| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 128429.2128 | 65335.4453 | 63093.7675 | 212973.0868 | 107937.6736 | 105035.4133 |
| Total P&L (%) | 128.4292 | 65.3354 | 63.0938 | 212.9731 | 107.9377 | 105.0354 |
| Avg Daily Profit (%) | 0.4932 | 0.2509 | 0.2423 | 0.4391 | 0.2815 | 0.2761 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -21091 | -19195 | -20003 | -31779 | -28795 | -41642 |
| Profit Factor | 1.6831 | 1.6683 | 1.6992 | 1.6816 | 1.6622 | 1.7027 |
| Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
| Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Profitability (%) | 70 | 69.4118 | 70.5882 | 70 | 69.4118 | 70.5882 |
| Ratio Avg Win / Avg Loss | 0.7213 | 0.7352 | 0.708 | 0.7207 | 0.7325 | 0.7095 |
| Largest Winning Trade | 10834 | 10834 | 8777 | 19300 | 19300 | 15237 |
| Largest Losing Trade | -14703 | -14703 | -12131 | -21569 | -18412 | -21569 |
| Avg Bars in Trades | 142 | 137 | 147 | 142 | 137 | 147 |
| Avg Bars in Winners | 97 | 99 | 95 | 97 | 99 | 95 |
| Avg Bars in Losers | 247 | 224 | 270 | 247 | 224 | 270 |
| Bars Traded | 24231 | 11714 | 12517 | 24231 | 11714 | 12517 |
| Profit Streak | 7.3863 | 7.3863 | 20.0842 | 7.3863 | 7.3863 | 20.0842 |
| Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 512616 | 372373 | 388708 | 495870 | 392566 | 415937 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737076500000,
"first_datapoint_time": 1737298800000,
"last_datapoint_time": 1759575600000,
"evaluation_time": 1759576574454,
"expiration_time": 1766055600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 248,
"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": [
[
128429.2128069106,
65335.4453249521,
63093.7674819586,
212973.0868246437,
107937.673569963,
105035.4132546806
],
[
128.429213,
65.335445,
63.093767,
212.973087,
107.937674,
105.035413
],
[
0.493162,
0.250885,
0.242277,
0.439079,
0.281506,
0.276094
],
[
10,
10,
10,
10,
10,
10
],
[
-21091,
-19195,
-20003,
-31779,
-28795,
-41642
],
[
1.683114,
1.668305,
1.699157,
1.681602,
1.662214,
1.702745
],
[
170,
85,
85,
170,
85,
85
],
[
119,
59,
60,
119,
59,
60
],
[
51,
26,
25,
51,
26,
25
],
[
70,
69.411765,
70.588235,
70,
69.411765,
70.588235
],
[
0.721335,
0.735185,
0.707982,
0.720687,
0.732501,
0.709477
],
[
10834,
10834,
8777,
19300,
19300,
15237
],
[
-14703,
-14703,
-12131,
-21569,
-18412,
-21569
],
[
142,
137,
147,
142,
137,
147
],
[
97,
99,
95,
97,
99,
95
],
[
247,
224,
270,
247,
224,
270
],
[
24231,
11714,
12517,
24231,
11714,
12517
],
[
7.386278,
7.386278,
20.084195,
7.386278,
7.386278,
20.084195
],
[
4,
2,
6,
4,
2,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
512616,
372373,
388708,
495870,
392566,
415937
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737076500000,
"first_datapoint_time": 1737298800000,
"last_datapoint_time": 1759575600000,
"evaluation_time": 1759576574454,
"expiration_time": 1766055600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 248,
"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) |
|---|