| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 92831.1757 | 52479.5969 | 40351.5788 | 117343.1867 | 74007.1687 | 43336.0179 |
| Total P&L (%) | 92.8312 | 52.4796 | 40.3516 | 117.3432 | 74.0072 | 43.336 |
| Avg Daily Profit (%) | 0.3565 | 0.2015 | 0.1549 | 0.2985 | 0.2129 | 0.1383 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -22547 | -24038 | -19395 | -58900 | -43758 | -38006 |
| Profit Factor | 1.4106 | 1.4478 | 1.3705 | 1.3077 | 1.3844 | 1.2294 |
| Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
| Winning Trades | 156 | 81 | 75 | 156 | 81 | 75 |
| Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
| Profitability (%) | 71.8894 | 74.3119 | 69.4444 | 71.8894 | 74.3119 | 69.4444 |
| Ratio Avg Win / Avg Loss | 0.5516 | 0.5005 | 0.603 | 0.5113 | 0.4786 | 0.5409 |
| Largest Winning Trade | 10170 | 10170 | 7252 | 21411 | 21411 | 14526 |
| Largest Losing Trade | -15049 | -15049 | -14874 | -27954 | -18349 | -27954 |
| Avg Bars in Trades | 112 | 103 | 122 | 112 | 103 | 122 |
| Avg Bars in Winners | 75 | 71 | 80 | 75 | 71 | 80 |
| Avg Bars in Losers | 207 | 198 | 215 | 207 | 198 | 215 |
| Bars Traded | 24509 | 11327 | 13182 | 24509 | 11327 | 13182 |
| Profit Streak | 0 | 0 | 5.8248 | 0 | 0 | 5.8248 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 382648 | 272016 | 206276 | 342184 | 303636 | -10453 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737558900000,
"first_datapoint_time": 1737750600000,
"last_datapoint_time": 1760058000000,
"evaluation_time": 1760059058547,
"expiration_time": 1766538000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 214,
"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": [
[
92831.1756790448,
52479.5968690734,
40351.5788099714,
117343.1866660029,
74007.1687264427,
43336.0179395602
],
[
92.831176,
52.479597,
40.351579,
117.343187,
74.007169,
43.336018
],
[
0.356467,
0.201519,
0.154948,
0.298543,
0.212931,
0.138342
],
[
10,
10,
10,
10,
10,
10
],
[
-22547,
-24038,
-19395,
-58900,
-43758,
-38006
],
[
1.410573,
1.447772,
1.370538,
1.307654,
1.38441,
1.229423
],
[
217,
109,
108,
217,
109,
108
],
[
156,
81,
75,
156,
81,
75
],
[
61,
28,
33,
61,
28,
33
],
[
71.889401,
74.311927,
69.444444,
71.889401,
74.311927,
69.444444
],
[
0.55157,
0.500464,
0.603037,
0.511326,
0.478561,
0.540946
],
[
10170,
10170,
7252,
21411,
21411,
14526
],
[
-15049,
-15049,
-14874,
-27954,
-18349,
-27954
],
[
112,
103,
122,
112,
103,
122
],
[
75,
71,
80,
75,
71,
80
],
[
207,
198,
215,
207,
198,
215
],
[
24509,
11327,
13182,
24509,
11327,
13182
],
[
0,
0,
5.824752,
0,
0,
5.824752
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382648,
272016,
206276,
342184,
303636,
-10453
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737558900000,
"first_datapoint_time": 1737750600000,
"last_datapoint_time": 1760058000000,
"evaluation_time": 1760059058547,
"expiration_time": 1766538000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 214,
"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) |
|---|