| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 569901.4524 | 449481.284 | 120420.1684 | 3600691.8355 | 3356075.6766 | 244616.1589 |
| Total P&L (%) | 569.9015 | 449.4813 | 120.4202 | 3600.6918 | 3356.0757 | 244.6162 |
| Avg Daily Profit (%) | 0.2274 | 0.1793 | 0.048 | 0.1442 | 0.1415 | 0.0494 |
| Buy And Hold Return (%) | 193.5163 | 193.5163 | 193.5163 | 193.5163 | 193.5163 | 193.5163 |
| Max Trade Drawdown | -73573 | -38125 | -70449 | -1927889 | -867287 | -1445291 |
| Profit Factor | 2.0734 | 3.4206 | 1.3488 | 1.4685 | 2.076 | 1.0536 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
| Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
| Profitability (%) | 56.5574 | 60.6557 | 52.459 | 56.5574 | 60.6557 | 52.459 |
| Ratio Avg Win / Avg Loss | 1.5926 | 2.2188 | 1.2223 | 1.1279 | 1.3466 | 0.9548 |
| Largest Winning Trade | 96449 | 96449 | 59277 | 862180 | 862180 | 703088 |
| Largest Losing Trade | -38032 | -23880 | -38032 | -748800 | -517447 | -748800 |
| Avg Bars in Trades | 59 | 65 | 53 | 59 | 65 | 53 |
| Avg Bars in Winners | 72 | 75 | 68 | 72 | 75 | 68 |
| Avg Bars in Losers | 43 | 49 | 38 | 43 | 49 | 38 |
| Bars Traded | 7256 | 3973 | 3283 | 7256 | 3973 | 3283 |
| Profit Streak | 86.9533 | 176.9533 | 86.9533 | 86.9533 | 176.9533 | 86.9533 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 418828 | -149666 | -454541 | 127735 | -159868 | -534275 |
{
"trading_pair": "LTC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7519,
"evaluation_days": 2506.33,
"actual_first_datapoint_time": 1543651200000,
"first_datapoint_time": 1549497600000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760194367931,
"expiration_time": 1766666016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 240,
"offset": 0,
"std": 1.42684
}
}
} {
"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": [
[
569901.4523557738,
449481.283984441,
120420.1683713325,
3600691.835493983,
3356075.676591188,
244616.1589027946
],
[
569.901452,
449.481284,
120.420168,
3600.691835,
3356.075677,
244.616159
],
[
0.227385,
0.179338,
0.048046,
0.144183,
0.141451,
0.049378
],
[
193.516285,
193.516285,
193.516285,
193.516285,
193.516285,
193.516285
],
[
-73573,
-38125,
-70449,
-1927889,
-867287,
-1445291
],
[
2.073378,
3.42061,
1.348788,
1.468454,
2.075996,
1.053558
],
[
122,
61,
61,
122,
61,
61
],
[
69,
37,
32,
69,
37,
32
],
[
53,
24,
29,
53,
24,
29
],
[
56.557377,
60.655738,
52.459016,
56.557377,
60.655738,
52.459016
],
[
1.592594,
2.218774,
1.222339,
1.127943,
1.346592,
0.954787
],
[
96449,
96449,
59277,
862180,
862180,
703088
],
[
-38032,
-23880,
-38032,
-748800,
-517447,
-748800
],
[
59,
65,
53,
59,
65,
53
],
[
72,
75,
68,
72,
75,
68
],
[
43,
49,
38,
43,
49,
38
],
[
7256,
3973,
3283,
7256,
3973,
3283
],
[
86.953332,
176.953332,
86.953332,
86.953332,
176.953333,
86.953333
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
418828,
-149666,
-454541,
127735,
-159868,
-534275
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7519,
"evaluation_days": 2506.33,
"actual_first_datapoint_time": 1543651200000,
"first_datapoint_time": 1549497600000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760194367931,
"expiration_time": 1766666016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 240,
"offset": 0,
"std": 1.42684
}
}
}
| # | 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) |
|---|