| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 79286.247 | 33252.2323 | 46034.0147 | 79018.1049 | 29505.9326 | 49512.1723 |
| Total P&L (%) | 79.2862 | 33.2522 | 46.034 | 79.0181 | 29.5059 | 49.5122 |
| Avg Daily Profit (%) | 0.3045 | 0.1277 | 0.1768 | 0.2239 | 0.0993 | 0.1546 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36018 | -24843 | -28945 | -45261 | -26797 | -36000 |
| Profit Factor | 1.267 | 1.2186 | 1.3179 | 1.241 | 1.1762 | 1.3086 |
| Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
| Winning Trades | 212 | 109 | 103 | 212 | 109 | 103 |
| Losing Trades | 100 | 47 | 53 | 100 | 47 | 53 |
| Profitability (%) | 67.9487 | 69.8718 | 66.0256 | 67.9487 | 69.8718 | 66.0256 |
| Ratio Avg Win / Avg Loss | 0.5977 | 0.5255 | 0.6781 | 0.5854 | 0.5072 | 0.6733 |
| Largest Winning Trade | 32774 | 10976 | 32774 | 44189 | 10841 | 44189 |
| Largest Losing Trade | -17212 | -17212 | -13222 | -15183 | -14422 | -15183 |
| Avg Bars in Trades | 79 | 88 | 70 | 79 | 88 | 70 |
| Avg Bars in Winners | 53 | 57 | 47 | 53 | 57 | 47 |
| Avg Bars in Losers | 134 | 159 | 113 | 134 | 159 | 113 |
| Bars Traded | 24715 | 13790 | 10925 | 24715 | 13790 | 10925 |
| Profit Streak | 2.3036 | 2.3036 | 7.9286 | 2.3036 | 2.3036 | 7.9286 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 300155 | -27813 | 246932 | 269627 | -92205 | 249186 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737639900000,
"first_datapoint_time": 1737805500000,
"last_datapoint_time": 1760139000000,
"evaluation_time": 1760139134722,
"expiration_time": 1766619000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 27,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 185,
"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": [
[
79286.2470398432,
33252.232340997,
46034.0146988463,
79018.1049045956,
29505.9326407855,
49512.1722638101
],
[
79.286247,
33.252232,
46.034015,
79.018105,
29.505933,
49.512172
],
[
0.304455,
0.127687,
0.176768,
0.223857,
0.099334,
0.154565
],
[
10,
10,
10,
10,
10,
10
],
[
-36018,
-24843,
-28945,
-45261,
-26797,
-36000
],
[
1.267039,
1.218638,
1.317869,
1.240998,
1.176236,
1.308573
],
[
312,
156,
156,
312,
156,
156
],
[
212,
109,
103,
212,
109,
103
],
[
100,
47,
53,
100,
47,
53
],
[
67.948718,
69.871795,
66.025641,
67.948718,
69.871795,
66.025641
],
[
0.59766,
0.525468,
0.678127,
0.585377,
0.507184,
0.673344
],
[
32774,
10976,
32774,
44189,
10841,
44189
],
[
-17212,
-17212,
-13222,
-15183,
-14422,
-15183
],
[
79,
88,
70,
79,
88,
70
],
[
53,
57,
47,
53,
57,
47
],
[
134,
159,
113,
134,
159,
113
],
[
24715,
13790,
10925,
24715,
13790,
10925
],
[
2.303642,
2.303642,
7.928642,
2.303643,
2.303643,
7.928643
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300155,
-27813,
246932,
269627,
-92205,
249186
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737639900000,
"first_datapoint_time": 1737805500000,
"last_datapoint_time": 1760139000000,
"evaluation_time": 1760139134722,
"expiration_time": 1766619000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 27,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 185,
"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) |
|---|