| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 107323.2339 | 51841.3398 | 55481.894 | 151999.0756 | 73265.2405 | 78733.8351 |
| Total P&L (%) | 107.3232 | 51.8413 | 55.4819 | 151.9991 | 73.2652 | 78.7338 |
| Avg Daily Profit (%) | 0.4121 | 0.1991 | 0.213 | 0.3555 | 0.2113 | 0.2232 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -27229 | -23605 | -15871 | -25588 | -28058 | -26307 |
| Profit Factor | 1.5333 | 1.4687 | 1.6122 | 1.5464 | 1.4918 | 1.6094 |
| Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
| Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
| Losing Trades | 67 | 31 | 36 | 67 | 31 | 36 |
| Profitability (%) | 63.7838 | 66.6667 | 60.8696 | 63.7838 | 66.6667 | 60.8696 |
| Ratio Avg Win / Avg Loss | 0.8706 | 0.7343 | 1.0364 | 0.8781 | 0.7459 | 1.0346 |
| Largest Winning Trade | 12628 | 12628 | 7736 | 16263 | 16263 | 10544 |
| Largest Losing Trade | -18580 | -18580 | -10827 | -17642 | -16820 | -17642 |
| Avg Bars in Trades | 132 | 131 | 133 | 132 | 131 | 133 |
| Avg Bars in Winners | 93 | 94 | 92 | 93 | 94 | 92 |
| Avg Bars in Losers | 200 | 204 | 197 | 200 | 204 | 197 |
| Bars Traded | 24544 | 12238 | 12306 | 24544 | 12238 | 12306 |
| Profit Streak | 4.7457 | 4.7457 | 17.4019 | 4.7457 | 4.7457 | 17.4019 |
| Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 434457 | 271123 | 359696 | 419941 | 323558 | 397485 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736844300000,
"first_datapoint_time": 1737009900000,
"last_datapoint_time": 1759343400000,
"evaluation_time": 1759343925280,
"expiration_time": 1765823400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 89,
"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": [
[
107323.2338577765,
51841.3398313113,
55481.8940264652,
151999.0756385408,
73265.2405384055,
78733.8351001353
],
[
107.323234,
51.84134,
55.481894,
151.999076,
73.265241,
78.733835
],
[
0.412116,
0.199068,
0.213048,
0.35554,
0.211287,
0.223245
],
[
10,
10,
10,
10,
10,
10
],
[
-27229,
-23605,
-15871,
-25588,
-28058,
-26307
],
[
1.533297,
1.468661,
1.612187,
1.546442,
1.491812,
1.609435
],
[
185,
93,
92,
185,
93,
92
],
[
118,
62,
56,
118,
62,
56
],
[
67,
31,
36,
67,
31,
36
],
[
63.783784,
66.666667,
60.869565,
63.783784,
66.666667,
60.869565
],
[
0.870601,
0.734331,
1.036406,
0.878064,
0.745906,
1.034637
],
[
12628,
12628,
7736,
16263,
16263,
10544
],
[
-18580,
-18580,
-10827,
-17642,
-16820,
-17642
],
[
132,
131,
133,
132,
131,
133
],
[
93,
94,
92,
93,
94,
92
],
[
200,
204,
197,
200,
204,
197
],
[
24544,
12238,
12306,
24544,
12238,
12306
],
[
4.745663,
4.745663,
17.401913,
4.745663,
4.745663,
17.401913
],
[
4,
2,
5,
4,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
434457,
271123,
359696,
419941,
323558,
397485
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736844300000,
"first_datapoint_time": 1737009900000,
"last_datapoint_time": 1759343400000,
"evaluation_time": 1759343925280,
"expiration_time": 1765823400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 89,
"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) |
|---|