| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 94562.6313 | 59400.2077 | 35162.4236 | 121602.0509 | 84361.9902 | 37240.0607 |
| Total P&L (%) | 94.5626 | 59.4002 | 35.1624 | 121.6021 | 84.362 | 37.2401 |
| Avg Daily Profit (%) | 0.3631 | 0.2281 | 0.135 | 0.306 | 0.2352 | 0.1216 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -23738 | -23394 | -25338 | -43005 | -31160 | -53966 |
| Profit Factor | 1.6057 | 1.9774 | 1.3688 | 1.5217 | 1.9783 | 1.2536 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Profitability (%) | 74.4361 | 74.2424 | 74.6269 | 74.4361 | 74.2424 | 74.6269 |
| Ratio Avg Win / Avg Loss | 0.5515 | 0.6861 | 0.4654 | 0.5226 | 0.6864 | 0.4262 |
| Largest Winning Trade | 9168 | 9168 | 8713 | 11163 | 11163 | 10908 |
| Largest Losing Trade | -18990 | -12103 | -18990 | -36928 | -15998 | -36928 |
| Avg Bars in Trades | 183 | 188 | 178 | 183 | 188 | 178 |
| Avg Bars in Winners | 112 | 109 | 115 | 112 | 109 | 115 |
| Avg Bars in Losers | 390 | 415 | 365 | 390 | 415 | 365 |
| Bars Traded | 24421 | 12435 | 11986 | 24421 | 12435 | 11986 |
| Profit Streak | 0 | 23.1041 | 0 | 0 | 23.1041 | 0 |
| Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 420448 | -112708 | -131474 | 385249 | -111939 | -149847 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736375400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758822290452,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 165,
"offset": 0,
"a": 0.03343
}
}
}
{
"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": [
[
94562.6313368217,
59400.2077346171,
35162.4236022047,
121602.0508803877,
84361.9902250423,
37240.0606553454
],
[
94.562631,
59.400208,
35.162424,
121.602051,
84.36199,
37.240061
],
[
0.363116,
0.228094,
0.135022,
0.306017,
0.235178,
0.121632
],
[
10,
10,
10,
10,
10,
10
],
[
-23738,
-23394,
-25338,
-43005,
-31160,
-53966
],
[
1.605748,
1.977445,
1.368818,
1.521677,
1.978337,
1.253561
],
[
133,
66,
67,
133,
66,
67
],
[
99,
49,
50,
99,
49,
50
],
[
34,
17,
17,
34,
17,
17
],
[
74.43609,
74.242424,
74.626866,
74.43609,
74.242424,
74.626866
],
[
0.551469,
0.686052,
0.465398,
0.522596,
0.686362,
0.426211
],
[
9168,
9168,
8713,
11163,
11163,
10908
],
[
-18990,
-12103,
-18990,
-36928,
-15998,
-36928
],
[
183,
188,
178,
183,
188,
178
],
[
112,
109,
115,
112,
109,
115
],
[
390,
415,
365,
390,
415,
365
],
[
24421,
12435,
11986,
24421,
12435,
11986
],
[
0,
23.104056,
0,
0,
23.104056,
0
],
[
0,
6,
0,
0,
6,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
420448,
-112708,
-131474,
385249,
-111939,
-149847
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736375400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758822290452,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 165,
"offset": 0,
"a": 0.03343
}
}
}
| # | 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) |
|---|