| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 78706.0586 | 34905.2522 | 43800.8064 | 85487.9521 | 31634.7969 | 53853.1552 |
| Total P&L (%) | 78.7061 | 34.9053 | 43.8008 | 85.488 | 31.6348 | 53.8532 |
| Avg Daily Profit (%) | 0.3022 | 0.134 | 0.1682 | 0.2375 | 0.1056 | 0.1656 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -26067 | -26668 | -22740 | -32261 | -33414 | -28293 |
| Profit Factor | 1.342 | 1.2777 | 1.4193 | 1.3161 | 1.2109 | 1.447 |
| Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
| Winning Trades | 120 | 64 | 56 | 120 | 64 | 56 |
| Losing Trades | 87 | 40 | 47 | 87 | 40 | 47 |
| Profitability (%) | 57.971 | 61.5385 | 54.3689 | 57.971 | 61.5385 | 54.3689 |
| Ratio Avg Win / Avg Loss | 0.9729 | 0.7986 | 1.1912 | 0.9541 | 0.7568 | 1.2144 |
| Largest Winning Trade | 11510 | 11510 | 9581 | 12141 | 12141 | 11064 |
| Largest Losing Trade | -18254 | -18254 | -9741 | -19927 | -19927 | -11680 |
| Avg Bars in Trades | 118 | 117 | 120 | 118 | 117 | 120 |
| Avg Bars in Winners | 90 | 95 | 85 | 90 | 95 | 85 |
| Avg Bars in Losers | 157 | 153 | 161 | 157 | 153 | 161 |
| Bars Traded | 24608 | 12221 | 12387 | 24608 | 12221 | 12387 |
| Profit Streak | 5.9812 | 7.3771 | 5.9812 | 5.9812 | 7.3771 | 5.9812 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 341165 | -17520 | 211201 | 315548 | -56130 | 245568 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737083700000,
"first_datapoint_time": 1737147600000,
"last_datapoint_time": 1759582800000,
"evaluation_time": 1759582979623,
"expiration_time": 1766062800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 220,
"offset": 11,
"std": 4.91565
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 72,
"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": [
[
78706.0585942726,
34905.2521810665,
43800.8064132062,
85487.9520970293,
31634.7969083058,
53853.1551887235
],
[
78.706059,
34.905252,
43.800806,
85.487952,
31.634797,
53.853155
],
[
0.302227,
0.134034,
0.168193,
0.237521,
0.105601,
0.165573
],
[
10,
10,
10,
10,
10,
10
],
[
-26067,
-26668,
-22740,
-32261,
-33414,
-28293
],
[
1.341995,
1.277736,
1.419306,
1.316052,
1.210892,
1.446978
],
[
207,
104,
103,
207,
104,
103
],
[
120,
64,
56,
120,
64,
56
],
[
87,
40,
47,
87,
40,
47
],
[
57.971014,
61.538462,
54.368932,
57.971014,
61.538462,
54.368932
],
[
0.972946,
0.798585,
1.191204,
0.954138,
0.756808,
1.214428
],
[
11510,
11510,
9581,
12141,
12141,
11064
],
[
-18254,
-18254,
-9741,
-19927,
-19927,
-11680
],
[
118,
117,
120,
118,
117,
120
],
[
90,
95,
85,
90,
95,
85
],
[
157,
153,
161,
157,
153,
161
],
[
24608,
12221,
12387,
24608,
12221,
12387
],
[
5.981246,
7.377079,
5.981246,
5.981246,
7.377079,
5.981246
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341165,
-17520,
211201,
315548,
-56130,
245568
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737083700000,
"first_datapoint_time": 1737147600000,
"last_datapoint_time": 1759582800000,
"evaluation_time": 1759582979623,
"expiration_time": 1766062800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 220,
"offset": 11,
"std": 4.91565
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 72,
"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) |
|---|