| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 95172.5469 | 49249.4072 | 45923.1397 | 125403.6299 | 63363.2889 | 62040.341 |
| Total P&L (%) | 95.1725 | 49.2494 | 45.9231 | 125.4036 | 63.3633 | 62.0403 |
| Avg Daily Profit (%) | 0.3655 | 0.1891 | 0.1763 | 0.3126 | 0.1886 | 0.1855 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -34428 | -18183 | -23116 | -31658 | -24702 | -20657 |
| Profit Factor | 1.5297 | 1.5253 | 1.5345 | 1.5485 | 1.5349 | 1.563 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Profitability (%) | 66.4474 | 67.1053 | 65.7895 | 66.4474 | 67.1053 | 65.7895 |
| Ratio Avg Win / Avg Loss | 0.7724 | 0.7477 | 0.7979 | 0.7819 | 0.7524 | 0.8128 |
| Largest Winning Trade | 12182 | 12182 | 8389 | 13434 | 13434 | 8977 |
| Largest Losing Trade | -17267 | -17267 | -11029 | -20133 | -20133 | -18413 |
| Avg Bars in Trades | 159 | 156 | 162 | 159 | 156 | 162 |
| Avg Bars in Winners | 112 | 111 | 112 | 112 | 111 | 112 |
| Avg Bars in Losers | 252 | 247 | 257 | 252 | 247 | 257 |
| Bars Traded | 24203 | 11859 | 12344 | 24203 | 11859 | 12344 |
| Profit Streak | 7.3777 | 7.3777 | 22.3465 | 7.3777 | 7.3777 | 22.3465 |
| Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 432120 | -41292 | -41360 | 419986 | -40279 | -39942 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737066600000,
"first_datapoint_time": 1737261000000,
"last_datapoint_time": 1759565700000,
"evaluation_time": 1759566835741,
"expiration_time": 1766045700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 202,
"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": [
[
95172.5468829534,
49249.4072134116,
45923.1396695417,
125403.6298935326,
63363.28890184,
62040.3409916926
],
[
95.172547,
49.249407,
45.92314,
125.40363,
63.363289,
62.040341
],
[
0.365458,
0.189115,
0.176343,
0.312569,
0.188645,
0.185517
],
[
10,
10,
10,
10,
10,
10
],
[
-34428,
-18183,
-23116,
-31658,
-24702,
-20657
],
[
1.529663,
1.525252,
1.534477,
1.548481,
1.534945,
1.563032
],
[
152,
76,
76,
152,
76,
76
],
[
101,
51,
50,
101,
51,
50
],
[
51,
25,
26,
51,
25,
26
],
[
66.447368,
67.105263,
65.789474,
66.447368,
67.105263,
65.789474
],
[
0.772404,
0.747673,
0.797928,
0.781906,
0.752424,
0.812777
],
[
12182,
12182,
8389,
13434,
13434,
8977
],
[
-17267,
-17267,
-11029,
-20133,
-20133,
-18413
],
[
159,
156,
162,
159,
156,
162
],
[
112,
111,
112,
112,
111,
112
],
[
252,
247,
257,
252,
247,
257
],
[
24203,
11859,
12344,
24203,
11859,
12344
],
[
7.377728,
7.377728,
22.346478,
7.377728,
7.377728,
22.346478
],
[
4,
2,
6,
4,
2,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432120,
-41292,
-41360,
419986,
-40279,
-39942
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737066600000,
"first_datapoint_time": 1737261000000,
"last_datapoint_time": 1759565700000,
"evaluation_time": 1759566835741,
"expiration_time": 1766045700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 202,
"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) |
|---|