| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 165165.1879 | 126398.5103 | 38766.6776 | 205877.4671 | 170676.4893 | 35200.9778 |
| Total P&L (%) | 165.1652 | 126.3985 | 38.7667 | 205.8775 | 170.6765 | 35.201 |
| Avg Daily Profit (%) | 0.1586 | 0.1213 | 0.0372 | 0.1074 | 0.0956 | 0.029 |
| Buy And Hold Return (%) | 39.0682 | 39.0682 | 39.0682 | 39.0682 | 39.0682 | 39.0682 |
| Max Trade Drawdown | -43085 | -24159 | -45067 | -124721 | -85191 | -102734 |
| Profit Factor | 1.5302 | 1.9721 | 1.2136 | 1.3631 | 1.743 | 1.1044 |
| Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Winning Trades | 97 | 52 | 45 | 97 | 52 | 45 |
| Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
| Profitability (%) | 69.2857 | 74.2857 | 64.2857 | 69.2857 | 74.2857 | 64.2857 |
| Ratio Avg Win / Avg Loss | 0.6784 | 0.6826 | 0.6742 | 0.6043 | 0.6033 | 0.6136 |
| Largest Winning Trade | 25046 | 25046 | 23668 | 65456 | 65456 | 50017 |
| Largest Losing Trade | -43085 | -22883 | -43085 | -74199 | -55164 | -74199 |
| Avg Bars in Trades | 174 | 171 | 176 | 174 | 171 | 176 |
| Avg Bars in Winners | 113 | 118 | 106 | 113 | 118 | 106 |
| Avg Bars in Losers | 312 | 323 | 303 | 312 | 323 | 303 |
| Bars Traded | 24398 | 12013 | 12385 | 24398 | 12013 | 12385 |
| Profit Streak | 11.9822 | 94.7322 | 11.9822 | 11.9822 | 94.7322 | 11.9822 |
| Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325023 | -122541 | -402778 | -48016 | -156248 | -519043 |
{
"trading_pair": "LTC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669122000000,
"first_datapoint_time": 1669989600000,
"last_datapoint_time": 1759122000000,
"evaluation_time": 1759124066102,
"expiration_time": 1765602000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 217,
"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": [
[
165165.1879157175,
126398.5102988858,
38766.6776168318,
205877.4670723283,
170676.4892697069,
35200.9778026216
],
[
165.165188,
126.39851,
38.766678,
205.877467,
170.676489,
35.200978
],
[
0.158558,
0.121342,
0.037216,
0.107387,
0.095638,
0.028957
],
[
39.068241,
39.068241,
39.068241,
39.068241,
39.068241,
39.068241
],
[
-43085,
-24159,
-45067,
-124721,
-85191,
-102734
],
[
1.530248,
1.972077,
1.213641,
1.363146,
1.742965,
1.104391
],
[
140,
70,
70,
140,
70,
70
],
[
97,
52,
45,
97,
52,
45
],
[
43,
18,
25,
43,
18,
25
],
[
69.285714,
74.285714,
64.285714,
69.285714,
74.285714,
64.285714
],
[
0.678358,
0.682642,
0.674245,
0.604281,
0.603334,
0.61355
],
[
25046,
25046,
23668,
65456,
65456,
50017
],
[
-43085,
-22883,
-43085,
-74199,
-55164,
-74199
],
[
174,
171,
176,
174,
171,
176
],
[
113,
118,
106,
113,
118,
106
],
[
312,
323,
303,
312,
323,
303
],
[
24398,
12013,
12385,
24398,
12013,
12385
],
[
11.982246,
94.732246,
11.982246,
11.982247,
94.732247,
11.982247
],
[
2,
5,
1,
2,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325023,
-122541,
-402778,
-48016,
-156248,
-519043
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669122000000,
"first_datapoint_time": 1669989600000,
"last_datapoint_time": 1759122000000,
"evaluation_time": 1759124066102,
"expiration_time": 1765602000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 217,
"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) |
|---|