| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 76462.6798 | 37412.34 | 39050.3399 | 79344.6206 | 31792.0369 | 47552.5836 |
| Total P&L (%) | 76.4627 | 37.4123 | 39.0503 | 79.3446 | 31.792 | 47.5526 |
| Avg Daily Profit (%) | 0.2936 | 0.1437 | 0.15 | 0.2246 | 0.1061 | 0.1495 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -43051 | -23254 | -27395 | -57693 | -46329 | -27449 |
| Profit Factor | 1.3615 | 1.3296 | 1.3984 | 1.2696 | 1.1965 | 1.3589 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Profitability (%) | 69.0789 | 69.7368 | 68.4211 | 69.0789 | 69.7368 | 68.4211 |
| Ratio Avg Win / Avg Loss | 0.6094 | 0.577 | 0.6454 | 0.5683 | 0.5192 | 0.6272 |
| Largest Winning Trade | 12349 | 12349 | 7240 | 17449 | 17449 | 11513 |
| Largest Losing Trade | -23254 | -23254 | -11580 | -41619 | -41619 | -27449 |
| Avg Bars in Trades | 161 | 158 | 165 | 161 | 158 | 165 |
| Avg Bars in Winners | 124 | 115 | 132 | 124 | 115 | 132 |
| Avg Bars in Losers | 246 | 257 | 235 | 246 | 257 | 235 |
| Bars Traded | 24602 | 12032 | 12570 | 24602 | 12032 | 12570 |
| Profit Streak | 0 | 0 | 7.4883 | 0 | 0 | 7.4883 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327176 | -53128 | -43205 | 285719 | -108439 | -43304 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737769500000,
"first_datapoint_time": 1737930600000,
"last_datapoint_time": 1760268600000,
"evaluation_time": 1760269392161,
"expiration_time": 1766748600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 130,
"offset": 50
}
}
} {
"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": [
[
76462.6798419863,
37412.3399546212,
39050.339887365,
79344.6205901966,
31792.0369405079,
47552.5836496888
],
[
76.46268,
37.41234,
39.05034,
79.344621,
31.792037,
47.552584
],
[
0.293613,
0.143662,
0.149951,
0.224558,
0.10606,
0.149491
],
[
10,
10,
10,
10,
10,
10
],
[
-43051,
-23254,
-27395,
-57693,
-46329,
-27449
],
[
1.361463,
1.329565,
1.398408,
1.269605,
1.19647,
1.358933
],
[
152,
76,
76,
152,
76,
76
],
[
105,
53,
52,
105,
53,
52
],
[
47,
23,
24,
47,
23,
24
],
[
69.078947,
69.736842,
68.421053,
69.078947,
69.736842,
68.421053
],
[
0.609417,
0.576981,
0.645419,
0.568299,
0.519223,
0.6272
],
[
12349,
12349,
7240,
17449,
17449,
11513
],
[
-23254,
-23254,
-11580,
-41619,
-41619,
-27449
],
[
161,
158,
165,
161,
158,
165
],
[
124,
115,
132,
124,
115,
132
],
[
246,
257,
235,
246,
257,
235
],
[
24602,
12032,
12570,
24602,
12032,
12570
],
[
0,
0,
7.488335,
0,
0,
7.488335
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327176,
-53128,
-43205,
285719,
-108439,
-43304
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737769500000,
"first_datapoint_time": 1737930600000,
"last_datapoint_time": 1760268600000,
"evaluation_time": 1760269392161,
"expiration_time": 1766748600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 130,
"offset": 50
}
}
}
| # | 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) |
|---|