| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 104693.8956 | 59307.7455 | 45386.1501 | 147885.8288 | 89401.7908 | 58484.038 |
| Total P&L (%) | 104.6939 | 59.3077 | 45.3862 | 147.8858 | 89.4018 | 58.484 |
| Avg Daily Profit (%) | 0.402 | 0.2277 | 0.1743 | 0.3492 | 0.2456 | 0.177 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -29725 | -22024 | -16642 | -45275 | -27048 | -29855 |
| Profit Factor | 1.4958 | 1.546 | 1.4426 | 1.4591 | 1.5539 | 1.3639 |
| Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
| Winning Trades | 163 | 85 | 78 | 163 | 85 | 78 |
| Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
| Profitability (%) | 72.7679 | 75.8929 | 69.6429 | 72.7679 | 75.8929 | 69.6429 |
| Ratio Avg Win / Avg Loss | 0.5598 | 0.4911 | 0.6288 | 0.546 | 0.4936 | 0.5945 |
| Largest Winning Trade | 11847 | 11847 | 9555 | 18390 | 18390 | 9728 |
| Largest Losing Trade | -14253 | -14253 | -12943 | -27783 | -23391 | -27783 |
| Avg Bars in Trades | 110 | 107 | 113 | 110 | 107 | 113 |
| Avg Bars in Winners | 57 | 58 | 55 | 57 | 58 | 55 |
| Avg Bars in Losers | 252 | 260 | 245 | 252 | 260 | 245 |
| Bars Traded | 24733 | 12023 | 12710 | 24733 | 12023 | 12710 |
| Profit Streak | 0.5263 | 9.4326 | 0 | 0.5263 | 9.4326 | 0 |
| Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 297579 | 384390 | 220275 | 273260 | 417274 | 238922 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737240300000,
"first_datapoint_time": 1737391500000,
"last_datapoint_time": 1759739400000,
"evaluation_time": 1759739875053,
"expiration_time": 1766219400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 45,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 169,
"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": [
[
104693.8956184606,
59307.7455051287,
45386.1501133319,
147885.8287946486,
89401.7907524116,
58484.0380422372
],
[
104.693896,
59.307746,
45.38615,
147.885829,
89.401791,
58.484038
],
[
0.402019,
0.227739,
0.174281,
0.349198,
0.245559,
0.17698
],
[
10,
10,
10,
10,
10,
10
],
[
-29725,
-22024,
-16642,
-45275,
-27048,
-29855
],
[
1.495783,
1.545989,
1.4426,
1.459114,
1.5539,
1.363918
],
[
224,
112,
112,
224,
112,
112
],
[
163,
85,
78,
163,
85,
78
],
[
61,
27,
34,
61,
27,
34
],
[
72.767857,
75.892857,
69.642857,
72.767857,
75.892857,
69.642857
],
[
0.559772,
0.491079,
0.628826,
0.546049,
0.493592,
0.594528
],
[
11847,
11847,
9555,
18390,
18390,
9728
],
[
-14253,
-14253,
-12943,
-27783,
-23391,
-27783
],
[
110,
107,
113,
110,
107,
113
],
[
57,
58,
55,
57,
58,
55
],
[
252,
260,
245,
252,
260,
245
],
[
24733,
12023,
12710,
24733,
12023,
12710
],
[
0.526332,
9.432582,
0,
0.526332,
9.432582,
0
],
[
1,
5,
0,
1,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
297579,
384390,
220275,
273260,
417274,
238922
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737240300000,
"first_datapoint_time": 1737391500000,
"last_datapoint_time": 1759739400000,
"evaluation_time": 1759739875053,
"expiration_time": 1766219400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 45,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 169,
"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) |
|---|