| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 103716.4624 | 51023.3228 | 52693.1396 | 138213.3175 | 67230.9551 | 70982.3624 |
| Total P&L (%) | 103.7165 | 51.0233 | 52.6931 | 138.2133 | 67.231 | 70.9824 |
| Avg Daily Profit (%) | 0.3983 | 0.1959 | 0.2023 | 0.3339 | 0.1976 | 0.2062 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -40020 | -25869 | -22565 | -34538 | -24604 | -25489 |
| Profit Factor | 1.478 | 1.4103 | 1.5688 | 1.4926 | 1.4208 | 1.5877 |
| Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
| Winning Trades | 123 | 65 | 58 | 123 | 65 | 58 |
| Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
| Profitability (%) | 68.3333 | 72.2222 | 64.4444 | 68.3333 | 72.2222 | 64.4444 |
| Ratio Avg Win / Avg Loss | 0.6849 | 0.5424 | 0.8655 | 0.6917 | 0.5464 | 0.876 |
| Largest Winning Trade | 12639 | 12639 | 8031 | 16166 | 16166 | 12628 |
| Largest Losing Trade | -21158 | -21158 | -10490 | -21228 | -17554 | -21228 |
| Avg Bars in Trades | 135 | 133 | 137 | 135 | 133 | 137 |
| Avg Bars in Winners | 100 | 103 | 97 | 100 | 103 | 97 |
| Avg Bars in Losers | 212 | 213 | 211 | 212 | 213 | 211 |
| Bars Traded | 24470 | 12057 | 12413 | 24470 | 12057 | 12413 |
| Profit Streak | 0 | 4.4139 | 0 | 0 | 4.4139 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 386792 | 253013 | 251563 | 370196 | 294731 | 298450 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736815500000,
"first_datapoint_time": 1736961300000,
"last_datapoint_time": 1759314600000,
"evaluation_time": 1759315264116,
"expiration_time": 1765794600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 163,
"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": [
[
103716.4624227902,
51023.3227785668,
52693.1396442234,
138213.3175133651,
67230.9550736969,
70982.3624396681
],
[
103.716462,
51.023323,
52.69314,
138.213318,
67.230955,
70.982362
],
[
0.398266,
0.195927,
0.202339,
0.333862,
0.197648,
0.206183
],
[
10,
10,
10,
10,
10,
10
],
[
-40020,
-25869,
-22565,
-34538,
-24604,
-25489
],
[
1.477977,
1.410341,
1.568754,
1.49262,
1.420751,
1.587701
],
[
180,
90,
90,
180,
90,
90
],
[
123,
65,
58,
123,
65,
58
],
[
57,
25,
32,
57,
25,
32
],
[
68.333333,
72.222222,
64.444444,
68.333333,
72.222222,
64.444444
],
[
0.684916,
0.542439,
0.86552,
0.691702,
0.546443,
0.875973
],
[
12639,
12639,
8031,
16166,
16166,
12628
],
[
-21158,
-21158,
-10490,
-21228,
-17554,
-21228
],
[
135,
133,
137,
135,
133,
137
],
[
100,
103,
97,
100,
103,
97
],
[
212,
213,
211,
212,
213,
211
],
[
24470,
12057,
12413,
24470,
12057,
12413
],
[
0,
4.413936,
0,
0,
4.413937,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
386792,
253013,
251563,
370196,
294731,
298450
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736815500000,
"first_datapoint_time": 1736961300000,
"last_datapoint_time": 1759314600000,
"evaluation_time": 1759315264116,
"expiration_time": 1765794600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 163,
"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) |
|---|