Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118181.1927 | 56168.6561 | 62012.5365 | 190183.0712 | 94908.8352 | 95274.236 |
Total P&L (%) | 118.1812 | 56.1687 | 62.0125 | 190.1831 | 94.9088 | 95.2742 |
Avg Daily Profit (%) | 0.4538 | 0.2157 | 0.2381 | 0.4099 | 0.2566 | 0.2573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28508 | -19616 | -14678 | -25449 | -26720 | -34539 |
Profit Factor | 1.6947 | 1.5995 | 1.8115 | 1.6543 | 1.5962 | 1.7247 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 69.1429 | 68.1818 | 70.1149 | 69.1429 | 68.1818 | 70.1149 |
Ratio Avg Win / Avg Loss | 0.7563 | 0.7464 | 0.7721 | 0.7383 | 0.7449 | 0.7351 |
Largest Winning Trade | 12112 | 12112 | 8003 | 20291 | 20291 | 9299 |
Largest Losing Trade | -14159 | -14159 | -11873 | -24081 | -24081 | -18984 |
Avg Bars in Trades | 138 | 143 | 134 | 138 | 143 | 134 |
Avg Bars in Winners | 72 | 75 | 68 | 72 | 75 | 68 |
Avg Bars in Losers | 288 | 287 | 288 | 288 | 287 | 288 |
Bars Traded | 24286 | 12601 | 11685 | 24286 | 12601 | 11685 |
Profit Streak | 2.7548 | 2.7548 | 16.0152 | 2.7548 | 2.7548 | 16.0152 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407491 | 238411 | 388084 | 391178 | 283454 | 407129 |
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{ "first_band": { "type": "dema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 65, "offset": 0, "a": 0.08566 } } }
{ "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": [ [ 118181.1926629373, 56168.6561179237, 62012.5365450136, 190183.0712267869, 94908.8352098989, 95274.2360168879 ], [ 118.181193, 56.168656, 62.012537, 190.183071, 94.908835, 95.274236 ], [ 0.45381, 0.215685, 0.238125, 0.409924, 0.256592, 0.257313 ], [ 10, 10, 10, 10, 10, 10 ], [ -28508, -19616, -14678, -25449, -26720, -34539 ], [ 1.694735, 1.599512, 1.811479, 1.654292, 1.596153, 1.724694 ], [ 175, 88, 87, 175, 88, 87 ], [ 121, 60, 61, 121, 60, 61 ], [ 54, 28, 26, 54, 28, 26 ], [ 69.142857, 68.181818, 70.114943, 69.142857, 68.181818, 70.114943 ], [ 0.756328, 0.746439, 0.772106, 0.738279, 0.744872, 0.735116 ], [ 12112, 12112, 8003, 20291, 20291, 9299 ], [ -14159, -14159, -11873, -24081, -24081, -18984 ], [ 138, 143, 134, 138, 143, 134 ], [ 72, 75, 68, 72, 75, 68 ], [ 288, 287, 288, 288, 287, 288 ], [ 24286, 12601, 11685, 24286, 12601, 11685 ], [ 2.754783, 2.754783, 16.015199, 2.754783, 2.754783, 16.015199 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407491, 238411, 388084, 391178, 283454, 407129 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736726400000, "first_datapoint_time": 1736883000000, "last_datapoint_time": 1759225500000, "evaluation_time": 1759225913229, "expiration_time": 1765705500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 65, "offset": 0, "a": 0.08566 } } }
# | 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) |
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