| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 119129.9061 | 66835.9686 | 52293.9376 | 190284.8109 | 116429.1331 | 73855.6778 |
| Total P&L (%) | 119.1299 | 66.836 | 52.2939 | 190.2848 | 116.4291 | 73.8557 |
| Avg Daily Profit (%) | 0.4575 | 0.2566 | 0.2008 | 0.4101 | 0.2969 | 0.2126 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -19939 | -22996 | -15752 | -47392 | -35054 | -41033 |
| Profit Factor | 1.7727 | 1.8387 | 1.702 | 1.6322 | 1.7999 | 1.4752 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 75.1634 | 74.026 | 76.3158 | 75.1634 | 74.026 | 76.3158 |
| Ratio Avg Win / Avg Loss | 0.5858 | 0.6452 | 0.5282 | 0.5393 | 0.6315 | 0.4578 |
| Largest Winning Trade | 10864 | 10864 | 8396 | 21678 | 21678 | 12350 |
| Largest Losing Trade | -13712 | -13712 | -11350 | -34245 | -27586 | -34245 |
| Avg Bars in Trades | 160 | 158 | 162 | 160 | 158 | 162 |
| Avg Bars in Winners | 101 | 98 | 104 | 101 | 98 | 104 |
| Avg Bars in Losers | 339 | 329 | 350 | 339 | 329 | 350 |
| Bars Traded | 24561 | 12203 | 12358 | 24561 | 12203 | 12358 |
| Profit Streak | 1.0784 | 1.0784 | 4.1513 | 1.0784 | 1.0784 | 4.1513 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 380056 | -34242 | -39886 | 355714 | -33762 | -39565 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737566100000,
"first_datapoint_time": 1737726300000,
"last_datapoint_time": 1760065200000,
"evaluation_time": 1760065670400,
"expiration_time": 1766545200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 249,
"offset": 0,
"std": 4.09456
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 179,
"offset": 0,
"a": 0.30972
}
}
} {
"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": [
[
119129.9061433797,
66835.9685549386,
52293.937588441,
190284.8109417204,
116429.1331450783,
73855.6777966422
],
[
119.129906,
66.835969,
52.293938,
190.284811,
116.429133,
73.855678
],
[
0.457453,
0.256647,
0.200806,
0.410059,
0.29692,
0.212596
],
[
10,
10,
10,
10,
10,
10
],
[
-19939,
-22996,
-15752,
-47392,
-35054,
-41033
],
[
1.772696,
1.838748,
1.702037,
1.632232,
1.799901,
1.475204
],
[
153,
77,
76,
153,
77,
76
],
[
115,
57,
58,
115,
57,
58
],
[
38,
20,
18,
38,
20,
18
],
[
75.163399,
74.025974,
76.315789,
75.163399,
74.025974,
76.315789
],
[
0.585761,
0.645175,
0.528218,
0.539346,
0.631544,
0.457822
],
[
10864,
10864,
8396,
21678,
21678,
12350
],
[
-13712,
-13712,
-11350,
-34245,
-27586,
-34245
],
[
160,
158,
162,
160,
158,
162
],
[
101,
98,
104,
101,
98,
104
],
[
339,
329,
350,
339,
329,
350
],
[
24561,
12203,
12358,
24561,
12203,
12358
],
[
1.078361,
1.078361,
4.151278,
1.078361,
1.078361,
4.151278
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
380056,
-34242,
-39886,
355714,
-33762,
-39565
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737566100000,
"first_datapoint_time": 1737726300000,
"last_datapoint_time": 1760065200000,
"evaluation_time": 1760065670400,
"expiration_time": 1766545200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 249,
"offset": 0,
"std": 4.09456
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 179,
"offset": 0,
"a": 0.30972
}
}
}
| # | 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) |
|---|