| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 84956.4699 | 43467.4272 | 41489.0428 | 101244.2071 | 46751.6439 | 54492.5632 |
| Total P&L (%) | 84.9565 | 43.4674 | 41.489 | 101.2442 | 46.7516 | 54.4926 |
| Avg Daily Profit (%) | 0.3262 | 0.1669 | 0.1593 | 0.2689 | 0.1474 | 0.1672 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -34285 | -40464 | -11026 | -55208 | -63314 | -14628 |
| Profit Factor | 1.7405 | 1.5141 | 2.375 | 1.6023 | 1.3736 | 2.2682 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Profitability (%) | 56.7164 | 60.6061 | 52.9412 | 56.7164 | 60.6061 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.3283 | 0.9842 | 2.1111 | 1.2228 | 0.8929 | 2.0162 |
| Largest Winning Trade | 23697 | 23697 | 13552 | 33664 | 33664 | 12551 |
| Largest Losing Trade | -15802 | -15802 | -4471 | -24925 | -24925 | -7618 |
| Avg Bars in Trades | 343 | 614 | 81 | 343 | 614 | 81 |
| Avg Bars in Winners | 298 | 488 | 88 | 298 | 488 | 88 |
| Avg Bars in Losers | 402 | 809 | 72 | 402 | 809 | 72 |
| Bars Traded | 23044 | 20278 | 2766 | 23044 | 20278 | 2766 |
| Profit Streak | 33.7773 | 33.7773 | 49.6627 | 33.7773 | 33.7773 | 49.6627 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -109189 | 203249 | 373334 | -109946 | 52757 | 396351 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736599500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758894854851,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 122,
"offset": 0,
"std": 4.32363
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 185,
"offset": 229,
"a": 0.84694
}
}
} {
"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": [
[
84956.469935123,
43467.4271637265,
41489.0427713965,
101244.2070977607,
46751.6439303006,
54492.56316746
],
[
84.95647,
43.467427,
41.489043,
101.244207,
46.751644,
54.492563
],
[
0.326229,
0.166913,
0.159316,
0.268907,
0.147398,
0.167168
],
[
10,
10,
10,
10,
10,
10
],
[
-34285,
-40464,
-11026,
-55208,
-63314,
-14628
],
[
1.740523,
1.514101,
2.374965,
1.602311,
1.373639,
2.26822
],
[
67,
33,
34,
67,
33,
34
],
[
38,
20,
18,
38,
20,
18
],
[
29,
13,
16,
29,
13,
16
],
[
56.716418,
60.606061,
52.941176,
56.716418,
60.606061,
52.941176
],
[
1.328294,
0.984166,
2.11108,
1.222816,
0.892865,
2.016195
],
[
23697,
23697,
13552,
33664,
33664,
12551
],
[
-15802,
-15802,
-4471,
-24925,
-24925,
-7618
],
[
343,
614,
81,
343,
614,
81
],
[
298,
488,
88,
298,
488,
88
],
[
402,
809,
72,
402,
809,
72
],
[
23044,
20278,
2766,
23044,
20278,
2766
],
[
33.777255,
33.777255,
49.662672,
33.777255,
33.777255,
49.662672
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-109189,
203249,
373334,
-109946,
52757,
396351
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736599500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758894854851,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 122,
"offset": 0,
"std": 4.32363
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 185,
"offset": 229,
"a": 0.84694
}
}
}
| # | 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) |
|---|