| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 106891.9217 | 86287.2887 | 20604.633 | 70316.756 | 80889.754 | -10572.998 |
| Total P&L (%) | 106.8919 | 86.2873 | 20.6046 | 70.3168 | 80.8898 | -10.573 |
| Avg Daily Profit (%) | 0.2052 | 0.1657 | 0.0396 | 0.1023 | 0.1139 | -0.0215 |
| Buy And Hold Return (%) | 26.7352 | 26.7352 | 26.7352 | 26.7352 | 26.7352 | 26.7352 |
| Max Trade Drawdown | -60693 | -31061 | -60693 | -92261 | -60555 | -92261 |
| Profit Factor | 1.5718 | 2.26 | 1.1739 | 1.2406 | 1.7716 | 0.9436 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Losing Trades | 20 | 8 | 12 | 20 | 8 | 12 |
| Profitability (%) | 72.973 | 78.3784 | 67.5676 | 72.973 | 78.3784 | 67.5676 |
| Ratio Avg Win / Avg Loss | 0.5821 | 0.6234 | 0.5635 | 0.4595 | 0.4887 | 0.4529 |
| Largest Winning Trade | 19325 | 19325 | 16916 | 23181 | 22193 | 23181 |
| Largest Losing Trade | -60693 | -20077 | -60693 | -92261 | -41449 | -92261 |
| Avg Bars in Trades | 330 | 328 | 331 | 330 | 328 | 331 |
| Avg Bars in Winners | 206 | 241 | 166 | 206 | 241 | 166 |
| Avg Bars in Losers | 664 | 647 | 675 | 664 | 647 | 675 |
| Bars Traded | 24447 | 12172 | 12275 | 24447 | 12172 | 12275 |
| Profit Streak | 9.7973 | 108.0681 | 9.7973 | 9.7973 | 108.0681 | 9.7973 |
| Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -59465 | 378901 | -334334 | -126788 | -38908 | -578399 |
{
"trading_pair": "LTC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714069800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758866885093,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 56,
"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": [
[
106891.9217023689,
86287.2887141755,
20604.6329881935,
70316.7559634306,
80889.7540044922,
-10572.9980410615
],
[
106.891922,
86.287289,
20.604633,
70.316756,
80.889754,
-10.572998
],
[
0.205234,
0.165673,
0.039561,
0.102291,
0.113867,
-0.021453
],
[
26.735249,
26.735249,
26.735249,
26.735249,
26.735249,
26.735249
],
[
-60693,
-31061,
-60693,
-92261,
-60555,
-92261
],
[
1.571761,
2.259969,
1.173925,
1.240605,
1.7716,
0.943585
],
[
74,
37,
37,
74,
37,
37
],
[
54,
29,
25,
54,
29,
25
],
[
20,
8,
12,
20,
8,
12
],
[
72.972973,
78.378378,
67.567568,
72.972973,
78.378378,
67.567568
],
[
0.582134,
0.62344,
0.563484,
0.459483,
0.488717,
0.452921
],
[
19325,
19325,
16916,
23181,
22193,
23181
],
[
-60693,
-20077,
-60693,
-92261,
-41449,
-92261
],
[
330,
328,
331,
330,
328,
331
],
[
206,
241,
166,
206,
241,
166
],
[
664,
647,
675,
664,
647,
675
],
[
24447,
12172,
12275,
24447,
12172,
12275
],
[
9.797281,
108.068114,
9.797281,
9.797281,
108.068114,
9.797281
],
[
2,
6,
1,
2,
6,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-59465,
378901,
-334334,
-126788,
-38908,
-578399
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714069800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758866885093,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 56,
"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) |
|---|