| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 156819.498 | 89115.4103 | 67704.0877 | 307023.968 | 185998.6224 | 121025.3456 |
| Total P&L (%) | 156.8195 | 89.1154 | 67.7041 | 307.024 | 185.9986 | 121.0253 |
| Avg Daily Profit (%) | 0.6022 | 0.3422 | 0.26 | 0.5405 | 0.4043 | 0.305 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -28005 | -17953 | -16918 | -44995 | -33131 | -44877 |
| Profit Factor | 1.8129 | 1.889 | 1.7306 | 1.8587 | 2.0488 | 1.6716 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 128 | 66 | 62 | 128 | 66 | 62 |
| Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Profitability (%) | 70.3297 | 72.5275 | 68.1319 | 70.3297 | 72.5275 | 68.1319 |
| Ratio Avg Win / Avg Loss | 0.7648 | 0.7155 | 0.8095 | 0.7841 | 0.7761 | 0.7819 |
| Largest Winning Trade | 11539 | 11539 | 8920 | 24336 | 24336 | 17734 |
| Largest Losing Trade | -17953 | -17953 | -11881 | -44877 | -32437 | -44877 |
| Avg Bars in Trades | 133 | 130 | 137 | 133 | 130 | 137 |
| Avg Bars in Winners | 93 | 86 | 101 | 93 | 86 | 101 |
| Avg Bars in Losers | 229 | 246 | 214 | 229 | 246 | 214 |
| Bars Traded | 24356 | 11858 | 12497 | 24356 | 11858 | 12497 |
| Profit Streak | 0.6615 | 8.3802 | 0 | 0.6615 | 8.3802 | 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 | 382347 | 456857 | 338573 | 366542 | 487076 | 353844 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737175500000,
"first_datapoint_time": 1737363600000,
"last_datapoint_time": 1759674600000,
"evaluation_time": 1759675049524,
"expiration_time": 1766154600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 220,
"offset": 0,
"std": 4.10632
}
}
} {
"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": [
[
156819.4979751683,
89115.4102998504,
67704.087675318,
307023.9680206171,
185998.6223803239,
121025.3456402934
],
[
156.819498,
89.11541,
67.704088,
307.023968,
185.998622,
121.025346
],
[
0.602179,
0.342199,
0.25998,
0.54047,
0.404324,
0.305013
],
[
10,
10,
10,
10,
10,
10
],
[
-28005,
-17953,
-16918,
-44995,
-33131,
-44877
],
[
1.812913,
1.889022,
1.730587,
1.858723,
2.048827,
1.671632
],
[
182,
91,
91,
182,
91,
91
],
[
128,
66,
62,
128,
66,
62
],
[
54,
25,
29,
54,
25,
29
],
[
70.32967,
72.527473,
68.131868,
70.32967,
72.527473,
68.131868
],
[
0.764823,
0.715539,
0.809468,
0.784149,
0.776071,
0.781893
],
[
11539,
11539,
8920,
24336,
24336,
17734
],
[
-17953,
-17953,
-11881,
-44877,
-32437,
-44877
],
[
133,
130,
137,
133,
130,
137
],
[
93,
86,
101,
93,
86,
101
],
[
229,
246,
214,
229,
246,
214
],
[
24356,
11858,
12497,
24356,
11858,
12497
],
[
0.661453,
8.380203,
0,
0.661453,
8.380203,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382347,
456857,
338573,
366542,
487076,
353844
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737175500000,
"first_datapoint_time": 1737363600000,
"last_datapoint_time": 1759674600000,
"evaluation_time": 1759675049524,
"expiration_time": 1766154600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 220,
"offset": 0,
"std": 4.10632
}
}
}
| # | 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) |
|---|