Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156057.054 | 80589.2462 | 75467.8078 | 310706.2346 | 155716.8325 | 154989.402 |
Total P&L (%) | 156.0571 | 80.5892 | 75.4678 | 310.7062 | 155.7168 | 154.9894 |
Avg Daily Profit (%) | 0.5993 | 0.3095 | 0.2898 | 0.5439 | 0.3612 | 0.3601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18162 | -16205 | -14394 | -31270 | -32259 | -25716 |
Profit Factor | 1.9065 | 1.8442 | 1.9839 | 1.9517 | 1.8584 | 2.0685 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 72.5 | 71.25 | 73.75 | 72.5 | 71.25 | 73.75 |
Ratio Avg Win / Avg Loss | 0.7231 | 0.7442 | 0.7061 | 0.7403 | 0.7499 | 0.7362 |
Largest Winning Trade | 11510 | 10615 | 11510 | 24955 | 24955 | 23055 |
Largest Losing Trade | -15535 | -15535 | -11417 | -24134 | -24134 | -23298 |
Avg Bars in Trades | 149 | 147 | 151 | 149 | 147 | 151 |
Avg Bars in Winners | 106 | 101 | 110 | 106 | 101 | 110 |
Avg Bars in Losers | 264 | 262 | 267 | 264 | 262 | 267 |
Bars Traded | 23951 | 11828 | 12123 | 23951 | 11828 | 12123 |
Profit Streak | 2.9899 | 6.3024 | 0 | 2.9899 | 6.3024 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470780 | -7849 | -8117 | 456908 | -7380 | -7353 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737009000000, "first_datapoint_time": 1737213300000, "last_datapoint_time": 1759508100000, "evaluation_time": 1759509026893, "expiration_time": 1765988100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 228, "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": [ [ 156057.0540020299, 80589.246188858, 75467.8078131721, 310706.2345547643, 155716.8325067354, 154989.402048029 ], [ 156.057054, 80.589246, 75.467808, 310.706235, 155.716833, 154.989402 ], [ 0.599251, 0.309459, 0.289793, 0.543947, 0.361184, 0.360086 ], [ 10, 10, 10, 10, 10, 10 ], [ -18162, -16205, -14394, -31270, -32259, -25716 ], [ 1.906473, 1.844236, 1.983931, 1.95174, 1.858401, 2.068465 ], [ 160, 80, 80, 160, 80, 80 ], [ 116, 57, 59, 116, 57, 59 ], [ 44, 23, 21, 44, 23, 21 ], [ 72.5, 71.25, 73.75, 72.5, 71.25, 73.75 ], [ 0.723145, 0.744166, 0.706145, 0.740315, 0.749881, 0.736233 ], [ 11510, 10615, 11510, 24955, 24955, 23055 ], [ -15535, -15535, -11417, -24134, -24134, -23298 ], [ 149, 147, 151, 149, 147, 151 ], [ 106, 101, 110, 106, 101, 110 ], [ 264, 262, 267, 264, 262, 267 ], [ 23951, 11828, 12123, 23951, 11828, 12123 ], [ 2.989894, 6.302395, 0, 2.989895, 6.302395, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 470780, -7849, -8117, 456908, -7380, -7353 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737009000000, "first_datapoint_time": 1737213300000, "last_datapoint_time": 1759508100000, "evaluation_time": 1759509026893, "expiration_time": 1765988100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 228, "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) |
---|