| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 79748.3593 | 52574.7334 | 27173.6259 | 91740.979 | 66639.0982 | 25101.8809 |
| Total P&L (%) | 79.7484 | 52.5747 | 27.1736 | 91.741 | 66.6391 | 25.1019 |
| Avg Daily Profit (%) | 0.3062 | 0.2019 | 0.1043 | 0.2503 | 0.1963 | 0.086 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36521 | -19253 | -29001 | -39785 | -20765 | -46625 |
| Profit Factor | 1.471 | 1.7211 | 1.2819 | 1.431 | 1.7761 | 1.1977 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
| Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Profitability (%) | 73.0769 | 70.7692 | 75.3846 | 73.0769 | 70.7692 | 75.3846 |
| Ratio Avg Win / Avg Loss | 0.542 | 0.7109 | 0.4186 | 0.5272 | 0.7336 | 0.3911 |
| Largest Winning Trade | 11017 | 11017 | 7444 | 14939 | 14939 | 9894 |
| Largest Losing Trade | -20081 | -14437 | -20081 | -28879 | -12297 | -28879 |
| Avg Bars in Trades | 187 | 188 | 186 | 187 | 188 | 186 |
| Avg Bars in Winners | 107 | 109 | 104 | 107 | 109 | 104 |
| Avg Bars in Losers | 404 | 379 | 435 | 404 | 379 | 435 |
| Bars Traded | 24357 | 12262 | 12095 | 24357 | 12262 | 12095 |
| Profit Streak | 12.2541 | 24.2229 | 12.2541 | 12.2541 | 24.2229 | 12.2541 |
| Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396603 | -121918 | -187901 | 370577 | -120922 | -215579 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736359200000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758914457159,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 76,
"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": [
[
79748.3592642689,
52574.7333650994,
27173.6258991697,
91740.9790257945,
66639.0981643951,
25101.8808613993
],
[
79.748359,
52.574733,
27.173626,
91.740979,
66.639098,
25.101881
],
[
0.30623,
0.201884,
0.104345,
0.250284,
0.196283,
0.086036
],
[
10,
10,
10,
10,
10,
10
],
[
-36521,
-19253,
-29001,
-39785,
-20765,
-46625
],
[
1.471035,
1.721122,
1.281891,
1.43098,
1.776078,
1.197653
],
[
130,
65,
65,
130,
65,
65
],
[
95,
46,
49,
95,
46,
49
],
[
35,
19,
16,
35,
19,
16
],
[
73.076923,
70.769231,
75.384615,
73.076923,
70.769231,
75.384615
],
[
0.54196,
0.710898,
0.418577,
0.527203,
0.733597,
0.39107
],
[
11017,
11017,
7444,
14939,
14939,
9894
],
[
-20081,
-14437,
-20081,
-28879,
-12297,
-28879
],
[
187,
188,
186,
187,
188,
186
],
[
107,
109,
104,
107,
109,
104
],
[
404,
379,
435,
404,
379,
435
],
[
24357,
12262,
12095,
24357,
12262,
12095
],
[
12.254134,
24.222884,
12.254134,
12.254134,
24.222884,
12.254134
],
[
2,
4,
1,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396603,
-121918,
-187901,
370577,
-120922,
-215579
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736359200000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758914457159,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 76,
"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) |
|---|