Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82484.2732 | 50325.0558 | 32159.2173 | 96934.7269 | 63973.4525 | 32961.2744 |
Total P&L (%) | 82.4843 | 50.3251 | 32.1592 | 96.9347 | 63.9735 | 32.9613 |
Avg Daily Profit (%) | 0.3167 | 0.1932 | 0.1235 | 0.2606 | 0.1901 | 0.1095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25370 | -16684 | -20001 | -46466 | -18791 | -32482 |
Profit Factor | 1.3705 | 1.484 | 1.271 | 1.321 | 1.4637 | 1.201 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 140 | 76 | 64 | 140 | 76 | 64 |
Losing Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Profitability (%) | 66.0377 | 71.6981 | 60.3774 | 66.0377 | 71.6981 | 60.3774 |
Ratio Avg Win / Avg Loss | 0.7048 | 0.5858 | 0.8341 | 0.6794 | 0.5778 | 0.7881 |
Largest Winning Trade | 11103 | 11103 | 9095 | 14366 | 14366 | 7918 |
Largest Losing Trade | -16684 | -16684 | -13786 | -31361 | -16295 | -31361 |
Avg Bars in Trades | 116 | 113 | 119 | 116 | 113 | 119 |
Avg Bars in Winners | 74 | 78 | 70 | 74 | 78 | 70 |
Avg Bars in Losers | 198 | 203 | 194 | 198 | 203 | 194 |
Bars Traded | 24769 | 12057 | 12712 | 24769 | 12057 | 12712 |
Profit Streak | 2.8257 | 2.8257 | 3.1902 | 2.8257 | 2.8257 | 3.1902 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303006 | 212567 | -34122 | 274827 | 239867 | -53193 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737496800000, "first_datapoint_time": 1737585900000, "last_datapoint_time": 1759995900000, "evaluation_time": 1759996136462, "expiration_time": 1766475900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 100, "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": [ [ 82484.2731622483, 50325.0558300263, 32159.2173322219, 96934.726858929, 63973.4524927983, 32961.2743661306 ], [ 82.484273, 50.325056, 32.159217, 96.934727, 63.973452, 32.961274 ], [ 0.316736, 0.193246, 0.12349, 0.260573, 0.190079, 0.109455 ], [ 10, 10, 10, 10, 10, 10 ], [ -25370, -16684, -20001, -46466, -18791, -32482 ], [ 1.370512, 1.484036, 1.271037, 1.320977, 1.463662, 1.200953 ], [ 212, 106, 106, 212, 106, 106 ], [ 140, 76, 64, 140, 76, 64 ], [ 72, 30, 42, 72, 30, 42 ], [ 66.037736, 71.698113, 60.377358, 66.037736, 71.698113, 60.377358 ], [ 0.704835, 0.585804, 0.834118, 0.67936, 0.577761, 0.788126 ], [ 11103, 11103, 9095, 14366, 14366, 7918 ], [ -16684, -16684, -13786, -31361, -16295, -31361 ], [ 116, 113, 119, 116, 113, 119 ], [ 74, 78, 70, 74, 78, 70 ], [ 198, 203, 194, 198, 203, 194 ], [ 24769, 12057, 12712, 24769, 12057, 12712 ], [ 2.825653, 2.825653, 3.190237, 2.825653, 2.825653, 3.190237 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303006, 212567, -34122, 274827, 239867, -53193 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737496800000, "first_datapoint_time": 1737585900000, "last_datapoint_time": 1759995900000, "evaluation_time": 1759996136462, "expiration_time": 1766475900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 100, "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) |
---|