| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 107580.9887 | 87087.7261 | 20493.2625 | 75592.898 | 86549.7074 | -10956.8095 |
| Total P&L (%) | 107.581 | 87.0877 | 20.4933 | 75.5929 | 86.5497 | -10.9568 |
| Avg Daily Profit (%) | 0.2066 | 0.1672 | 0.0393 | 0.1082 | 0.1198 | -0.0223 |
| Buy And Hold Return (%) | 34.3108 | 34.3108 | 34.3108 | 34.3108 | 34.3108 | 34.3108 |
| Max Trade Drawdown | -57370 | -25726 | -60055 | -77322 | -38870 | -81354 |
| Profit Factor | 1.5573 | 2.404 | 1.1564 | 1.2649 | 1.9672 | 0.9441 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Profitability (%) | 65.0602 | 63.4146 | 66.6667 | 65.0602 | 63.4146 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.8363 | 1.3869 | 0.5782 | 0.6793 | 1.1349 | 0.472 |
| Largest Winning Trade | 24541 | 24541 | 16452 | 26725 | 26725 | 21837 |
| Largest Losing Trade | -57370 | -10689 | -57370 | -77322 | -14919 | -77322 |
| Avg Bars in Trades | 291 | 226 | 355 | 291 | 226 | 355 |
| Avg Bars in Winners | 205 | 218 | 193 | 205 | 218 | 193 |
| Avg Bars in Losers | 452 | 240 | 678 | 452 | 240 | 678 |
| Bars Traded | 24223 | 9298 | 14924 | 24223 | 9298 | 14924 |
| Profit Streak | 0 | 25.759 | 0 | 0 | 25.759 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 182156 | 325299 | -354596 | -55547 | -32247 | -579143 |
{
"trading_pair": "LTC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714514400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758798777921,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 204,
"offset": 234
}
}
}
{
"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": [
[
107580.9886619707,
87087.7261316219,
20493.2625303488,
75592.8979587158,
86549.7074215137,
-10956.8094627979
],
[
107.580989,
87.087726,
20.493263,
75.592898,
86.549707,
-10.956809
],
[
0.206557,
0.16721,
0.039347,
0.108155,
0.11979,
-0.022279
],
[
34.310777,
34.310777,
34.310777,
34.310777,
34.310777,
34.310777
],
[
-57370,
-25726,
-60055,
-77322,
-38870,
-81354
],
[
1.557338,
2.403978,
1.15644,
1.264861,
1.967164,
0.944074
],
[
83,
41,
42,
83,
41,
42
],
[
54,
26,
28,
54,
26,
28
],
[
29,
15,
14,
29,
15,
14
],
[
65.060241,
63.414634,
66.666667,
65.060241,
63.414634,
66.666667
],
[
0.836348,
1.386911,
0.57822,
0.679277,
1.134903,
0.472037
],
[
24541,
24541,
16452,
26725,
26725,
21837
],
[
-57370,
-10689,
-57370,
-77322,
-14919,
-77322
],
[
291,
226,
355,
291,
226,
355
],
[
205,
218,
193,
205,
218,
193
],
[
452,
240,
678,
452,
240,
678
],
[
24223,
9298,
14924,
24223,
9298,
14924
],
[
0,
25.759004,
0,
0,
25.759004,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
182156,
325299,
-354596,
-55547,
-32247,
-579143
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714514400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758798777921,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 204,
"offset": 234
}
}
}
| # | 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) |
|---|