| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 110288.1622 | 47645.4056 | 62642.7566 | 150840.597 | 67133.1046 | 83707.4924 |
| Total P&L (%) | 110.2882 | 47.6454 | 62.6428 | 150.8406 | 67.1331 | 83.7075 |
| Avg Daily Profit (%) | 0.4235 | 0.183 | 0.2405 | 0.3538 | 0.1974 | 0.2338 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -22817 | -22463 | -25851 | -46854 | -29356 | -53253 |
| Profit Factor | 1.637 | 1.6071 | 1.6618 | 1.5654 | 1.5925 | 1.5453 |
| Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
| Winning Trades | 120 | 58 | 62 | 120 | 58 | 62 |
| Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Profitability (%) | 75 | 72.5 | 77.5 | 75 | 72.5 | 77.5 |
| Ratio Avg Win / Avg Loss | 0.5457 | 0.6096 | 0.4825 | 0.5218 | 0.6041 | 0.4486 |
| Largest Winning Trade | 28651 | 7797 | 28651 | 55863 | 10421 | 55863 |
| Largest Losing Trade | -20264 | -14849 | -20264 | -35471 | -19168 | -35471 |
| Avg Bars in Trades | 154 | 153 | 155 | 154 | 153 | 155 |
| Avg Bars in Winners | 96 | 109 | 84 | 96 | 109 | 84 |
| Avg Bars in Losers | 327 | 269 | 398 | 327 | 269 | 398 |
| Bars Traded | 24665 | 12261 | 12404 | 24665 | 12261 | 12404 |
| Profit Streak | 4.8812 | 14.1208 | 4.8812 | 4.8812 | 14.1208 | 4.8812 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 489933 | -9967 | -8558 | 458282 | -8551 | -8579 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737711900000,
"first_datapoint_time": 1737919800000,
"last_datapoint_time": 1760211000000,
"evaluation_time": 1760211534751,
"expiration_time": 1766691000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 30,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 90,
"offset": 142
}
}
} {
"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": [
[
110288.1622425988,
47645.4056097825,
62642.7566328161,
150840.5969799737,
67133.1046002751,
83707.4923796986
],
[
110.288162,
47.645406,
62.642757,
150.840597,
67.133105,
83.707492
],
[
0.423501,
0.182956,
0.240545,
0.353764,
0.197422,
0.233809
],
[
10,
10,
10,
10,
10,
10
],
[
-22817,
-22463,
-25851,
-46854,
-29356,
-53253
],
[
1.637041,
1.607146,
1.661827,
1.565359,
1.5925,
1.545325
],
[
160,
80,
80,
160,
80,
80
],
[
120,
58,
62,
120,
58,
62
],
[
40,
22,
18,
40,
22,
18
],
[
75,
72.5,
77.5,
75,
72.5,
77.5
],
[
0.54568,
0.609607,
0.482466,
0.521786,
0.604052,
0.448643
],
[
28651,
7797,
28651,
55863,
10421,
55863
],
[
-20264,
-14849,
-20264,
-35471,
-19168,
-35471
],
[
154,
153,
155,
154,
153,
155
],
[
96,
109,
84,
96,
109,
84
],
[
327,
269,
398,
327,
269,
398
],
[
24665,
12261,
12404,
24665,
12261,
12404
],
[
4.881189,
14.120772,
4.881189,
4.881189,
14.120773,
4.881189
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
489933,
-9967,
-8558,
458282,
-8551,
-8579
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737711900000,
"first_datapoint_time": 1737919800000,
"last_datapoint_time": 1760211000000,
"evaluation_time": 1760211534751,
"expiration_time": 1766691000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 30,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 90,
"offset": 142
}
}
}
| # | 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) |
|---|