Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110706.9745 | 63687.0187 | 47019.9558 | 157228.0073 | 92973.4227 | 64254.5845 |
Total P&L (%) | 110.707 | 63.687 | 47.02 | 157.228 | 92.9734 | 64.2546 |
Avg Daily Profit (%) | 0.4251 | 0.2446 | 0.1806 | 0.3635 | 0.2528 | 0.1907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32676 | -30932 | -23595 | -48278 | -34770 | -32079 |
Profit Factor | 1.444 | 1.4856 | 1.3978 | 1.4522 | 1.5026 | 1.3949 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 67.2932 | 67.6692 | 66.9173 | 67.2932 | 67.6692 | 66.9173 |
Ratio Avg Win / Avg Loss | 0.7018 | 0.7098 | 0.6911 | 0.7058 | 0.7179 | 0.6896 |
Largest Winning Trade | 11867 | 11867 | 8219 | 15900 | 15900 | 9649 |
Largest Losing Trade | -15641 | -15641 | -14874 | -20333 | -15828 | -20333 |
Avg Bars in Trades | 93 | 88 | 97 | 93 | 88 | 97 |
Avg Bars in Winners | 66 | 64 | 67 | 66 | 64 | 67 |
Avg Bars in Losers | 148 | 138 | 158 | 148 | 138 | 158 |
Bars Traded | 24742 | 11784 | 12958 | 24742 | 11784 | 12958 |
Profit Streak | 3.7163 | 6.5496 | 3.7163 | 3.7163 | 6.5496 | 3.7163 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414801 | 342387 | 195953 | 397638 | 363804 | 242191 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737294300000, "first_datapoint_time": 1737503100000, "last_datapoint_time": 1759793400000, "evaluation_time": 1759794086570, "expiration_time": 1766273400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 233, "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": [ [ 110706.9745077454, 63687.0186747233, 47019.955833022, 157228.0072614083, 92973.4227395026, 64254.5845219056 ], [ 110.706975, 63.687019, 47.019956, 157.228007, 92.973423, 64.254585 ], [ 0.425109, 0.244555, 0.180554, 0.363455, 0.25275, 0.190738 ], [ 10, 10, 10, 10, 10, 10 ], [ -32676, -30932, -23595, -48278, -34770, -32079 ], [ 1.443969, 1.485558, 1.397817, 1.452188, 1.502581, 1.394894 ], [ 266, 133, 133, 266, 133, 133 ], [ 179, 90, 89, 179, 90, 89 ], [ 87, 43, 44, 87, 43, 44 ], [ 67.293233, 67.669173, 66.917293, 67.293233, 67.669173, 66.917293 ], [ 0.701817, 0.709767, 0.691055, 0.705812, 0.7179, 0.689611 ], [ 11867, 11867, 8219, 15900, 15900, 9649 ], [ -15641, -15641, -14874, -20333, -15828, -20333 ], [ 93, 88, 97, 93, 88, 97 ], [ 66, 64, 67, 66, 64, 67 ], [ 148, 138, 158, 148, 138, 158 ], [ 24742, 11784, 12958, 24742, 11784, 12958 ], [ 3.71628, 6.549613, 3.71628, 3.71628, 6.549613, 3.71628 ], [ 5, 5, 2, 5, 5, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 414801, 342387, 195953, 397638, 363804, 242191 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737294300000, "first_datapoint_time": 1737503100000, "last_datapoint_time": 1759793400000, "evaluation_time": 1759794086570, "expiration_time": 1766273400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 233, "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) |
---|