| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 78165.5075 | 50246.3749 | 27919.1327 | 87711.8569 | 52341.9359 | 35369.921 |
| Total P&L (%) | 78.1655 | 50.2464 | 27.9191 | 87.7119 | 52.3419 | 35.3699 |
| Avg Daily Profit (%) | 0.3002 | 0.1929 | 0.1072 | 0.2421 | 0.1618 | 0.1164 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -39876 | -32097 | -24818 | -35732 | -31860 | -24508 |
| Profit Factor | 1.4587 | 1.5586 | 1.347 | 1.5186 | 1.5876 | 1.4419 |
| Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
| Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 71.5328 | 72.0588 | 71.0145 | 71.5328 | 72.0588 | 71.0145 |
| Ratio Avg Win / Avg Loss | 0.5805 | 0.6043 | 0.5498 | 0.6043 | 0.6156 | 0.5885 |
| Largest Winning Trade | 10937 | 10937 | 7630 | 11760 | 11760 | 10173 |
| Largest Losing Trade | -22852 | -12625 | -22852 | -22530 | -12273 | -22530 |
| Avg Bars in Trades | 178 | 182 | 174 | 178 | 182 | 174 |
| Avg Bars in Winners | 112 | 113 | 110 | 112 | 113 | 110 |
| Avg Bars in Losers | 345 | 360 | 331 | 345 | 360 | 331 |
| Bars Traded | 24475 | 12422 | 12053 | 24475 | 12422 | 12053 |
| Profit Streak | 11.4956 | 25.5894 | 11.4956 | 11.4956 | 25.5894 | 11.4956 |
| Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 405638 | -99854 | -153285 | 400968 | -99804 | -139844 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736374500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758852523689,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 164,
"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": [
[
78165.5075321014,
50246.374877827,
27919.1326542744,
87711.8569311661,
52341.9359313141,
35369.9209998519
],
[
78.165508,
50.246375,
27.919133,
87.711857,
52.341936,
35.369921
],
[
0.300152,
0.192944,
0.107208,
0.242109,
0.161776,
0.116357
],
[
10,
10,
10,
10,
10,
10
],
[
-39876,
-32097,
-24818,
-35732,
-31860,
-24508
],
[
1.458667,
1.558554,
1.346991,
1.518622,
1.587561,
1.441894
],
[
137,
68,
69,
137,
68,
69
],
[
98,
49,
49,
98,
49,
49
],
[
39,
19,
20,
39,
19,
20
],
[
71.532847,
72.058824,
71.014493,
71.532847,
72.058824,
71.014493
],
[
0.58049,
0.604337,
0.549792,
0.604349,
0.615585,
0.588528
],
[
10937,
10937,
7630,
11760,
11760,
10173
],
[
-22852,
-12625,
-22852,
-22530,
-12273,
-22530
],
[
178,
182,
174,
178,
182,
174
],
[
112,
113,
110,
112,
113,
110
],
[
345,
360,
331,
345,
360,
331
],
[
24475,
12422,
12053,
24475,
12422,
12053
],
[
11.495644,
25.589394,
11.495644,
11.495645,
25.589395,
11.495645
],
[
6,
7,
3,
6,
7,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
405638,
-99854,
-153285,
400968,
-99804,
-139844
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736374500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758852523689,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 164,
"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) |
|---|