Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131057.8903 | 73425.8343 | 57632.0561 | 221056.9219 | 136805.7801 | 84251.1418 |
Total P&L (%) | 131.0579 | 73.4258 | 57.6321 | 221.0569 | 136.8058 | 84.2511 |
Avg Daily Profit (%) | 0.5033 | 0.282 | 0.2213 | 0.4489 | 0.3316 | 0.2349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20006 | -19470 | -15897 | -55288 | -26352 | -40649 |
Profit Factor | 1.6781 | 1.7608 | 1.5956 | 1.6297 | 1.8322 | 1.4514 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 71.4286 | 73.4043 | 69.4737 | 71.4286 | 73.4043 | 69.4737 |
Ratio Avg Win / Avg Loss | 0.6712 | 0.638 | 0.7011 | 0.6519 | 0.6638 | 0.6377 |
Largest Winning Trade | 12656 | 12656 | 7370 | 22989 | 22989 | 17039 |
Largest Losing Trade | -13190 | -13190 | -12584 | -40415 | -25401 | -40415 |
Avg Bars in Trades | 129 | 127 | 132 | 129 | 127 | 132 |
Avg Bars in Winners | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Losers | 263 | 268 | 259 | 263 | 268 | 259 |
Bars Traded | 24551 | 11992 | 12558 | 24551 | 11992 | 12558 |
Profit Streak | 1.9798 | 10.959 | 1.9798 | 1.9798 | 10.959 | 1.9798 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408464 | 432839 | 223775 | 388385 | 453066 | 225937 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737380700000, "first_datapoint_time": 1737536400000, "last_datapoint_time": 1759879800000, "evaluation_time": 1759880758841, "expiration_time": 1766359800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 174, "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": [ [ 131057.8903410907, 73425.8342587177, 57632.056082373, 221056.9218707222, 136805.7801108221, 84251.1417599002 ], [ 131.05789, 73.425834, 57.632056, 221.056922, 136.80578, 84.251142 ], [ 0.503256, 0.281952, 0.221304, 0.448915, 0.331579, 0.234946 ], [ 10, 10, 10, 10, 10, 10 ], [ -20006, -19470, -15897, -55288, -26352, -40649 ], [ 1.678102, 1.760831, 1.595592, 1.629747, 1.832206, 1.45142 ], [ 189, 94, 95, 189, 94, 95 ], [ 135, 69, 66, 135, 69, 66 ], [ 54, 25, 29, 54, 25, 29 ], [ 71.428571, 73.404255, 69.473684, 71.428571, 73.404255, 69.473684 ], [ 0.671241, 0.637982, 0.701093, 0.651899, 0.663843, 0.637745 ], [ 12656, 12656, 7370, 22989, 22989, 17039 ], [ -13190, -13190, -12584, -40415, -25401, -40415 ], [ 129, 127, 132, 129, 127, 132 ], [ 76, 76, 76, 76, 76, 76 ], [ 263, 268, 259, 263, 268, 259 ], [ 24551, 11992, 12558, 24551, 11992, 12558 ], [ 1.979848, 10.959014, 1.979848, 1.979848, 10.959014, 1.979848 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 408464, 432839, 223775, 388385, 453066, 225937 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737380700000, "first_datapoint_time": 1737536400000, "last_datapoint_time": 1759879800000, "evaluation_time": 1759880758841, "expiration_time": 1766359800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 174, "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) |
---|