| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 57787.1224 | 41518.9806 | 16268.1418 | 50890.837 | 39116.9107 | 11773.9263 |
| Total P&L (%) | 57.7871 | 41.519 | 16.2681 | 50.8908 | 39.1169 | 11.7739 |
| Avg Daily Profit (%) | 0.2219 | 0.1594 | 0.0625 | 0.1581 | 0.1269 | 0.0428 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -40525 | -35701 | -30453 | -37683 | -32798 | -29869 |
| Profit Factor | 1.2441 | 1.3371 | 1.1433 | 1.2199 | 1.3305 | 1.1041 |
| Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
| Winning Trades | 164 | 83 | 81 | 164 | 83 | 81 |
| Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
| Profitability (%) | 65.3386 | 66.4 | 64.2857 | 65.3386 | 66.4 | 64.2857 |
| Ratio Avg Win / Avg Loss | 0.66 | 0.6766 | 0.6352 | 0.6471 | 0.6733 | 0.6134 |
| Largest Winning Trade | 11603 | 11603 | 6771 | 12636 | 12636 | 5566 |
| Largest Losing Trade | -22608 | -17163 | -22608 | -23078 | -13517 | -23078 |
| Avg Bars in Trades | 96 | 96 | 96 | 96 | 96 | 96 |
| Avg Bars in Winners | 53 | 56 | 51 | 53 | 56 | 51 |
| Avg Bars in Losers | 177 | 176 | 178 | 177 | 176 | 178 |
| Bars Traded | 24241 | 12070 | 12171 | 24241 | 12070 | 12171 |
| Profit Streak | 8.6007 | 9.9132 | 8.6007 | 8.6007 | 9.9132 | 8.6007 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308610 | 211769 | -182104 | 267097 | -25312 | -352709 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736393400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758931796796,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 83,
"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": [
[
57787.1224031344,
41518.9805840179,
16268.1418191164,
50890.837049488,
39116.910705263,
11773.9263442249
],
[
57.787122,
41.518981,
16.268142,
50.890837,
39.116911,
11.773926
],
[
0.2219,
0.159431,
0.062469,
0.158095,
0.126854,
0.042751
],
[
10,
10,
10,
10,
10,
10
],
[
-40525,
-35701,
-30453,
-37683,
-32798,
-29869
],
[
1.244122,
1.33705,
1.143293,
1.219896,
1.330549,
1.104109
],
[
251,
125,
126,
251,
125,
126
],
[
164,
83,
81,
164,
83,
81
],
[
87,
42,
45,
87,
42,
45
],
[
65.338645,
66.4,
64.285714,
65.338645,
66.4,
64.285714
],
[
0.659992,
0.67658,
0.635163,
0.64714,
0.67329,
0.613394
],
[
11603,
11603,
6771,
12636,
12636,
5566
],
[
-22608,
-17163,
-22608,
-23078,
-13517,
-23078
],
[
96,
96,
96,
96,
96,
96
],
[
53,
56,
51,
53,
56,
51
],
[
177,
176,
178,
177,
176,
178
],
[
24241,
12070,
12171,
24241,
12070,
12171
],
[
8.600657,
9.913157,
8.600657,
8.600657,
9.913157,
8.600657
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308610,
211769,
-182104,
267097,
-25312,
-352709
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736393400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758931796796,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 83,
"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) |
|---|