Return (%) | 387.4896 | 387.4896 | 387.4896 | 387.4896 | 387.4896 | 387.4896 |
Max Trade Drawdown | -140497 | -101849 | -127669 | -819767 | -688373 | -690109 |
Profit Factor | 1.5046 | 1.6953 | 1.2509 | 1.9069 | 1.9102 | 1.9023 |
Total Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Winning Trades | 236 | 108 | 128 | 236 | 108 | 128 |
Losing Trades | 183 | 101 | 82 | 183 | 101 | 82 |
Profitability (%) | 56.3246 | 51.6746 | 60.9524 | 56.3246 | 51.6746 | 60.9524 |
Ratio Avg Win / Avg Loss | 1.1667 | 1.5854 | 0.8014 | 1.4786 | 1.7864 | 1.2187 |
Largest Winning Trade | 52256 | 52256 | 19659 | 455507 | 455507 | 355931 |
Largest Losing Trade | -35274 | -35274 | -30774 | -690109 | -390267 | -690109 |
Avg Bars in Trades | 11 | 15 | 8 | 11 | 15 | 8 |
Avg Bars in Winners | 10 | 14 | 7 | 10 | 14 | 7 |
Avg Bars in Losers | 13 | 16 | 9 | 13 | 16 | 9 |
Bars Traded | 4937 | 3169 | 1768 | 4937 | 3169 | 1768 |
Profit Streak | 12.2045 | 0 | 69.2045 | 12.2045 | 0 | 69.2045 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 133526 | -86478 | -288530 | 424645 | -18437 | -35126 |
{ "trading_pair": "LTC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5009, "evaluation_days": 2504.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1544443200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759380871773, "expiration_time": 1765854864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 34, "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": [ [ 599540.4189926108, 471601.9466812311, 127938.4723113793, 3993822.1453664205, 2329547.653434167, 1664274.4919322524 ], [ 599.540419, 471.601947, 127.938472, 3993.822145, 2329.547653, 1664.274492 ], [ 0.239385, 0.188302, 0.051083, 0.148326, 0.127463, 0.114672 ], [ 387.489644, 387.489644, 387.489644, 387.489644, 387.489644, 387.489644 ], [ -140497, -101849, -127669, -819767, -688373, -690109 ], [ 1.504579, 1.695309, 1.25089, 1.906866, 1.910162, 1.902291 ], [ 419, 209, 210, 419, 209, 210 ], [ 236, 108, 128, 236, 108, 128 ], [ 183, 101, 82, 183, 101, 82 ], [ 56.324582, 51.674641, 60.952381, 56.324582, 51.674641, 60.952381 ], [ 1.166686, 1.585428, 0.801352, 1.478629, 1.786355, 1.218655 ], [ 52256, 52256, 19659, 455507, 455507, 355931 ], [ -35274, -35274, -30774, -690109, -390267, -690109 ], [ 11, 15, 8, 11, 15, 8 ], [ 10, 14, 7, 10, 14, 7 ], [ 13, 16, 9, 13, 16, 9 ], [ 4937, 3169, 1768, 4937, 3169, 1768 ], [ 12.204534, 0, 69.204534, 12.204534, 0, 69.204534 ], [ 1, 0, 7, 1, 0, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 133526, -86478, -288530, 424645, -18437, -35126 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5009, "evaluation_days": 2504.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1544443200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759380871773, "expiration_time": 1765854864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 34, "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) |
---|