Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81283.4411 | 36588.8398 | 44694.6012 | 82404.5929 | 31849.3147 | 50555.2781 |
Total P&L (%) | 81.2834 | 36.5888 | 44.6946 | 82.4046 | 31.8493 | 50.5553 |
Avg Daily Profit (%) | 0.3121 | 0.1405 | 0.1716 | 0.2311 | 0.1062 | 0.1572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37760 | -33380 | -29519 | -43208 | -38152 | -41058 |
Profit Factor | 1.3838 | 1.3492 | 1.4177 | 1.3387 | 1.2692 | 1.4045 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 70.8029 | 70.5882 | 71.0145 | 70.8029 | 70.5882 | 71.0145 |
Ratio Avg Win / Avg Loss | 0.5706 | 0.5622 | 0.5787 | 0.552 | 0.5288 | 0.5733 |
Largest Winning Trade | 27879 | 10734 | 27879 | 39766 | 9741 | 39766 |
Largest Losing Trade | -20423 | -18723 | -20423 | -29657 | -19225 | -29657 |
Avg Bars in Trades | 178 | 169 | 187 | 178 | 169 | 187 |
Avg Bars in Winners | 138 | 129 | 146 | 138 | 129 | 146 |
Avg Bars in Losers | 275 | 264 | 286 | 275 | 264 | 286 |
Bars Traded | 24439 | 11503 | 12936 | 24439 | 11503 | 12936 |
Profit Streak | 4.0531 | 0 | 8.7719 | 4.0531 | 0 | 8.7719 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324078 | -117189 | -94522 | 289214 | -163795 | -94217 |
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737826200000, "first_datapoint_time": 1737966600000, "last_datapoint_time": 1760325300000, "evaluation_time": 1760326288706, "expiration_time": 1766805300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.63478 } } }
{ "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": [ [ 81283.4410837981, 36588.8398373248, 44694.6012464733, 82404.5928539099, 31849.3147240721, 50555.2781298378 ], [ 81.283441, 36.58884, 44.694601, 82.404593, 31.849315, 50.555278 ], [ 0.312124, 0.140499, 0.171625, 0.23107, 0.106227, 0.157239 ], [ 10, 10, 10, 10, 10, 10 ], [ -37760, -33380, -29519, -43208, -38152, -41058 ], [ 1.383807, 1.34917, 1.417731, 1.338697, 1.269206, 1.404473 ], [ 137, 68, 69, 137, 68, 69 ], [ 97, 48, 49, 97, 48, 49 ], [ 40, 20, 20, 40, 20, 20 ], [ 70.80292, 70.588235, 71.014493, 70.80292, 70.588235, 71.014493 ], [ 0.570642, 0.562154, 0.578666, 0.55204, 0.528836, 0.573254 ], [ 27879, 10734, 27879, 39766, 9741, 39766 ], [ -20423, -18723, -20423, -29657, -19225, -29657 ], [ 178, 169, 187, 178, 169, 187 ], [ 138, 129, 146, 138, 129, 146 ], [ 275, 264, 286, 275, 264, 286 ], [ 24439, 11503, 12936, 24439, 11503, 12936 ], [ 4.05311, 0, 8.77186, 4.05311, 0, 8.77186 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324078, -117189, -94522, 289214, -163795, -94217 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737826200000, "first_datapoint_time": 1737966600000, "last_datapoint_time": 1760325300000, "evaluation_time": 1760326288706, "expiration_time": 1766805300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.63478 } } }
# | 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) |
---|