| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 73927.0469 | 43742.125 | 30184.9219 | 81852.6762 | 53799.3559 | 28053.3203 |
| Total P&L (%) | 73.927 | 43.7421 | 30.1849 | 81.8527 | 53.7994 | 28.0533 |
| Avg Daily Profit (%) | 0.2839 | 0.168 | 0.1159 | 0.2299 | 0.1654 | 0.095 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36891 | -25335 | -22751 | -33755 | -27311 | -27227 |
| Profit Factor | 1.3497 | 1.4259 | 1.2777 | 1.2982 | 1.42 | 1.1917 |
| Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
| Winning Trades | 122 | 66 | 56 | 122 | 66 | 56 |
| Losing Trades | 62 | 26 | 36 | 62 | 26 | 36 |
| Profitability (%) | 66.3043 | 71.7391 | 60.8696 | 66.3043 | 71.7391 | 60.8696 |
| Ratio Avg Win / Avg Loss | 0.6859 | 0.5617 | 0.8214 | 0.6598 | 0.5594 | 0.7661 |
| Largest Winning Trade | 12356 | 12356 | 6625 | 16479 | 16479 | 7963 |
| Largest Losing Trade | -15800 | -15800 | -12943 | -21628 | -14344 | -21628 |
| Avg Bars in Trades | 133 | 127 | 140 | 133 | 127 | 140 |
| Avg Bars in Winners | 80 | 87 | 71 | 80 | 87 | 71 |
| Avg Bars in Losers | 238 | 227 | 246 | 238 | 227 | 246 |
| Bars Traded | 24607 | 11718 | 12890 | 24607 | 11718 | 12890 |
| Profit Streak | 1.3032 | 8.8032 | 0 | 1.3032 | 8.8032 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 218268 | 273130 | -43369 | 190347 | 300193 | -81060 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737191700000,
"first_datapoint_time": 1737405900000,
"last_datapoint_time": 1759690800000,
"evaluation_time": 1759691796801,
"expiration_time": 1766170800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 239,
"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": [
[
73927.0468847869,
43742.1249950842,
30184.9218897026,
81852.676220069,
53799.3559001284,
28053.3203199407
],
[
73.927047,
43.742125,
30.184922,
81.852676,
53.799356,
28.05332
],
[
0.283876,
0.167968,
0.115909,
0.229903,
0.165438,
0.094998
],
[
10,
10,
10,
10,
10,
10
],
[
-36891,
-25335,
-22751,
-33755,
-27311,
-27227
],
[
1.349667,
1.425889,
1.277657,
1.298241,
1.419977,
1.191686
],
[
184,
92,
92,
184,
92,
92
],
[
122,
66,
56,
122,
66,
56
],
[
62,
26,
36,
62,
26,
36
],
[
66.304348,
71.73913,
60.869565,
66.304348,
71.73913,
60.869565
],
[
0.685897,
0.561714,
0.821351,
0.659762,
0.559385,
0.766084
],
[
12356,
12356,
6625,
16479,
16479,
7963
],
[
-15800,
-15800,
-12943,
-21628,
-14344,
-21628
],
[
133,
127,
140,
133,
127,
140
],
[
80,
87,
71,
80,
87,
71
],
[
238,
227,
246,
238,
227,
246
],
[
24607,
11718,
12890,
24607,
11718,
12890
],
[
1.303204,
8.803204,
0,
1.303204,
8.803204,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
218268,
273130,
-43369,
190347,
300193,
-81060
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737191700000,
"first_datapoint_time": 1737405900000,
"last_datapoint_time": 1759690800000,
"evaluation_time": 1759691796801,
"expiration_time": 1766170800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 239,
"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) |
|---|