| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 88377.1024 | 59584.4442 | 28792.6581 | 91993.154 | 81439.1145 | 10554.0395 |
| Total P&L (%) | 88.3771 | 59.5844 | 28.7927 | 91.9932 | 81.4391 | 10.554 |
| Avg Daily Profit (%) | 0.3394 | 0.2288 | 0.1106 | 0.2508 | 0.229 | 0.0385 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -44450 | -13842 | -41570 | -93424 | -20128 | -88309 |
| Profit Factor | 1.4379 | 2.0794 | 1.1964 | 1.2927 | 2.0384 | 1.0447 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Profitability (%) | 54.0323 | 53.2258 | 54.8387 | 54.0323 | 53.2258 | 54.8387 |
| Ratio Avg Win / Avg Loss | 1.2233 | 1.8273 | 0.9853 | 1.0998 | 1.7914 | 0.8604 |
| Largest Winning Trade | 24740 | 12291 | 24740 | 21918 | 17313 | 21918 |
| Largest Losing Trade | -20331 | -8936 | -20331 | -37920 | -8692 | -37920 |
| Avg Bars in Trades | 195 | 97 | 292 | 195 | 97 | 292 |
| Avg Bars in Winners | 208 | 138 | 276 | 208 | 138 | 276 |
| Avg Bars in Losers | 179 | 50 | 312 | 179 | 50 | 312 |
| Bars Traded | 24185 | 6032 | 18153 | 24185 | 6032 | 18153 |
| Profit Streak | 7.9246 | 7.9246 | 8.1746 | 7.9246 | 7.9246 | 8.1746 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 387135 | -143356 | -208579 | 327931 | -142738 | -616759 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736451900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758862584263,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 50,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
88377.1023992857,
59584.4442493982,
28792.6581498875,
91993.1540266917,
81439.114479178,
10554.0395475139
],
[
88.377102,
59.584444,
28.792658,
91.993154,
81.439114,
10.55404
],
[
0.339364,
0.228801,
0.110562,
0.25079,
0.229027,
0.038535
],
[
10,
10,
10,
10,
10,
10
],
[
-44450,
-13842,
-41570,
-93424,
-20128,
-88309
],
[
1.437937,
2.079358,
1.196403,
1.292708,
2.038449,
1.044747
],
[
124,
62,
62,
124,
62,
62
],
[
67,
33,
34,
67,
33,
34
],
[
57,
29,
28,
57,
29,
28
],
[
54.032258,
53.225806,
54.83871,
54.032258,
53.225806,
54.83871
],
[
1.223319,
1.827315,
0.985273,
1.099767,
1.791364,
0.86038
],
[
24740,
12291,
24740,
21918,
17313,
21918
],
[
-20331,
-8936,
-20331,
-37920,
-8692,
-37920
],
[
195,
97,
292,
195,
97,
292
],
[
208,
138,
276,
208,
138,
276
],
[
179,
50,
312,
179,
50,
312
],
[
24185,
6032,
18153,
24185,
6032,
18153
],
[
7.924586,
7.924586,
8.174586,
7.924586,
7.924586,
8.174586
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
387135,
-143356,
-208579,
327931,
-142738,
-616759
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736451900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758862584263,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 50,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|