| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 129022.7729 | 58455.9647 | 70566.8081 | 203014.5167 | 81974.7595 | 121039.7572 |
| Total P&L (%) | 129.0228 | 58.456 | 70.5668 | 203.0145 | 81.9748 | 121.0398 |
| Avg Daily Profit (%) | 0.4954 | 0.2245 | 0.271 | 0.4266 | 0.2302 | 0.305 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -24872 | -26638 | -20993 | -43365 | -35923 | -33641 |
| Profit Factor | 1.5874 | 1.529 | 1.6465 | 1.5747 | 1.4612 | 1.6895 |
| Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
| Winning Trades | 153 | 80 | 73 | 153 | 80 | 73 |
| Losing Trades | 60 | 26 | 34 | 60 | 26 | 34 |
| Profitability (%) | 71.831 | 75.4717 | 68.2243 | 71.831 | 75.4717 | 68.2243 |
| Ratio Avg Win / Avg Loss | 0.6225 | 0.4969 | 0.7668 | 0.6175 | 0.4749 | 0.7869 |
| Largest Winning Trade | 27867 | 10194 | 27867 | 66038 | 15665 | 66038 |
| Largest Losing Trade | -15049 | -15049 | -14874 | -24547 | -16603 | -24547 |
| Avg Bars in Trades | 115 | 106 | 123 | 115 | 106 | 123 |
| Avg Bars in Winners | 75 | 71 | 80 | 75 | 71 | 80 |
| Avg Bars in Losers | 215 | 213 | 217 | 215 | 213 | 217 |
| Bars Traded | 24536 | 11272 | 13264 | 24536 | 11272 | 13264 |
| Profit Streak | 2.981 | 0 | 8.3872 | 2.981 | 0 | 8.3872 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 421303 | 316418 | 399509 | 397326 | 330972 | 412979 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737713700000,
"first_datapoint_time": 1737903600000,
"last_datapoint_time": 1760212800000,
"evaluation_time": 1760213858229,
"expiration_time": 1766692800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 212,
"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": [
[
129022.7728656069,
58455.9647266895,
70566.8081389174,
203014.516712877,
81974.7595311076,
121039.7571817695
],
[
129.022773,
58.455965,
70.566808,
203.014517,
81.97476,
121.039757
],
[
0.495441,
0.224468,
0.270973,
0.426608,
0.230161,
0.305039
],
[
10,
10,
10,
10,
10,
10
],
[
-24872,
-26638,
-20993,
-43365,
-35923,
-33641
],
[
1.587369,
1.528989,
1.646469,
1.574655,
1.461244,
1.689468
],
[
213,
106,
107,
213,
106,
107
],
[
153,
80,
73,
153,
80,
73
],
[
60,
26,
34,
60,
26,
34
],
[
71.830986,
75.471698,
68.224299,
71.830986,
75.471698,
68.224299
],
[
0.622497,
0.496921,
0.766849,
0.617512,
0.474904,
0.786876
],
[
27867,
10194,
27867,
66038,
15665,
66038
],
[
-15049,
-15049,
-14874,
-24547,
-16603,
-24547
],
[
115,
106,
123,
115,
106,
123
],
[
75,
71,
80,
75,
71,
80
],
[
215,
213,
217,
215,
213,
217
],
[
24536,
11272,
13264,
24536,
11272,
13264
],
[
2.980998,
0,
8.387248,
2.980998,
0,
8.387248
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
421303,
316418,
399509,
397326,
330972,
412979
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737713700000,
"first_datapoint_time": 1737903600000,
"last_datapoint_time": 1760212800000,
"evaluation_time": 1760213858229,
"expiration_time": 1766692800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 212,
"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) |
|---|