| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 59247.4334 | 31749.6778 | 27497.7556 | 67217.8176 | 34715.1109 | 32502.7067 |
| Total P&L (%) | 59.2474 | 31.7497 | 27.4978 | 67.2178 | 34.7151 | 32.5027 |
| Avg Daily Profit (%) | 0.6825 | 0.3657 | 0.3168 | 0.594 | 0.3439 | 0.3247 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -21537 | -10035 | -16553 | -33549 | -11866 | -25841 |
| Profit Factor | 1.7413 | 1.8582 | 1.6406 | 1.6253 | 1.7073 | 1.5565 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Profitability (%) | 55.4217 | 56.0976 | 54.7619 | 55.4217 | 56.0976 | 54.7619 |
| Ratio Avg Win / Avg Loss | 1.4006 | 1.4543 | 1.3553 | 1.3073 | 1.3362 | 1.2858 |
| Largest Winning Trade | 24239 | 15148 | 24239 | 32624 | 18359 | 32624 |
| Largest Losing Trade | -9167 | -4227 | -9167 | -13759 | -5839 | -13759 |
| Avg Bars in Trades | 294 | 318 | 270 | 294 | 318 | 270 |
| Avg Bars in Winners | 349 | 372 | 325 | 349 | 372 | 325 |
| Avg Bars in Losers | 225 | 248 | 204 | 225 | 248 | 204 |
| Bars Traded | 24407 | 13039 | 11368 | 24407 | 13039 | 11368 |
| Profit Streak | 1.8409 | 0 | 2.6812 | 1.8409 | 0 | 2.6812 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305276 | 275575 | 163720 | 289118 | 257847 | 169788 |
{
"trading_pair": "LTC_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752788100000,
"first_datapoint_time": 1752855000000,
"last_datapoint_time": 1760287800000,
"evaluation_time": 1760288155110,
"expiration_time": 1766767800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 197,
"offset": 0,
"a": 0.63827
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 224,
"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": [
[
59247.4334098231,
31749.6778132639,
27497.7555965593,
67217.8175838395,
34715.1108514619,
32502.7067323775
],
[
59.247433,
31.749678,
27.497756,
67.217818,
34.715111,
32.502707
],
[
0.682495,
0.365738,
0.316758,
0.594001,
0.343859,
0.32472
],
[
10,
10,
10,
10,
10,
10
],
[
-21537,
-10035,
-16553,
-33549,
-11866,
-25841
],
[
1.741318,
1.858225,
1.640567,
1.625335,
1.70731,
1.556454
],
[
83,
41,
42,
83,
41,
42
],
[
46,
23,
23,
46,
23,
23
],
[
37,
18,
19,
37,
18,
19
],
[
55.421687,
56.097561,
54.761905,
55.421687,
56.097561,
54.761905
],
[
1.400625,
1.454263,
1.355251,
1.307335,
1.336156,
1.285766
],
[
24239,
15148,
24239,
32624,
18359,
32624
],
[
-9167,
-4227,
-9167,
-13759,
-5839,
-13759
],
[
294,
318,
270,
294,
318,
270
],
[
349,
372,
325,
349,
372,
325
],
[
225,
248,
204,
225,
248,
204
],
[
24407,
13039,
11368,
24407,
13039,
11368
],
[
1.840916,
0,
2.681193,
1.840916,
0,
2.681193
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305276,
275575,
163720,
289118,
257847,
169788
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752788100000,
"first_datapoint_time": 1752855000000,
"last_datapoint_time": 1760287800000,
"evaluation_time": 1760288155110,
"expiration_time": 1766767800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 197,
"offset": 0,
"a": 0.63827
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 224,
"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) |
|---|