Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111947.915 | 54935.6602 | 57012.2548 | 157676.0289 | 69941.2586 | 87734.7703 |
Total P&L (%) | 111.9479 | 54.9357 | 57.0123 | 157.676 | 69.9413 | 87.7348 |
Avg Daily Profit (%) | 0.4299 | 0.211 | 0.2189 | 0.3641 | 0.2038 | 0.2422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38385 | -33013 | -20767 | -35816 | -35593 | -26751 |
Profit Factor | 1.5971 | 1.5374 | 1.6687 | 1.7158 | 1.6131 | 1.8261 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Losing Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Profitability (%) | 69.5946 | 74.3243 | 64.8649 | 69.5946 | 74.3243 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.6978 | 0.5311 | 0.9039 | 0.7496 | 0.5573 | 0.9892 |
Largest Winning Trade | 18874 | 12370 | 18874 | 40913 | 15317 | 40913 |
Largest Losing Trade | -19128 | -19128 | -10148 | -21793 | -19422 | -21793 |
Avg Bars in Trades | 166 | 162 | 171 | 166 | 162 | 171 |
Avg Bars in Winners | 122 | 124 | 120 | 122 | 124 | 120 |
Avg Bars in Losers | 268 | 273 | 264 | 268 | 273 | 264 |
Bars Traded | 24679 | 12018 | 12661 | 24679 | 12018 | 12661 |
Profit Streak | 2.0394 | 0 | 4.4353 | 2.0394 | 0 | 4.4353 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335382 | -55844 | -56162 | 323837 | -54496 | -54794 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737658800000, "first_datapoint_time": 1737855000000, "last_datapoint_time": 1760157900000, "evaluation_time": 1760158606545, "expiration_time": 1766637900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 219, "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": [ [ 111947.914976944, 54935.6602018347, 57012.2547751094, 157676.0288734122, 69941.2585687845, 87734.7703046276 ], [ 111.947915, 54.93566, 57.012255, 157.676029, 69.941259, 87.73477 ], [ 0.429874, 0.21095, 0.218924, 0.364125, 0.203833, 0.242156 ], [ 10, 10, 10, 10, 10, 10 ], [ -38385, -33013, -20767, -35816, -35593, -26751 ], [ 1.597092, 1.537352, 1.668728, 1.715802, 1.613097, 1.826127 ], [ 148, 74, 74, 148, 74, 74 ], [ 103, 55, 48, 103, 55, 48 ], [ 45, 19, 26, 45, 19, 26 ], [ 69.594595, 74.324324, 64.864865, 69.594595, 74.324324, 64.864865 ], [ 0.697758, 0.531085, 0.903895, 0.749622, 0.557252, 0.989152 ], [ 18874, 12370, 18874, 40913, 15317, 40913 ], [ -19128, -19128, -10148, -21793, -19422, -21793 ], [ 166, 162, 171, 166, 162, 171 ], [ 122, 124, 120, 122, 124, 120 ], [ 268, 273, 264, 268, 273, 264 ], [ 24679, 12018, 12661, 24679, 12018, 12661 ], [ 2.039427, 0, 4.435261, 2.039428, 0, 4.435261 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335382, -55844, -56162, 323837, -54496, -54794 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737658800000, "first_datapoint_time": 1737855000000, "last_datapoint_time": 1760157900000, "evaluation_time": 1760158606545, "expiration_time": 1766637900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 219, "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) |
---|