Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119549.987 | 60221.5686 | 59328.4183 | 192049.1497 | 100133.4473 | 91915.7024 |
Total P&L (%) | 119.55 | 60.2216 | 59.3284 | 192.0492 | 100.1334 | 91.9157 |
Avg Daily Profit (%) | 0.4591 | 0.2312 | 0.2278 | 0.4124 | 0.2668 | 0.2506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30741 | -20081 | -19530 | -28262 | -24471 | -35917 |
Profit Factor | 1.6543 | 1.6198 | 1.6933 | 1.6693 | 1.659 | 1.6809 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 137 | 70 | 67 | 137 | 70 | 67 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 71.3542 | 72.9167 | 69.7917 | 71.3542 | 72.9167 | 69.7917 |
Ratio Avg Win / Avg Loss | 0.6641 | 0.6016 | 0.7329 | 0.6701 | 0.6162 | 0.7275 |
Largest Winning Trade | 10475 | 10475 | 7402 | 19568 | 19568 | 10065 |
Largest Losing Trade | -14013 | -14013 | -12020 | -22433 | -22433 | -20173 |
Avg Bars in Trades | 126 | 126 | 125 | 126 | 126 | 125 |
Avg Bars in Winners | 69 | 71 | 68 | 69 | 71 | 68 |
Avg Bars in Losers | 265 | 275 | 257 | 265 | 275 | 257 |
Bars Traded | 24198 | 12168 | 12030 | 24198 | 12168 | 12030 |
Profit Streak | 4.2073 | 7.7594 | 0 | 4.2073 | 7.7594 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451496 | 383051 | 314204 | 438180 | 420172 | 345969 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737104400000, "first_datapoint_time": 1737252900000, "last_datapoint_time": 1759603500000, "evaluation_time": 1759604311753, "expiration_time": 1766083500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 166, "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": [ [ 119549.9869774413, 60221.5686301227, 59328.4183473187, 192049.1497096721, 100133.4473041739, 91915.7024054982 ], [ 119.549987, 60.221569, 59.328418, 192.04915, 100.133447, 91.915702 ], [ 0.459066, 0.231248, 0.227818, 0.412395, 0.266776, 0.250635 ], [ 10, 10, 10, 10, 10, 10 ], [ -30741, -20081, -19530, -28262, -24471, -35917 ], [ 1.654254, 1.619825, 1.693347, 1.669276, 1.658993, 1.680851 ], [ 192, 96, 96, 192, 96, 96 ], [ 137, 70, 67, 137, 70, 67 ], [ 55, 26, 29, 55, 26, 29 ], [ 71.354167, 72.916667, 69.791667, 71.354167, 72.916667, 69.791667 ], [ 0.664117, 0.601649, 0.732941, 0.670147, 0.616197, 0.727532 ], [ 10475, 10475, 7402, 19568, 19568, 10065 ], [ -14013, -14013, -12020, -22433, -22433, -20173 ], [ 126, 126, 125, 126, 126, 125 ], [ 69, 71, 68, 69, 71, 68 ], [ 265, 275, 257, 265, 275, 257 ], [ 24198, 12168, 12030, 24198, 12168, 12030 ], [ 4.207312, 7.759395, 0, 4.207312, 7.759395, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 451496, 383051, 314204, 438180, 420172, 345969 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737104400000, "first_datapoint_time": 1737252900000, "last_datapoint_time": 1759603500000, "evaluation_time": 1759604311753, "expiration_time": 1766083500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 166, "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) |
---|