Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80438.7491 | 50207.7543 | 30230.9948 | 86589.3388 | 55178.2409 | 31411.0979 |
Total P&L (%) | 80.4387 | 50.2078 | 30.231 | 86.5893 | 55.1782 | 31.4111 |
Avg Daily Profit (%) | 0.3089 | 0.1928 | 0.1161 | 0.2398 | 0.1689 | 0.1049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37836 | -31060 | -24312 | -32932 | -30063 | -21325 |
Profit Factor | 1.3509 | 1.4284 | 1.2698 | 1.3479 | 1.4495 | 1.2491 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 62.1762 | 64.5833 | 59.7938 | 62.1762 | 64.5833 | 59.7938 |
Ratio Avg Win / Avg Loss | 0.8218 | 0.7833 | 0.8539 | 0.82 | 0.7949 | 0.8399 |
Largest Winning Trade | 13029 | 13029 | 8132 | 12243 | 12243 | 9738 |
Largest Losing Trade | -23023 | -23023 | -11340 | -18598 | -18598 | -15876 |
Avg Bars in Trades | 127 | 120 | 133 | 127 | 120 | 133 |
Avg Bars in Winners | 95 | 95 | 95 | 95 | 95 | 95 |
Avg Bars in Losers | 178 | 166 | 189 | 178 | 166 | 189 |
Bars Traded | 24553 | 11607 | 12945 | 24553 | 11607 | 12945 |
Profit Streak | 4.3248 | 10.8457 | 4.3248 | 4.3248 | 10.8457 | 4.3248 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342698 | 271118 | -42323 | 320785 | 280318 | -57197 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737378900000, "first_datapoint_time": 1737567000000, "last_datapoint_time": 1759878000000, "evaluation_time": 1759878164341, "expiration_time": 1766358000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 210, "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": [ [ 80438.7491108296, 50207.7543186787, 30230.9947921508, 86589.3388011128, 55178.2409083674, 31411.0978927454 ], [ 80.438749, 50.207754, 30.230995, 86.589339, 55.178241, 31.411098 ], [ 0.308881, 0.192795, 0.116086, 0.2398, 0.168871, 0.104947 ], [ 10, 10, 10, 10, 10, 10 ], [ -37836, -31060, -24312, -32932, -30063, -21325 ], [ 1.350914, 1.428416, 1.269841, 1.347921, 1.449475, 1.249067 ], [ 193, 96, 97, 193, 96, 97 ], [ 120, 62, 58, 120, 62, 58 ], [ 73, 34, 39, 73, 34, 39 ], [ 62.176166, 64.583333, 59.793814, 62.176166, 64.583333, 59.793814 ], [ 0.821806, 0.783325, 0.853858, 0.819985, 0.794874, 0.83989 ], [ 13029, 13029, 8132, 12243, 12243, 9738 ], [ -23023, -23023, -11340, -18598, -18598, -15876 ], [ 127, 120, 133, 127, 120, 133 ], [ 95, 95, 95, 95, 95, 95 ], [ 178, 166, 189, 178, 166, 189 ], [ 24553, 11607, 12945, 24553, 11607, 12945 ], [ 4.324819, 10.845652, 4.324819, 4.324819, 10.845652, 4.324819 ], [ 6, 5, 3, 6, 5, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342698, 271118, -42323, 320785, 280318, -57197 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737378900000, "first_datapoint_time": 1737567000000, "last_datapoint_time": 1759878000000, "evaluation_time": 1759878164341, "expiration_time": 1766358000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 210, "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) |
---|