| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 94572.2393 | 65363.908 | 29208.3313 | 83106.0169 | 45867.2629 | 37238.754 |
| Total P&L (%) | 94.5722 | 65.3639 | 29.2083 | 83.106 | 45.8673 | 37.2388 |
| Avg Daily Profit (%) | 0.1816 | 0.1255 | 0.0561 | 0.1162 | 0.0725 | 0.0608 |
| Buy And Hold Return (%) | 24.34 | 24.34 | 24.34 | 24.34 | 24.34 | 24.34 |
| Max Trade Drawdown | -88898 | -35374 | -72265 | -69546 | -33974 | -49584 |
| Profit Factor | 1.2752 | 1.4868 | 1.1395 | 1.2814 | 1.3925 | 1.2086 |
| Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
| Winning Trades | 191 | 95 | 96 | 191 | 95 | 96 |
| Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Profitability (%) | 69.4545 | 69.3431 | 69.5652 | 69.4545 | 69.3431 | 69.5652 |
| Ratio Avg Win / Avg Loss | 0.5608 | 0.6573 | 0.4985 | 0.5635 | 0.6156 | 0.5288 |
| Largest Winning Trade | 28585 | 7534 | 28585 | 40706 | 6082 | 40706 |
| Largest Losing Trade | -33072 | -15879 | -33072 | -23711 | -13882 | -23711 |
| Avg Bars in Trades | 89 | 68 | 110 | 89 | 68 | 110 |
| Avg Bars in Winners | 42 | 36 | 48 | 42 | 36 | 48 |
| Avg Bars in Losers | 196 | 141 | 251 | 196 | 141 | 251 |
| Bars Traded | 24628 | 9403 | 15225 | 24628 | 9403 | 15225 |
| Profit Streak | 5.1454 | 13.937 | 5.1454 | 5.1454 | 13.937 | 5.1454 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304900 | -26060 | -287380 | -37237 | -101556 | -120945 |
{
"trading_pair": "LTC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715295600000,
"first_datapoint_time": 1715698800000,
"last_datapoint_time": 1760293800000,
"evaluation_time": 1760295559362,
"expiration_time": 1766773800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"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": [
[
94572.239290368,
65363.9079827709,
29208.3313075971,
83106.0168848304,
45867.2628869835,
37238.7539978469
],
[
94.572239,
65.363908,
29.208331,
83.106017,
45.867263,
37.238754
],
[
0.18158,
0.1255,
0.05608,
0.116208,
0.072512,
0.060797
],
[
24.339955,
24.339955,
24.339955,
24.339955,
24.339955,
24.339955
],
[
-88898,
-35374,
-72265,
-69546,
-33974,
-49584
],
[
1.275176,
1.486772,
1.139487,
1.281382,
1.392456,
1.208648
],
[
275,
137,
138,
275,
137,
138
],
[
191,
95,
96,
191,
95,
96
],
[
84,
42,
42,
84,
42,
42
],
[
69.454545,
69.343066,
69.565217,
69.454545,
69.343066,
69.565217
],
[
0.560811,
0.65731,
0.498525,
0.56354,
0.615612,
0.528783
],
[
28585,
7534,
28585,
40706,
6082,
40706
],
[
-33072,
-15879,
-33072,
-23711,
-13882,
-23711
],
[
89,
68,
110,
89,
68,
110
],
[
42,
36,
48,
42,
36,
48
],
[
196,
141,
251,
196,
141,
251
],
[
24628,
9403,
15225,
24628,
9403,
15225
],
[
5.145362,
13.937029,
5.145363,
5.145363,
13.93703,
5.145363
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304900,
-26060,
-287380,
-37237,
-101556,
-120945
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715295600000,
"first_datapoint_time": 1715698800000,
"last_datapoint_time": 1760293800000,
"evaluation_time": 1760295559362,
"expiration_time": 1766773800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"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) |
|---|