Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84601.3421 | 49387.1696 | 35214.1725 | 97000.0085 | 64934.1522 | 32065.8563 |
Total P&L (%) | 84.6013 | 49.3872 | 35.2142 | 97 | 64.9342 | 32.0659 |
Avg Daily Profit (%) | 0.3249 | 0.1896 | 0.1352 | 0.2607 | 0.1923 | 0.1069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26941 | -27662 | -18924 | -33204 | -29278 | -29466 |
Profit Factor | 1.3611 | 1.4186 | 1.3028 | 1.3092 | 1.4285 | 1.1978 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Losing Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Profitability (%) | 65.641 | 69.0722 | 62.2449 | 65.641 | 69.0722 | 62.2449 |
Ratio Avg Win / Avg Loss | 0.7125 | 0.6352 | 0.7902 | 0.6853 | 0.6396 | 0.7265 |
Largest Winning Trade | 12818 | 12818 | 8344 | 14928 | 14928 | 9523 |
Largest Losing Trade | -16829 | -16829 | -13710 | -18733 | -15650 | -18733 |
Avg Bars in Trades | 126 | 120 | 132 | 126 | 120 | 132 |
Avg Bars in Winners | 89 | 86 | 92 | 89 | 86 | 92 |
Avg Bars in Losers | 197 | 197 | 197 | 197 | 197 | 197 |
Bars Traded | 24690 | 11734 | 12956 | 24690 | 11734 | 12956 |
Profit Streak | 3.1869 | 9.7182 | 3.1869 | 3.1869 | 9.7182 | 3.1869 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325719 | 285511 | -17340 | 294561 | 326319 | -58521 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737260100000, "first_datapoint_time": 1737447300000, "last_datapoint_time": 1759759200000, "evaluation_time": 1759760049560, "expiration_time": 1766239200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 168, "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": [ [ 84601.3420523701, 49387.1695764101, 35214.1724759601, 97000.0084565003, 64934.1521636958, 32065.8562928045 ], [ 84.601342, 49.38717, 35.214172, 97.000008, 64.934152, 32.065856 ], [ 0.324865, 0.189644, 0.135221, 0.260701, 0.192327, 0.106858 ], [ 10, 10, 10, 10, 10, 10 ], [ -26941, -27662, -18924, -33204, -29278, -29466 ], [ 1.361104, 1.418554, 1.302812, 1.30922, 1.428458, 1.197767 ], [ 195, 97, 98, 195, 97, 98 ], [ 128, 67, 61, 128, 67, 61 ], [ 67, 30, 37, 67, 30, 37 ], [ 65.641026, 69.072165, 62.244898, 65.641026, 69.072165, 62.244898 ], [ 0.712453, 0.635174, 0.79023, 0.685295, 0.639608, 0.726514 ], [ 12818, 12818, 8344, 14928, 14928, 9523 ], [ -16829, -16829, -13710, -18733, -15650, -18733 ], [ 126, 120, 132, 126, 120, 132 ], [ 89, 86, 92, 89, 86, 92 ], [ 197, 197, 197, 197, 197, 197 ], [ 24690, 11734, 12956, 24690, 11734, 12956 ], [ 3.186916, 9.718166, 3.186916, 3.186916, 9.718166, 3.186916 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325719, 285511, -17340, 294561, 326319, -58521 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737260100000, "first_datapoint_time": 1737447300000, "last_datapoint_time": 1759759200000, "evaluation_time": 1759760049560, "expiration_time": 1766239200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 168, "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) |
---|