| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 53828.759 | 26737.9316 | 27090.8274 | 50193.9265 | 25791.6536 | 24402.2729 |
| Total P&L (%) | 53.8288 | 26.7379 | 27.0908 | 50.1939 | 25.7917 | 24.4023 |
| Avg Daily Profit (%) | 0.2067 | 0.1027 | 0.104 | 0.1563 | 0.0881 | 0.0839 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37336 | -27731 | -26313 | -34466 | -30183 | -37807 |
| Profit Factor | 1.3363 | 1.3462 | 1.3271 | 1.2714 | 1.2929 | 1.2519 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 73.0159 | 71.4286 | 74.6032 | 73.0159 | 71.4286 | 74.6032 |
| Ratio Avg Win / Avg Loss | 0.4939 | 0.5385 | 0.4518 | 0.4699 | 0.5172 | 0.4262 |
| Largest Winning Trade | 10167 | 10167 | 7803 | 10490 | 10490 | 7908 |
| Largest Losing Trade | -22039 | -22039 | -15165 | -24079 | -24079 | -21891 |
| Avg Bars in Trades | 192 | 197 | 186 | 192 | 197 | 186 |
| Avg Bars in Winners | 110 | 103 | 116 | 110 | 103 | 116 |
| Avg Bars in Losers | 413 | 432 | 392 | 413 | 432 | 392 |
| Bars Traded | 24213 | 12457 | 11756 | 24213 | 12457 | 11756 |
| Profit Streak | 6.645 | 6.645 | 21.0721 | 6.645 | 6.645 | 21.0721 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309677 | -205221 | -202264 | 271174 | -224995 | -230169 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737173700000,
"first_datapoint_time": 1737378000000,
"last_datapoint_time": 1759672800000,
"evaluation_time": 1759673626252,
"expiration_time": 1766152800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 228,
"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": [
[
53828.7589651045,
26737.9315889289,
27090.8273761756,
50193.9265078407,
25791.6535588542,
24402.2729489866
],
[
53.828759,
26.737932,
27.090827,
50.193927,
25.791654,
24.402273
],
[
0.2067,
0.102672,
0.104027,
0.156315,
0.088149,
0.083881
],
[
10,
10,
10,
10,
10,
10
],
[
-37336,
-27731,
-26313,
-34466,
-30183,
-37807
],
[
1.336327,
1.346217,
1.327104,
1.271435,
1.292875,
1.251942
],
[
126,
63,
63,
126,
63,
63
],
[
92,
45,
47,
92,
45,
47
],
[
34,
18,
16,
34,
18,
16
],
[
73.015873,
71.428571,
74.603175,
73.015873,
71.428571,
74.603175
],
[
0.49386,
0.538487,
0.45178,
0.469878,
0.51715,
0.426193
],
[
10167,
10167,
7803,
10490,
10490,
7908
],
[
-22039,
-22039,
-15165,
-24079,
-24079,
-21891
],
[
192,
197,
186,
192,
197,
186
],
[
110,
103,
116,
110,
103,
116
],
[
413,
432,
392,
413,
432,
392
],
[
24213,
12457,
11756,
24213,
12457,
11756
],
[
6.64498,
6.64498,
21.072063,
6.64498,
6.64498,
21.072063
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309677,
-205221,
-202264,
271174,
-224995,
-230169
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737173700000,
"first_datapoint_time": 1737378000000,
"last_datapoint_time": 1759672800000,
"evaluation_time": 1759673626252,
"expiration_time": 1766152800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 228,
"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) |
|---|