| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 87549.8704 | 56736.8102 | 30813.0602 | 91119.2224 | 56827.3419 | 34291.8805 |
| Total P&L (%) | 87.5499 | 56.7368 | 30.8131 | 91.1192 | 56.8273 | 34.2919 |
| Avg Daily Profit (%) | 0.3362 | 0.2179 | 0.1183 | 0.249 | 0.1729 | 0.1133 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -52162 | -28505 | -34261 | -45655 | -28054 | -30466 |
| Profit Factor | 1.2652 | 1.3205 | 1.2012 | 1.2638 | 1.3153 | 1.2077 |
| Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
| Winning Trades | 163 | 86 | 77 | 163 | 86 | 77 |
| Losing Trades | 137 | 64 | 73 | 137 | 64 | 73 |
| Profitability (%) | 54.3333 | 57.3333 | 51.3333 | 54.3333 | 57.3333 | 51.3333 |
| Ratio Avg Win / Avg Loss | 1.0634 | 0.9827 | 1.1388 | 1.0622 | 0.9788 | 1.145 |
| Largest Winning Trade | 15087 | 15087 | 8582 | 14925 | 12573 | 14925 |
| Largest Losing Trade | -25415 | -25415 | -14880 | -19175 | -19175 | -14430 |
| Avg Bars in Trades | 82 | 77 | 87 | 82 | 77 | 87 |
| Avg Bars in Winners | 84 | 83 | 85 | 84 | 83 | 85 |
| Avg Bars in Losers | 79 | 68 | 89 | 79 | 68 | 89 |
| Bars Traded | 24684 | 11570 | 13114 | 24684 | 11570 | 13114 |
| Profit Streak | 6.1676 | 6.178 | 6.1676 | 6.1676 | 6.178 | 6.1676 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395081 | 229879 | -38901 | 367971 | 215114 | -45269 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736383500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758838576810,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 139,
"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": [
[
87549.8704056779,
56736.8102263196,
30813.0601793581,
91119.2224046509,
56827.3418550697,
34291.8805495812
],
[
87.54987,
56.73681,
30.81306,
91.119222,
56.827342,
34.291881
],
[
0.336187,
0.217867,
0.118321,
0.249034,
0.172938,
0.113283
],
[
10,
10,
10,
10,
10,
10
],
[
-52162,
-28505,
-34261,
-45655,
-28054,
-30466
],
[
1.265176,
1.320537,
1.201193,
1.263842,
1.315267,
1.207698
],
[
300,
150,
150,
300,
150,
150
],
[
163,
86,
77,
163,
86,
77
],
[
137,
64,
73,
137,
64,
73
],
[
54.333333,
57.333333,
51.333333,
54.333333,
57.333333,
51.333333
],
[
1.063369,
0.982725,
1.138793,
1.062247,
0.978804,
1.14496
],
[
15087,
15087,
8582,
14925,
12573,
14925
],
[
-25415,
-25415,
-14880,
-19175,
-19175,
-14430
],
[
82,
77,
87,
82,
77,
87
],
[
84,
83,
85,
84,
83,
85
],
[
79,
68,
89,
79,
68,
89
],
[
24684,
11570,
13114,
24684,
11570,
13114
],
[
6.167556,
6.177972,
6.167556,
6.167556,
6.177972,
6.167556
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395081,
229879,
-38901,
367971,
215114,
-45269
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736383500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758838576810,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 139,
"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) |
|---|