| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 125029.8577 | 54581.0061 | 70448.8516 | 200684.938 | 84258.5514 | 116426.3866 |
| Total P&L (%) | 125.0299 | 54.581 | 70.4489 | 200.6849 | 84.2586 | 116.4264 |
| Avg Daily Profit (%) | 0.4801 | 0.2096 | 0.2705 | 0.4236 | 0.235 | 0.2969 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -25501 | -18166 | -20473 | -50306 | -23301 | -33122 |
| Profit Factor | 1.6117 | 1.5686 | 1.6498 | 1.6689 | 1.6129 | 1.7163 |
| Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
| Winning Trades | 135 | 71 | 64 | 135 | 71 | 64 |
| Losing Trades | 95 | 44 | 51 | 95 | 44 | 51 |
| Profitability (%) | 58.6957 | 61.7391 | 55.6522 | 58.6957 | 61.7391 | 55.6522 |
| Ratio Avg Win / Avg Loss | 1.1342 | 0.9721 | 1.3147 | 1.1744 | 0.9996 | 1.3677 |
| Largest Winning Trade | 26594 | 10536 | 26594 | 63165 | 16070 | 63165 |
| Largest Losing Trade | -12144 | -12144 | -10861 | -28676 | -20827 | -28676 |
| Avg Bars in Trades | 107 | 98 | 115 | 107 | 98 | 115 |
| Avg Bars in Winners | 93 | 72 | 116 | 93 | 72 | 116 |
| Avg Bars in Losers | 127 | 140 | 115 | 127 | 140 | 115 |
| Bars Traded | 24661 | 11327 | 13334 | 24661 | 11327 | 13334 |
| Profit Streak | 2.211 | 0 | 5.1901 | 2.211 | 0 | 5.1901 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396290 | 238026 | 393532 | 382888 | 290635 | 406272 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737693900000,
"first_datapoint_time": 1737824400000,
"last_datapoint_time": 1760193000000,
"evaluation_time": 1760193228590,
"expiration_time": 1766673000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 146,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
125029.8577459677,
54581.0061211312,
70448.8516248365,
200684.9380397259,
84258.5514094607,
116426.3866302653
],
[
125.029858,
54.581006,
70.448852,
200.684938,
84.258551,
116.426387
],
[
0.480109,
0.209588,
0.27052,
0.423632,
0.234962,
0.296915
],
[
10,
10,
10,
10,
10,
10
],
[
-25501,
-18166,
-20473,
-50306,
-23301,
-33122
],
[
1.611694,
1.568649,
1.649803,
1.668924,
1.612939,
1.716272
],
[
230,
115,
115,
230,
115,
115
],
[
135,
71,
64,
135,
71,
64
],
[
95,
44,
51,
95,
44,
51
],
[
58.695652,
61.73913,
55.652174,
58.695652,
61.73913,
55.652174
],
[
1.134155,
0.97212,
1.314687,
1.174428,
0.999568,
1.367654
],
[
26594,
10536,
26594,
63165,
16070,
63165
],
[
-12144,
-12144,
-10861,
-28676,
-20827,
-28676
],
[
107,
98,
115,
107,
98,
115
],
[
93,
72,
116,
93,
72,
116
],
[
127,
140,
115,
127,
140,
115
],
[
24661,
11327,
13334,
24661,
11327,
13334
],
[
2.210979,
0,
5.190146,
2.210979,
0,
5.190146
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396290,
238026,
393532,
382888,
290635,
406272
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737693900000,
"first_datapoint_time": 1737824400000,
"last_datapoint_time": 1760193000000,
"evaluation_time": 1760193228590,
"expiration_time": 1766673000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 146,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|