Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86270.2834 | 54125.0689 | 32145.2146 | 103027.4124 | 68778.0289 | 34249.3834 |
Total P&L (%) | 86.2703 | 54.1251 | 32.1452 | 103.0274 | 68.778 | 34.2494 |
Avg Daily Profit (%) | 0.3313 | 0.2078 | 0.1234 | 0.2723 | 0.2012 | 0.1132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29024 | -21046 | -26195 | -35096 | -24040 | -43657 |
Profit Factor | 1.5211 | 1.7667 | 1.3385 | 1.488 | 1.7891 | 1.2762 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 74.4 | 72.5806 | 76.1905 | 74.4 | 72.5806 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.5234 | 0.6674 | 0.4183 | 0.512 | 0.6759 | 0.3988 |
Largest Winning Trade | 10704 | 10704 | 7444 | 14297 | 14297 | 10846 |
Largest Losing Trade | -19381 | -13208 | -19381 | -30098 | -12480 | -30098 |
Avg Bars in Trades | 193 | 197 | 190 | 193 | 197 | 190 |
Avg Bars in Winners | 112 | 121 | 103 | 112 | 121 | 103 |
Avg Bars in Losers | 429 | 397 | 466 | 429 | 397 | 466 |
Bars Traded | 24191 | 12218 | 11973 | 24191 | 12218 | 11973 |
Profit Streak | 11.7364 | 28.7156 | 11.7364 | 11.7364 | 28.7156 | 11.7364 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431153 | -143909 | -176545 | 405712 | -142946 | -190437 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736392500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758871528915, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 184, "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": [ [ 86270.2834405169, 54125.0688880052, 32145.2145525118, 103027.4123816524, 68778.0289422364, 34249.383439416 ], [ 86.270283, 54.125069, 32.145215, 103.027412, 68.778029, 34.249383 ], [ 0.331274, 0.207838, 0.123436, 0.272304, 0.201191, 0.113162 ], [ 10, 10, 10, 10, 10, 10 ], [ -29024, -21046, -26195, -35096, -24040, -43657 ], [ 1.521113, 1.766741, 1.338517, 1.487951, 1.789092, 1.276245 ], [ 125, 62, 63, 125, 62, 63 ], [ 93, 45, 48, 93, 45, 48 ], [ 32, 17, 15, 32, 17, 15 ], [ 74.4, 72.580645, 76.190476, 74.4, 72.580645, 76.190476 ], [ 0.523394, 0.667436, 0.418287, 0.511983, 0.675879, 0.398827 ], [ 10704, 10704, 7444, 14297, 14297, 10846 ], [ -19381, -13208, -19381, -30098, -12480, -30098 ], [ 193, 197, 190, 193, 197, 190 ], [ 112, 121, 103, 112, 121, 103 ], [ 429, 397, 466, 429, 397, 466 ], [ 24191, 12218, 11973, 24191, 12218, 11973 ], [ 11.736446, 28.715612, 11.736446, 11.736446, 28.715612, 11.736446 ], [ 2, 5, 1, 2, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 431153, -143909, -176545, 405712, -142946, -190437 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736392500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758871528915, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 184, "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) |
---|