Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126562.2156 | 66009.9326 | 60552.283 | 201915.8118 | 100820.7256 | 101095.0862 |
Total P&L (%) | 126.5622 | 66.0099 | 60.5523 | 201.9158 | 100.8207 | 101.0951 |
Avg Daily Profit (%) | 0.486 | 0.2535 | 0.2325 | 0.4252 | 0.2681 | 0.2686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23741 | -27875 | -16491 | -65588 | -35164 | -48996 |
Profit Factor | 1.6124 | 1.5767 | 1.6566 | 1.63 | 1.607 | 1.6547 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 62.1053 | 61.0526 | 63.1579 | 62.1053 | 61.0526 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.9838 | 1.0058 | 0.9664 | 0.9946 | 1.0252 | 0.9652 |
Largest Winning Trade | 16201 | 13590 | 16201 | 42094 | 21373 | 42094 |
Largest Losing Trade | -18719 | -18719 | -10962 | -29945 | -20836 | -29945 |
Avg Bars in Trades | 129 | 125 | 134 | 129 | 125 | 134 |
Avg Bars in Winners | 113 | 113 | 112 | 113 | 113 | 112 |
Avg Bars in Losers | 157 | 144 | 171 | 157 | 144 | 171 |
Bars Traded | 24680 | 11908 | 12771 | 24680 | 11908 | 12771 |
Profit Streak | 5.348 | 5.6918 | 5.348 | 5.348 | 5.6918 | 5.348 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456748 | 360951 | 300532 | 439268 | 380637 | 334179 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737800100000, "first_datapoint_time": 1737958500000, "last_datapoint_time": 1760299200000, "evaluation_time": 1760299570940, "expiration_time": 1766779200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 177, "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": [ [ 126562.2156184837, 66009.9326474268, 60552.2829710569, 201915.8118155628, 100820.7256362692, 101095.0861792936 ], [ 126.562216, 66.009933, 60.552283, 201.915812, 100.820726, 101.095086 ], [ 0.485993, 0.253475, 0.232518, 0.425208, 0.268096, 0.268622 ], [ 10, 10, 10, 10, 10, 10 ], [ -23741, -27875, -16491, -65588, -35164, -48996 ], [ 1.61237, 1.576711, 1.65663, 1.629967, 1.607012, 1.654656 ], [ 190, 95, 95, 190, 95, 95 ], [ 118, 58, 60, 118, 58, 60 ], [ 72, 37, 35, 72, 37, 35 ], [ 62.105263, 61.052632, 63.157895, 62.105263, 61.052632, 63.157895 ], [ 0.983819, 1.005833, 0.966367, 0.994556, 1.025163, 0.965216 ], [ 16201, 13590, 16201, 42094, 21373, 42094 ], [ -18719, -18719, -10962, -29945, -20836, -29945 ], [ 129, 125, 134, 129, 125, 134 ], [ 113, 113, 112, 113, 113, 112 ], [ 157, 144, 171, 157, 144, 171 ], [ 24680, 11908, 12771, 24680, 11908, 12771 ], [ 5.348043, 5.691793, 5.348043, 5.348043, 5.691793, 5.348043 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 456748, 360951, 300532, 439268, 380637, 334179 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737800100000, "first_datapoint_time": 1737958500000, "last_datapoint_time": 1760299200000, "evaluation_time": 1760299570940, "expiration_time": 1766779200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 177, "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) |
---|