| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 100060.9396 | 59535.1207 | 40525.8189 | 126574.1561 | 69145.6317 | 57428.5244 |
| Total P&L (%) | 100.0609 | 59.5351 | 40.5258 | 126.5742 | 69.1456 | 57.4285 |
| Avg Daily Profit (%) | 0.3842 | 0.2286 | 0.1556 | 0.3146 | 0.202 | 0.1744 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37925 | -23902 | -19774 | -29611 | -22479 | -18188 |
| Profit Factor | 1.4818 | 1.5896 | 1.3799 | 1.5898 | 1.6632 | 1.5205 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 112 | 57 | 55 | 112 | 57 | 55 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 74.6667 | 76 | 73.3333 | 74.6667 | 76 | 73.3333 |
| Ratio Avg Win / Avg Loss | 0.5028 | 0.502 | 0.5018 | 0.5394 | 0.5252 | 0.5529 |
| Largest Winning Trade | 11922 | 11922 | 6991 | 12867 | 12867 | 8583 |
| Largest Losing Trade | -23806 | -17621 | -23806 | -23806 | -13378 | -23806 |
| Avg Bars in Trades | 165 | 161 | 169 | 165 | 161 | 169 |
| Avg Bars in Winners | 115 | 115 | 115 | 115 | 115 | 115 |
| Avg Bars in Losers | 311 | 306 | 316 | 311 | 306 | 316 |
| Bars Traded | 24802 | 12120 | 12682 | 24802 | 12120 | 12682 |
| Profit Streak | 4.0562 | 4.0562 | 16.6499 | 4.0562 | 4.0562 | 16.6499 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 417805 | -47518 | -49545 | 420128 | -46919 | -47188 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736781300000,
"first_datapoint_time": 1736923500000,
"last_datapoint_time": 1759280400000,
"evaluation_time": 1759280754868,
"expiration_time": 1765760400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 82,
"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": [
[
100060.9395808147,
59535.1206560632,
40525.8189247515,
126574.1560937066,
69145.6316606436,
57428.5244330629
],
[
100.06094,
59.535121,
40.525819,
126.574156,
69.145632,
57.428524
],
[
0.384229,
0.228612,
0.155617,
0.314564,
0.202028,
0.174409
],
[
10,
10,
10,
10,
10,
10
],
[
-37925,
-23902,
-19774,
-29611,
-22479,
-18188
],
[
1.481841,
1.589603,
1.37985,
1.58983,
1.663176,
1.520516
],
[
150,
75,
75,
150,
75,
75
],
[
112,
57,
55,
112,
57,
55
],
[
38,
18,
20,
38,
18,
20
],
[
74.666667,
76,
73.333333,
74.666667,
76,
73.333333
],
[
0.502768,
0.50198,
0.501764,
0.539406,
0.525213,
0.552915
],
[
11922,
11922,
6991,
12867,
12867,
8583
],
[
-23806,
-17621,
-23806,
-23806,
-13378,
-23806
],
[
165,
161,
169,
165,
161,
169
],
[
115,
115,
115,
115,
115,
115
],
[
311,
306,
316,
311,
306,
316
],
[
24802,
12120,
12682,
24802,
12120,
12682
],
[
4.05619,
4.056191,
16.64994,
4.056191,
4.056191,
16.649941
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
417805,
-47518,
-49545,
420128,
-46919,
-47188
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736781300000,
"first_datapoint_time": 1736923500000,
"last_datapoint_time": 1759280400000,
"evaluation_time": 1759280754868,
"expiration_time": 1765760400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 82,
"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) |
|---|