| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 463337.7121 | 338115.4207 | 125222.2914 | 1944187.5474 | 1148171.8391 | 796015.7083 |
| Total P&L (%) | 463.3377 | 338.1154 | 125.2223 | 1944.1875 | 1148.1718 | 796.0157 |
| Avg Daily Profit (%) | 0.2225 | 0.1623 | 0.0601 | 0.145 | 0.1213 | 0.1053 |
| Buy And Hold Return (%) | 61.2517 | 61.2517 | 61.2517 | 61.2517 | 61.2517 | 61.2517 |
| Max Trade Drawdown | -88360 | -94027 | -20465 | -743778 | -778958 | -378222 |
| Profit Factor | 2.1144 | 2.1189 | 2.1023 | 1.5082 | 1.4022 | 1.8197 |
| Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 73.9837 | 74.1935 | 73.7705 | 73.9837 | 74.1935 | 73.7705 |
| Ratio Avg Win / Avg Loss | 0.7435 | 0.737 | 0.7475 | 0.5304 | 0.4877 | 0.647 |
| Largest Winning Trade | 55339 | 55339 | 22039 | 329321 | 329321 | 222604 |
| Largest Losing Trade | -53516 | -53516 | -16575 | -612775 | -612775 | -259200 |
| Avg Bars in Trades | 200 | 340 | 58 | 200 | 340 | 58 |
| Avg Bars in Winners | 112 | 186 | 36 | 112 | 186 | 36 |
| Avg Bars in Losers | 452 | 784 | 119 | 452 | 784 | 119 |
| Bars Traded | 24666 | 21128 | 3538 | 24666 | 21128 | 3538 |
| Profit Streak | 0 | 0 | 70.2747 | 0 | 0 | 70.2747 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 459696 | -143479 | -275645 | 155988 | -182695 | -208893 |
{
"trading_pair": "LTC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579802400000,
"first_datapoint_time": 1581357600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759818934448,
"expiration_time": 1766294985600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 217,
"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": [
[
463337.7120977258,
338115.420712017,
125222.291385709,
1944187.5473907813,
1148171.8390582677,
796015.7083325136
],
[
463.337712,
338.115421,
125.222291,
1944.187547,
1148.171839,
796.015708
],
[
0.222464,
0.162341,
0.060124,
0.14499,
0.121272,
0.105339
],
[
61.251701,
61.251701,
61.251701,
61.251701,
61.251701,
61.251701
],
[
-88360,
-94027,
-20465,
-743778,
-778958,
-378222
],
[
2.114388,
2.118949,
2.102254,
1.508206,
1.402227,
1.819741
],
[
123,
62,
61,
123,
62,
61
],
[
91,
46,
45,
91,
46,
45
],
[
32,
16,
16,
32,
16,
16
],
[
73.98374,
74.193548,
73.770492,
73.98374,
74.193548,
73.770492
],
[
0.743521,
0.737026,
0.747468,
0.530358,
0.487731,
0.647019
],
[
55339,
55339,
22039,
329321,
329321,
222604
],
[
-53516,
-53516,
-16575,
-612775,
-612775,
-259200
],
[
200,
340,
58,
200,
340,
58
],
[
112,
186,
36,
112,
186,
36
],
[
452,
784,
119,
452,
784,
119
],
[
24666,
21128,
3538,
24666,
21128,
3538
],
[
0,
0,
70.274704,
0,
0,
70.274704
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
459696,
-143479,
-275645,
155988,
-182695,
-208893
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579802400000,
"first_datapoint_time": 1581357600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759818934448,
"expiration_time": 1766294985600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 217,
"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) |
|---|