| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 78270.6686 | 49453.7214 | 28816.9471 | 83397.3364 | 51052.0261 | 32345.3103 |
| Total P&L (%) | 78.2707 | 49.4537 | 28.8169 | 83.3973 | 51.052 | 32.3453 |
| Avg Daily Profit (%) | 0.3006 | 0.1899 | 0.1107 | 0.2332 | 0.1585 | 0.1077 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -29864 | -17660 | -18357 | -24140 | -18607 | -23623 |
| Profit Factor | 1.3455 | 1.4879 | 1.2302 | 1.3552 | 1.4779 | 1.2528 |
| Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
| Winning Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.6728 | 0.744 | 0.6151 | 0.6776 | 0.7389 | 0.6264 |
| Largest Winning Trade | 10715 | 10715 | 8965 | 10092 | 10092 | 9012 |
| Largest Losing Trade | -27734 | -13574 | -27734 | -27734 | -12601 | -27734 |
| Avg Bars in Trades | 118 | 117 | 119 | 118 | 117 | 119 |
| Avg Bars in Winners | 86 | 86 | 87 | 86 | 86 | 87 |
| Avg Bars in Losers | 181 | 179 | 182 | 181 | 179 | 182 |
| Bars Traded | 24827 | 12330 | 12497 | 24827 | 12330 | 12497 |
| Profit Streak | 3.9953 | 4.3182 | 3.9953 | 3.9953 | 4.3182 | 3.9953 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 351141 | 258600 | -49763 | 332527 | 251012 | -53293 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736816400000,
"first_datapoint_time": 1736927100000,
"last_datapoint_time": 1759315500000,
"evaluation_time": 1759315993266,
"expiration_time": 1765795500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 115,
"offset": 9
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 121,
"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": [
[
78270.668553741,
49453.7214468666,
28816.9471068745,
83397.3363543537,
51052.0260635723,
32345.3102907814
],
[
78.270669,
49.453721,
28.816947,
83.397336,
51.052026,
32.34531
],
[
0.300556,
0.1899,
0.110656,
0.233159,
0.158506,
0.10767
],
[
10,
10,
10,
10,
10,
10
],
[
-29864,
-17660,
-18357,
-24140,
-18607,
-23623
],
[
1.345537,
1.487902,
1.230243,
1.35519,
1.477897,
1.252757
],
[
210,
105,
105,
210,
105,
105
],
[
140,
70,
70,
140,
70,
70
],
[
70,
35,
35,
70,
35,
35
],
[
66.666667,
66.666667,
66.666667,
66.666667,
66.666667,
66.666667
],
[
0.672769,
0.743951,
0.615122,
0.677595,
0.738949,
0.626378
],
[
10715,
10715,
8965,
10092,
10092,
9012
],
[
-27734,
-13574,
-27734,
-27734,
-12601,
-27734
],
[
118,
117,
119,
118,
117,
119
],
[
86,
86,
87,
86,
86,
87
],
[
181,
179,
182,
181,
179,
182
],
[
24827,
12330,
12497,
24827,
12330,
12497
],
[
3.995292,
4.318209,
3.995292,
3.995292,
4.318209,
3.995292
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
351141,
258600,
-49763,
332527,
251012,
-53293
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736816400000,
"first_datapoint_time": 1736927100000,
"last_datapoint_time": 1759315500000,
"evaluation_time": 1759315993266,
"expiration_time": 1765795500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 115,
"offset": 9
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 121,
"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) |
|---|