| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 85789.9199 | 53629.0254 | 32160.8945 | 101000.8299 | 61525.8743 | 39474.9556 |
| Total P&L (%) | 85.7899 | 53.629 | 32.1609 | 101.0008 | 61.5259 | 39.475 |
| Avg Daily Profit (%) | 0.3294 | 0.2059 | 0.1235 | 0.2684 | 0.1843 | 0.1278 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -42005 | -34178 | -23510 | -42975 | -36020 | -20197 |
| Profit Factor | 1.4422 | 1.5311 | 1.3457 | 1.4858 | 1.5686 | 1.396 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 108 | 56 | 52 | 108 | 56 | 52 |
| Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Profitability (%) | 71.0526 | 73.6842 | 68.4211 | 71.0526 | 73.6842 | 68.4211 |
| Ratio Avg Win / Avg Loss | 0.5876 | 0.5468 | 0.6211 | 0.6053 | 0.5602 | 0.6443 |
| Largest Winning Trade | 12642 | 12642 | 6888 | 14003 | 14003 | 11421 |
| Largest Losing Trade | -19358 | -19358 | -12491 | -19596 | -19596 | -17971 |
| Avg Bars in Trades | 162 | 158 | 166 | 162 | 158 | 166 |
| Avg Bars in Winners | 114 | 117 | 111 | 114 | 117 | 111 |
| Avg Bars in Losers | 279 | 272 | 284 | 279 | 272 | 284 |
| Bars Traded | 24638 | 12017 | 12621 | 24638 | 12017 | 12621 |
| Profit Streak | 3.7575 | 10.9242 | 3.7575 | 3.7575 | 10.9242 | 3.7575 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 382106 | -39567 | -80541 | 372939 | -38996 | -73788 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737405000000,
"first_datapoint_time": 1737603900000,
"last_datapoint_time": 1759904100000,
"evaluation_time": 1759904750010,
"expiration_time": 1766384100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 222,
"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": [
[
85789.9198661474,
53629.0253628091,
32160.8945033383,
101000.8298937424,
61525.8742582397,
39474.9556355028
],
[
85.78992,
53.629025,
32.160895,
101.00083,
61.525874,
39.474956
],
[
0.329429,
0.205933,
0.123496,
0.268442,
0.184293,
0.127843
],
[
10,
10,
10,
10,
10,
10
],
[
-42005,
-34178,
-23510,
-42975,
-36020,
-20197
],
[
1.442179,
1.53112,
1.345656,
1.485806,
1.568573,
1.395967
],
[
152,
76,
76,
152,
76,
76
],
[
108,
56,
52,
108,
56,
52
],
[
44,
20,
24,
44,
20,
24
],
[
71.052632,
73.684211,
68.421053,
71.052632,
73.684211,
68.421053
],
[
0.587554,
0.546829,
0.621072,
0.605329,
0.560205,
0.644293
],
[
12642,
12642,
6888,
14003,
14003,
11421
],
[
-19358,
-19358,
-12491,
-19596,
-19596,
-17971
],
[
162,
158,
166,
162,
158,
166
],
[
114,
117,
111,
114,
117,
111
],
[
279,
272,
284,
279,
272,
284
],
[
24638,
12017,
12621,
24638,
12017,
12621
],
[
3.757523,
10.92419,
3.757523,
3.757523,
10.92419,
3.757523
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382106,
-39567,
-80541,
372939,
-38996,
-73788
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737405000000,
"first_datapoint_time": 1737603900000,
"last_datapoint_time": 1759904100000,
"evaluation_time": 1759904750010,
"expiration_time": 1766384100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 222,
"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) |
|---|