| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 74425.5689 | 46766.7704 | 27658.7984 | 76722.5576 | 47508.966 | 29213.5916 |
| Total P&L (%) | 74.4256 | 46.7668 | 27.6588 | 76.7226 | 47.509 | 29.2136 |
| Avg Daily Profit (%) | 0.2858 | 0.1796 | 0.1062 | 0.2189 | 0.1494 | 0.0985 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -33566 | -26970 | -22641 | -37444 | -31285 | -22275 |
| Profit Factor | 1.3374 | 1.4187 | 1.254 | 1.3052 | 1.3752 | 1.2341 |
| Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
| Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
| Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
| Profitability (%) | 64.9682 | 66.6667 | 63.2911 | 64.9682 | 66.6667 | 63.2911 |
| Ratio Avg Win / Avg Loss | 0.7212 | 0.7094 | 0.7273 | 0.7038 | 0.6876 | 0.7158 |
| Largest Winning Trade | 10312 | 10312 | 7188 | 11808 | 11808 | 10667 |
| Largest Losing Trade | -22585 | -22585 | -11310 | -26911 | -26911 | -15921 |
| Avg Bars in Trades | 155 | 150 | 160 | 155 | 150 | 160 |
| Avg Bars in Winners | 121 | 124 | 118 | 121 | 124 | 118 |
| Avg Bars in Losers | 218 | 203 | 232 | 218 | 203 | 232 |
| Bars Traded | 24398 | 11740 | 12658 | 24398 | 11740 | 12658 |
| Profit Streak | 3.7432 | 10.9516 | 3.7432 | 3.7432 | 10.9516 | 3.7432 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301256 | -27352 | -83189 | 273574 | -28634 | -93496 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737388800000,
"first_datapoint_time": 1737604800000,
"last_datapoint_time": 1759887900000,
"evaluation_time": 1759889115912,
"expiration_time": 1766367900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 241,
"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": [
[
74425.5688832942,
46766.7704405452,
27658.798442749,
76722.5575987814,
47508.9659680174,
29213.591630764
],
[
74.425569,
46.76677,
27.658798,
76.722558,
47.508966,
29.213592
],
[
0.285791,
0.179582,
0.106208,
0.21889,
0.149378,
0.098465
],
[
10,
10,
10,
10,
10,
10
],
[
-33566,
-26970,
-22641,
-37444,
-31285,
-22275
],
[
1.337408,
1.418717,
1.254007,
1.305151,
1.375176,
1.234094
],
[
157,
78,
79,
157,
78,
79
],
[
102,
52,
50,
102,
52,
50
],
[
55,
26,
29,
55,
26,
29
],
[
64.968153,
66.666667,
63.291139,
64.968153,
66.666667,
63.291139
],
[
0.721151,
0.709359,
0.727324,
0.703758,
0.687588,
0.715775
],
[
10312,
10312,
7188,
11808,
11808,
10667
],
[
-22585,
-22585,
-11310,
-26911,
-26911,
-15921
],
[
155,
150,
160,
155,
150,
160
],
[
121,
124,
118,
121,
124,
118
],
[
218,
203,
232,
218,
203,
232
],
[
24398,
11740,
12658,
24398,
11740,
12658
],
[
3.74324,
10.951573,
3.74324,
3.74324,
10.951573,
3.74324
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301256,
-27352,
-83189,
273574,
-28634,
-93496
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737388800000,
"first_datapoint_time": 1737604800000,
"last_datapoint_time": 1759887900000,
"evaluation_time": 1759889115912,
"expiration_time": 1766367900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 241,
"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) |
|---|