Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117109.4312 | 60374.9901 | 56734.4412 | 179522.9437 | 87983.2272 | 91539.7164 |
Total P&L (%) | 117.1094 | 60.375 | 56.7344 | 179.5229 | 87.9832 | 91.5397 |
Avg Daily Profit (%) | 0.4497 | 0.2318 | 0.2179 | 0.3955 | 0.2427 | 0.2499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33701 | -19389 | -20150 | -33636 | -30142 | -26227 |
Profit Factor | 1.6712 | 1.6137 | 1.7456 | 1.6689 | 1.5848 | 1.7763 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 65.3333 | 65.3333 | 65.3333 | 65.3333 | 65.3333 | 65.3333 |
Ratio Avg Win / Avg Loss | 0.8868 | 0.8563 | 0.9262 | 0.8856 | 0.8409 | 0.9425 |
Largest Winning Trade | 9922 | 9922 | 8434 | 14968 | 14968 | 14773 |
Largest Losing Trade | -17009 | -17009 | -10617 | -23963 | -23963 | -23390 |
Avg Bars in Trades | 161 | 157 | 164 | 161 | 157 | 164 |
Avg Bars in Winners | 116 | 117 | 114 | 116 | 117 | 114 |
Avg Bars in Losers | 246 | 232 | 259 | 246 | 232 | 259 |
Bars Traded | 24192 | 11821 | 12371 | 24192 | 11821 | 12371 |
Profit Streak | 7.0077 | 7.0077 | 7.039 | 7.0077 | 7.0077 | 7.039 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456298 | -47875 | -47983 | 439462 | -47260 | -46766 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737183600000, "first_datapoint_time": 1737396900000, "last_datapoint_time": 1759682700000, "evaluation_time": 1759683367332, "expiration_time": 1766162700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 238, "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": [ [ 117109.4312262608, 60374.9900650322, 56734.4411612286, 179522.9436682519, 87983.2272357993, 91539.7164324526 ], [ 117.109431, 60.37499, 56.734441, 179.522944, 87.983227, 91.539716 ], [ 0.449694, 0.231837, 0.217857, 0.395494, 0.242665, 0.24988 ], [ 10, 10, 10, 10, 10, 10 ], [ -33701, -19389, -20150, -33636, -30142, -26227 ], [ 1.67124, 1.613724, 1.745599, 1.668946, 1.584782, 1.776339 ], [ 150, 75, 75, 150, 75, 75 ], [ 98, 49, 49, 98, 49, 49 ], [ 52, 26, 26, 52, 26, 26 ], [ 65.333333, 65.333333, 65.333333, 65.333333, 65.333333, 65.333333 ], [ 0.886781, 0.856262, 0.926236, 0.885563, 0.840905, 0.942547 ], [ 9922, 9922, 8434, 14968, 14968, 14773 ], [ -17009, -17009, -10617, -23963, -23963, -23390 ], [ 161, 157, 164, 161, 157, 164 ], [ 116, 117, 114, 116, 117, 114 ], [ 246, 232, 259, 246, 232, 259 ], [ 24192, 11821, 12371, 24192, 11821, 12371 ], [ 7.007724, 7.007724, 7.038974, 7.007724, 7.007724, 7.038974 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 456298, -47875, -47983, 439462, -47260, -46766 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737183600000, "first_datapoint_time": 1737396900000, "last_datapoint_time": 1759682700000, "evaluation_time": 1759683367332, "expiration_time": 1766162700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 238, "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) |
---|