Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141545.088 | 78686.162 | 62858.926 | 250075.5247 | 142419.3377 | 107656.1871 |
Total P&L (%) | 141.5451 | 78.6862 | 62.8589 | 250.0755 | 142.4193 | 107.6562 |
Avg Daily Profit (%) | 0.5435 | 0.3022 | 0.2414 | 0.4823 | 0.3406 | 0.281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30775 | -23091 | -17967 | -51402 | -37323 | -42028 |
Profit Factor | 1.7195 | 1.7472 | 1.6877 | 1.663 | 1.7404 | 1.5824 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Losing Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Profitability (%) | 74.1379 | 78.1609 | 70.1149 | 74.1379 | 78.1609 | 70.1149 |
Ratio Avg Win / Avg Loss | 0.5998 | 0.4882 | 0.7193 | 0.5801 | 0.4863 | 0.6745 |
Largest Winning Trade | 12406 | 12406 | 8351 | 23841 | 23841 | 14407 |
Largest Losing Trade | -17830 | -17830 | -11310 | -41263 | -22593 | -41263 |
Avg Bars in Trades | 142 | 136 | 147 | 142 | 136 | 147 |
Avg Bars in Winners | 91 | 97 | 85 | 91 | 97 | 85 |
Avg Bars in Losers | 286 | 277 | 292 | 286 | 277 | 292 |
Bars Traded | 24731 | 11901 | 12830 | 24731 | 11901 | 12830 |
Profit Streak | 0 | 0 | 4.548 | 0 | 0 | 4.548 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492597 | 404639 | 354363 | 469827 | 416000 | 373722 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737472500000, "first_datapoint_time": 1737695700000, "last_datapoint_time": 1759971600000, "evaluation_time": 1759972151430, "expiration_time": 1766451600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 249, "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": [ [ 141545.0879866436, 78686.1620144533, 62858.9259721903, 250075.5247309026, 142419.3376618408, 107656.1870690619 ], [ 141.545088, 78.686162, 62.858926, 250.075525, 142.419338, 107.656187 ], [ 0.543526, 0.302151, 0.241375, 0.482297, 0.340606, 0.280984 ], [ 10, 10, 10, 10, 10, 10 ], [ -30775, -23091, -17967, -51402, -37323, -42028 ], [ 1.719525, 1.747178, 1.687667, 1.662956, 1.740392, 1.582379 ], [ 174, 87, 87, 174, 87, 87 ], [ 129, 68, 61, 129, 68, 61 ], [ 45, 19, 26, 45, 19, 26 ], [ 74.137931, 78.16092, 70.114943, 74.137931, 78.16092, 70.114943 ], [ 0.599834, 0.488182, 0.719334, 0.580101, 0.486286, 0.674456 ], [ 12406, 12406, 8351, 23841, 23841, 14407 ], [ -17830, -17830, -11310, -41263, -22593, -41263 ], [ 142, 136, 147, 142, 136, 147 ], [ 91, 97, 85, 91, 97, 85 ], [ 286, 277, 292, 286, 277, 292 ], [ 24731, 11901, 12830, 24731, 11901, 12830 ], [ 0, 0, 4.548049, 0, 0, 4.548049 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 492597, 404639, 354363, 469827, 416000, 373722 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737472500000, "first_datapoint_time": 1737695700000, "last_datapoint_time": 1759971600000, "evaluation_time": 1759972151430, "expiration_time": 1766451600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 249, "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) |
---|