| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 86334.1801 | 45098.2644 | 41235.9157 | 108194.7413 | 59997.2859 | 48197.4554 |
| Total P&L (%) | 86.3342 | 45.0983 | 41.2359 | 108.1947 | 59.9973 | 48.1975 |
| Avg Daily Profit (%) | 0.3315 | 0.1732 | 0.1583 | 0.282 | 0.1806 | 0.1512 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -21834 | -21741 | -25982 | -41258 | -26977 | -48842 |
| Profit Factor | 1.527 | 1.5276 | 1.5265 | 1.4615 | 1.5058 | 1.4162 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 75 | 72.0588 | 77.9412 | 75 | 72.0588 | 77.9412 |
| Ratio Avg Win / Avg Loss | 0.509 | 0.5923 | 0.432 | 0.4872 | 0.5839 | 0.4008 |
| Largest Winning Trade | 11017 | 11017 | 7437 | 16283 | 16283 | 10356 |
| Largest Losing Trade | -17996 | -13124 | -17996 | -34511 | -18848 | -34511 |
| Avg Bars in Trades | 182 | 186 | 177 | 182 | 186 | 177 |
| Avg Bars in Winners | 101 | 100 | 102 | 101 | 100 | 102 |
| Avg Bars in Losers | 424 | 410 | 441 | 424 | 410 | 441 |
| Bars Traded | 24755 | 12702 | 12053 | 24755 | 12702 | 12053 |
| Profit Streak | 3.7595 | 3.7595 | 17.02 | 3.7595 | 3.7595 | 17.02 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 414205 | -102269 | -100521 | 384547 | -101237 | -100637 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736827200000,
"first_datapoint_time": 1736982000000,
"last_datapoint_time": 1759326300000,
"evaluation_time": 1759327124587,
"expiration_time": 1765806300000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 162,
"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": [
[
86334.1800884982,
45098.2643660166,
41235.9157224816,
108194.741296457,
59997.2859327594,
48197.4553636975
],
[
86.33418,
45.098264,
41.235916,
108.194741,
59.997286,
48.197455
],
[
0.331519,
0.173175,
0.158344,
0.281982,
0.180636,
0.151168
],
[
10,
10,
10,
10,
10,
10
],
[
-21834,
-21741,
-25982,
-41258,
-26977,
-48842
],
[
1.527049,
1.527584,
1.526467,
1.461523,
1.505776,
1.416194
],
[
136,
68,
68,
136,
68,
68
],
[
102,
49,
53,
102,
49,
53
],
[
34,
19,
15,
34,
19,
15
],
[
75,
72.058824,
77.941176,
75,
72.058824,
77.941176
],
[
0.509016,
0.592328,
0.432019,
0.487174,
0.583872,
0.400809
],
[
11017,
11017,
7437,
16283,
16283,
10356
],
[
-17996,
-13124,
-17996,
-34511,
-18848,
-34511
],
[
182,
186,
177,
182,
186,
177
],
[
101,
100,
102,
101,
100,
102
],
[
424,
410,
441,
424,
410,
441
],
[
24755,
12702,
12053,
24755,
12702,
12053
],
[
3.759544,
3.759544,
17.01996,
3.759544,
3.759544,
17.01996
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
414205,
-102269,
-100521,
384547,
-101237,
-100637
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736827200000,
"first_datapoint_time": 1736982000000,
"last_datapoint_time": 1759326300000,
"evaluation_time": 1759327124587,
"expiration_time": 1765806300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 162,
"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) |
|---|