| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343026.1377 | 278326.0623 | 64700.0754 | 603747.471 | 497191.423 | 106556.0479 |
| Total P&L (%) | 343.0261 | 278.3261 | 64.7001 | 603.7475 | 497.1914 | 106.556 |
| Avg Daily Profit (%) | 0.1647 | 0.1336 | 0.0311 | 0.0937 | 0.0858 | 0.0348 |
| Buy And Hold Return (%) | 87.8952 | 87.8952 | 87.8952 | 87.8952 | 87.8952 | 87.8952 |
| Max Trade Drawdown | -59052 | -61853 | -47270 | -294215 | -323879 | -204797 |
| Profit Factor | 1.9209 | 2.2466 | 1.4336 | 1.3563 | 1.4875 | 1.158 |
| Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
| Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Profitability (%) | 50.365 | 50 | 50.7246 | 50.365 | 50 | 50.7246 |
| Ratio Avg Win / Avg Loss | 1.8931 | 2.2466 | 1.3927 | 1.3367 | 1.4875 | 1.1249 |
| Largest Winning Trade | 181965 | 181965 | 27108 | 278825 | 278825 | 109616 |
| Largest Losing Trade | -21364 | -21364 | -13975 | -93014 | -93014 | -62424 |
| Avg Bars in Trades | 176 | 297 | 57 | 176 | 297 | 57 |
| Avg Bars in Winners | 227 | 384 | 74 | 227 | 384 | 74 |
| Avg Bars in Losers | 125 | 210 | 39 | 125 | 210 | 39 |
| Bars Traded | 24176 | 20234 | 3942 | 24176 | 20234 | 3942 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326447 | -122544 | -417862 | -66700 | -187231 | -394411 |
{
"trading_pair": "LTC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579874400000,
"first_datapoint_time": 1582812000000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759942813202,
"expiration_time": 1766419200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 160,
"offset": 247
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 189,
"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": [
[
343026.1377361391,
278326.0623303205,
64700.0754058186,
603747.4709521178,
497191.4230131982,
106556.0479389199
],
[
343.026138,
278.326062,
64.700075,
603.747471,
497.191423,
106.556048
],
[
0.164653,
0.133597,
0.031056,
0.093704,
0.085816,
0.034825
],
[
87.895241,
87.895241,
87.895241,
87.895241,
87.895241,
87.895241
],
[
-59052,
-61853,
-47270,
-294215,
-323879,
-204797
],
[
1.920925,
2.246594,
1.433615,
1.356326,
1.487457,
1.158002
],
[
137,
68,
69,
137,
68,
69
],
[
69,
34,
35,
69,
34,
35
],
[
68,
34,
34,
68,
34,
34
],
[
50.364964,
50,
50.724638,
50.364964,
50,
50.724638
],
[
1.893086,
2.246594,
1.392655,
1.336669,
1.487457,
1.124916
],
[
181965,
181965,
27108,
278825,
278825,
109616
],
[
-21364,
-21364,
-13975,
-93014,
-93014,
-62424
],
[
176,
297,
57,
176,
297,
57
],
[
227,
384,
74,
227,
384,
74
],
[
125,
210,
39,
125,
210,
39
],
[
24176,
20234,
3942,
24176,
20234,
3942
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326447,
-122544,
-417862,
-66700,
-187231,
-394411
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579874400000,
"first_datapoint_time": 1582812000000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759942813202,
"expiration_time": 1766419200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 160,
"offset": 247
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 189,
"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) |
|---|