Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75136.7219 | 29490.768 | 45645.9539 | 75126.5673 | 28112.4538 | 47014.1135 |
Total P&L (%) | 75.1367 | 29.4908 | 45.646 | 75.1266 | 28.1125 | 47.0141 |
Avg Daily Profit (%) | 0.2885 | 0.1132 | 0.1753 | 0.2154 | 0.0952 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39661 | -22823 | -31503 | -59967 | -32585 | -47066 |
Profit Factor | 1.2816 | 1.2237 | 1.3381 | 1.2045 | 1.1565 | 1.2505 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 185 | 98 | 87 | 185 | 98 | 87 |
Losing Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Profitability (%) | 70.0758 | 74.2424 | 65.9091 | 70.0758 | 74.2424 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.5473 | 0.4245 | 0.6921 | 0.5144 | 0.4012 | 0.6468 |
Largest Winning Trade | 28013 | 10731 | 28013 | 38322 | 12571 | 38322 |
Largest Losing Trade | -16438 | -13534 | -16438 | -27436 | -18647 | -27436 |
Avg Bars in Trades | 93 | 88 | 98 | 93 | 88 | 98 |
Avg Bars in Winners | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Losers | 183 | 184 | 181 | 183 | 184 | 181 |
Bars Traded | 24712 | 11726 | 12986 | 24712 | 11726 | 12986 |
Profit Streak | 2.9246 | 2.9246 | 6.0079 | 2.9246 | 2.9246 | 6.0079 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321091 | -46419 | 229983 | 281644 | -118623 | 115398 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737699300000, "first_datapoint_time": 1737879300000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760199081815, "expiration_time": 1766678400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 201, "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": [ [ 75136.7218809719, 29490.7680057096, 45645.9538752624, 75126.5673383879, 28112.4538061978, 47014.11353219 ], [ 75.136722, 29.490768, 45.645954, 75.126567, 28.112454, 47.014114 ], [ 0.288521, 0.113243, 0.175278, 0.215399, 0.095176, 0.148085 ], [ 10, 10, 10, 10, 10, 10 ], [ -39661, -22823, -31503, -59967, -32585, -47066 ], [ 1.281584, 1.223701, 1.338106, 1.204546, 1.156502, 1.250537 ], [ 264, 132, 132, 264, 132, 132 ], [ 185, 98, 87, 185, 98, 87 ], [ 79, 34, 45, 79, 34, 45 ], [ 70.075758, 74.242424, 65.909091, 70.075758, 74.242424, 65.909091 ], [ 0.547271, 0.424549, 0.692124, 0.514374, 0.401235, 0.64683 ], [ 28013, 10731, 28013, 38322, 12571, 38322 ], [ -16438, -13534, -16438, -27436, -18647, -27436 ], [ 93, 88, 98, 93, 88, 98 ], [ 55, 55, 55, 55, 55, 55 ], [ 183, 184, 181, 183, 184, 181 ], [ 24712, 11726, 12986, 24712, 11726, 12986 ], [ 2.924558, 2.924558, 6.007891, 2.924558, 2.924558, 6.007891 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321091, -46419, 229983, 281644, -118623, 115398 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737699300000, "first_datapoint_time": 1737879300000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760199081815, "expiration_time": 1766678400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 201, "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) |
---|