| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 70452.6023 | 34207.0964 | 36245.506 | 73907.7509 | 39106.0252 | 34801.7256 |
| Total P&L (%) | 70.4526 | 34.2071 | 36.2455 | 73.9078 | 39.106 | 34.8017 |
| Avg Daily Profit (%) | 0.2705 | 0.1314 | 0.1392 | 0.2127 | 0.1268 | 0.1147 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -29483 | -22717 | -21615 | -45246 | -26622 | -30150 |
| Profit Factor | 1.282 | 1.2648 | 1.3003 | 1.2278 | 1.2359 | 1.2193 |
| Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
| Winning Trades | 167 | 87 | 80 | 167 | 87 | 80 |
| Losing Trades | 70 | 32 | 38 | 70 | 32 | 38 |
| Profitability (%) | 70.4641 | 73.1092 | 67.7966 | 70.4641 | 73.1092 | 67.7966 |
| Ratio Avg Win / Avg Loss | 0.5374 | 0.4652 | 0.6177 | 0.5146 | 0.4546 | 0.5792 |
| Largest Winning Trade | 11261 | 11261 | 9150 | 14126 | 14126 | 7995 |
| Largest Losing Trade | -15462 | -13908 | -15462 | -23886 | -16420 | -23886 |
| Avg Bars in Trades | 103 | 101 | 105 | 103 | 101 | 105 |
| Avg Bars in Winners | 57 | 60 | 55 | 57 | 60 | 55 |
| Avg Bars in Losers | 212 | 214 | 210 | 212 | 214 | 210 |
| Bars Traded | 24543 | 12118 | 12425 | 24543 | 12118 | 12425 |
| Profit Streak | 3.6535 | 7.2785 | 0 | 3.6535 | 7.2785 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305573 | -19415 | -10697 | 275853 | -25197 | -43909 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737043200000,
"first_datapoint_time": 1737141300000,
"last_datapoint_time": 1759542300000,
"evaluation_time": 1759542963997,
"expiration_time": 1766022300000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 110,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
70452.602318233,
34207.0963646012,
36245.5059536319,
73907.7508602302,
39106.0252448198,
34801.7256154103
],
[
70.452602,
34.207096,
36.245506,
73.907751,
39.106025,
34.801726
],
[
0.270535,
0.131354,
0.139181,
0.212711,
0.126824,
0.11474
],
[
10,
10,
10,
10,
10,
10
],
[
-29483,
-22717,
-21615,
-45246,
-26622,
-30150
],
[
1.281982,
1.264825,
1.300347,
1.227764,
1.235878,
1.219287
],
[
237,
119,
118,
237,
119,
118
],
[
167,
87,
80,
167,
87,
80
],
[
70,
32,
38,
70,
32,
38
],
[
70.464135,
73.109244,
67.79661,
70.464135,
73.109244,
67.79661
],
[
0.537358,
0.465223,
0.617665,
0.514631,
0.454576,
0.579161
],
[
11261,
11261,
9150,
14126,
14126,
7995
],
[
-15462,
-13908,
-15462,
-23886,
-16420,
-23886
],
[
103,
101,
105,
103,
101,
105
],
[
57,
60,
55,
57,
60,
55
],
[
212,
214,
210,
212,
214,
210
],
[
24543,
12118,
12425,
24543,
12118,
12425
],
[
3.653518,
7.278518,
0,
3.653518,
7.278518,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305573,
-19415,
-10697,
275853,
-25197,
-43909
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737043200000,
"first_datapoint_time": 1737141300000,
"last_datapoint_time": 1759542300000,
"evaluation_time": 1759542963997,
"expiration_time": 1766022300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 110,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|