| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 431283.6899 | 368416.9779 | 62866.7121 | 377589.1317 | 322288.8901 | 55300.2416 |
| Total P&L (%) | 431.2837 | 368.417 | 62.8667 | 377.5891 | 322.2889 | 55.3002 |
| Avg Daily Profit (%) | 0.1725 | 0.1474 | 0.0251 | 0.0626 | 0.0576 | 0.0176 |
| Buy And Hold Return (%) | 121.2178 | 121.2178 | 121.2178 | 121.2178 | 121.2178 | 121.2178 |
| Max Trade Drawdown | -86700 | -59434 | -59594 | -441641 | -284350 | -157290 |
| Profit Factor | 2.3343 | 2.9395 | 1.4717 | 1.3846 | 1.5054 | 1.1607 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Profitability (%) | 51.4286 | 50 | 52.8302 | 51.4286 | 50 | 52.8302 |
| Ratio Avg Win / Avg Loss | 2.2046 | 2.9395 | 1.314 | 1.3077 | 1.5054 | 1.0364 |
| Largest Winning Trade | 337053 | 337053 | 40407 | 393771 | 393771 | 66508 |
| Largest Losing Trade | -33779 | -33779 | -21541 | -279143 | -279143 | -131129 |
| Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
| Avg Bars in Winners | 53 | 56 | 49 | 53 | 56 | 49 |
| Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
| Bars Traded | 4382 | 2176 | 2206 | 4382 | 2176 | 2206 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 348507 | -173835 | -503610 | -111332 | -296976 | -558518 |
{
"trading_pair": "LTC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1551484800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758858564517,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 203,
"offset": 0,
"a": 0.79276
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 34
}
}
}
{
"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": [
[
431283.6899331224,
368416.9778534428,
62866.7120796794,
377589.1316730742,
322288.8901045192,
55300.2415685552
],
[
431.28369,
368.416978,
62.866712,
377.589132,
322.28889,
55.300242
],
[
0.172513,
0.147367,
0.025147,
0.062563,
0.057637,
0.017609
],
[
121.21775,
121.21775,
121.21775,
121.21775,
121.21775,
121.21775
],
[
-86700,
-59434,
-59594,
-441641,
-284350,
-157290
],
[
2.334251,
2.939513,
1.471664,
1.384587,
1.505356,
1.16073
],
[
105,
52,
53,
105,
52,
53
],
[
54,
26,
28,
54,
26,
28
],
[
51,
26,
25,
51,
26,
25
],
[
51.428571,
50,
52.830189,
51.428571,
50,
52.830189
],
[
2.20457,
2.939513,
1.313986,
1.307666,
1.505356,
1.036366
],
[
337053,
337053,
40407,
393771,
393771,
66508
],
[
-33779,
-33779,
-21541,
-279143,
-279143,
-131129
],
[
41,
41,
41,
41,
41,
41
],
[
53,
56,
49,
53,
56,
49
],
[
29,
27,
32,
29,
27,
32
],
[
4382,
2176,
2206,
4382,
2176,
2206
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348507,
-173835,
-503610,
-111332,
-296976,
-558518
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1551484800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758858564517,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 203,
"offset": 0,
"a": 0.79276
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 34
}
}
}
| # | 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) |
|---|