| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 195895.7123 | 152659.1385 | 43236.5738 | 297182.6212 | 195361.7695 | 101820.8517 |
| Total P&L (%) | 195.8957 | 152.6591 | 43.2366 | 297.1826 | 195.3618 | 101.8209 |
| Avg Daily Profit (%) | 0.1881 | 0.1466 | 0.0415 | 0.1325 | 0.104 | 0.0674 |
| Buy And Hold Return (%) | 43.2888 | 43.2888 | 43.2888 | 43.2888 | 43.2888 | 43.2888 |
| Max Trade Drawdown | -48811 | -42987 | -15542 | -157234 | -157234 | -26197 |
| Profit Factor | 1.6531 | 1.7056 | 1.5174 | 1.441 | 1.381 | 1.6321 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
| Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
| Profitability (%) | 58.642 | 55.5556 | 61.7284 | 58.642 | 55.5556 | 61.7284 |
| Ratio Avg Win / Avg Loss | 1.1659 | 1.3644 | 0.9408 | 1.0163 | 1.1048 | 1.0119 |
| Largest Winning Trade | 44815 | 44815 | 10788 | 71085 | 71085 | 32499 |
| Largest Losing Trade | -37359 | -37359 | -7891 | -157234 | -157234 | -13559 |
| Avg Bars in Trades | 146 | 265 | 27 | 146 | 265 | 27 |
| Avg Bars in Winners | 101 | 184 | 26 | 101 | 184 | 26 |
| Avg Bars in Losers | 209 | 366 | 27 | 209 | 366 | 27 |
| Bars Traded | 23671 | 21483 | 2188 | 23671 | 21483 | 2188 |
| Profit Streak | 49.1954 | 0 | 50.2787 | 49.1954 | 0 | 50.2787 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 371367 | -9154 | -312384 | -12753 | -66525 | -114343 |
{
"trading_pair": "LTC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669395600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759034478429,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 63,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 186,
"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": [
[
195895.71230245,
152659.1384915253,
43236.5738109245,
297182.6211632502,
195361.7695130404,
101820.8516502097
],
[
195.895712,
152.659138,
43.236574,
297.182621,
195.36177,
101.820852
],
[
0.188068,
0.146559,
0.041509,
0.132499,
0.10403,
0.067438
],
[
43.28877,
43.28877,
43.28877,
43.28877,
43.28877,
43.28877
],
[
-48811,
-42987,
-15542,
-157234,
-157234,
-26197
],
[
1.653135,
1.70555,
1.517416,
1.440981,
1.380959,
1.632052
],
[
162,
81,
81,
162,
81,
81
],
[
95,
45,
50,
95,
45,
50
],
[
67,
36,
31,
67,
36,
31
],
[
58.641975,
55.555556,
61.728395,
58.641975,
55.555556,
61.728395
],
[
1.165895,
1.36444,
0.940798,
1.016271,
1.104767,
1.011872
],
[
44815,
44815,
10788,
71085,
71085,
32499
],
[
-37359,
-37359,
-7891,
-157234,
-157234,
-13559
],
[
146,
265,
27,
146,
265,
27
],
[
101,
184,
26,
101,
184,
26
],
[
209,
366,
27,
209,
366,
27
],
[
23671,
21483,
2188,
23671,
21483,
2188
],
[
49.195352,
0,
50.278685,
49.195352,
0,
50.278685
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
371367,
-9154,
-312384,
-12753,
-66525,
-114343
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669395600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759034478429,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 63,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 186,
"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) |
|---|