| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 103591.7734 | 51730.9565 | 51860.8168 | 146154.2436 | 70880.6633 | 75273.5803 |
| Total P&L (%) | 103.5918 | 51.731 | 51.8608 | 146.1542 | 70.8807 | 75.2736 |
| Avg Daily Profit (%) | 0.3978 | 0.1986 | 0.1991 | 0.3465 | 0.206 | 0.2157 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -18895 | -21031 | -22441 | -30173 | -34771 | -39266 |
| Profit Factor | 1.4554 | 1.4768 | 1.4359 | 1.4013 | 1.4008 | 1.4018 |
| Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
| Winning Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Losing Trades | 116 | 59 | 57 | 116 | 59 | 57 |
| Profitability (%) | 59.2982 | 58.7413 | 59.8592 | 59.2982 | 58.7413 | 59.8592 |
| Ratio Avg Win / Avg Loss | 0.999 | 1.0373 | 0.9629 | 0.9618 | 0.9839 | 0.94 |
| Largest Winning Trade | 12129 | 12129 | 10928 | 15545 | 15545 | 15065 |
| Largest Losing Trade | -13894 | -9818 | -13894 | -22214 | -19501 | -22214 |
| Avg Bars in Trades | 86 | 87 | 84 | 86 | 87 | 84 |
| Avg Bars in Winners | 66 | 61 | 70 | 66 | 61 | 70 |
| Avg Bars in Losers | 115 | 125 | 104 | 115 | 125 | 104 |
| Bars Traded | 24527 | 12582 | 11944 | 24527 | 12582 | 11944 |
| Profit Streak | 4.0639 | 4.0639 | 4.2618 | 4.0639 | 4.0639 | 4.2618 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 387767 | 282863 | 226052 | 360082 | 252237 | 267180 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736876700000,
"first_datapoint_time": 1737058500000,
"last_datapoint_time": 1759375800000,
"evaluation_time": 1759376823335,
"expiration_time": 1765855800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 203,
"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": [
[
103591.7733533315,
51730.9565085492,
51860.8168447822,
146154.2435984428,
70880.663346043,
75273.5802523999
],
[
103.591773,
51.730957,
51.860817,
146.154244,
70.880663,
75.27358
],
[
0.397787,
0.198644,
0.199143,
0.346497,
0.205955,
0.215722
],
[
10,
10,
10,
10,
10,
10
],
[
-18895,
-21031,
-22441,
-30173,
-34771,
-39266
],
[
1.455411,
1.476766,
1.435933,
1.4013,
1.400758,
1.401811
],
[
285,
143,
142,
285,
143,
142
],
[
169,
84,
85,
169,
84,
85
],
[
116,
59,
57,
116,
59,
57
],
[
59.298246,
58.741259,
59.859155,
59.298246,
58.741259,
59.859155
],
[
0.99898,
1.037253,
0.96292,
0.961839,
0.983866,
0.940038
],
[
12129,
12129,
10928,
15545,
15545,
15065
],
[
-13894,
-9818,
-13894,
-22214,
-19501,
-22214
],
[
86,
87,
84,
86,
87,
84
],
[
66,
61,
70,
66,
61,
70
],
[
115,
125,
104,
115,
125,
104
],
[
24527,
12582,
11944,
24527,
12582,
11944
],
[
4.063927,
4.063927,
4.261844,
4.063927,
4.063927,
4.261844
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
387767,
282863,
226052,
360082,
252237,
267180
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736876700000,
"first_datapoint_time": 1737058500000,
"last_datapoint_time": 1759375800000,
"evaluation_time": 1759376823335,
"expiration_time": 1765855800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 203,
"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) |
|---|