| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 84841.1958 | 53581.6546 | 31259.5412 | 98380.3043 | 72419.6005 | 25960.7038 |
| Total P&L (%) | 84.8412 | 53.5817 | 31.2595 | 98.3803 | 72.4196 | 25.9607 |
| Avg Daily Profit (%) | 0.3258 | 0.2058 | 0.12 | 0.2634 | 0.2094 | 0.0887 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -28892 | -30391 | -17388 | -37138 | -32680 | -27972 |
| Profit Factor | 1.3595 | 1.4278 | 1.2823 | 1.31 | 1.4575 | 1.1632 |
| Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
| Winning Trades | 135 | 72 | 63 | 135 | 72 | 63 |
| Losing Trades | 76 | 34 | 42 | 76 | 34 | 42 |
| Profitability (%) | 63.981 | 67.9245 | 60 | 63.981 | 67.9245 | 60 |
| Ratio Avg Win / Avg Loss | 0.7653 | 0.6742 | 0.8548 | 0.7375 | 0.6882 | 0.7755 |
| Largest Winning Trade | 12308 | 12308 | 7682 | 17764 | 17764 | 8411 |
| Largest Losing Trade | -17616 | -17616 | -12716 | -20161 | -17426 | -20161 |
| Avg Bars in Trades | 117 | 111 | 123 | 117 | 111 | 123 |
| Avg Bars in Winners | 84 | 84 | 84 | 84 | 84 | 84 |
| Avg Bars in Losers | 175 | 170 | 180 | 175 | 170 | 180 |
| Bars Traded | 24793 | 11869 | 12924 | 24793 | 11869 | 12924 |
| Profit Streak | 2.558 | 8.9955 | 2.558 | 2.558 | 8.9955 | 2.558 |
| Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 298469 | 298795 | -39385 | 268378 | 345854 | -122651 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737201600000,
"first_datapoint_time": 1737325800000,
"last_datapoint_time": 1759700700000,
"evaluation_time": 1759701210882,
"expiration_time": 1766180700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 139,
"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": [
[
84841.1958028449,
53581.6546141089,
31259.541188736,
98380.3042782143,
72419.6005101185,
25960.7037680957
],
[
84.841196,
53.581655,
31.259541,
98.380304,
72.419601,
25.960704
],
[
0.325786,
0.205751,
0.120035,
0.263389,
0.209404,
0.088665
],
[
10,
10,
10,
10,
10,
10
],
[
-28892,
-30391,
-17388,
-37138,
-32680,
-27972
],
[
1.359498,
1.427784,
1.282265,
1.309991,
1.457468,
1.163213
],
[
211,
106,
105,
211,
106,
105
],
[
135,
72,
63,
135,
72,
63
],
[
76,
34,
42,
76,
34,
42
],
[
63.981043,
67.924528,
60,
63.981043,
67.924528,
60
],
[
0.765347,
0.674231,
0.854843,
0.737476,
0.688249,
0.775475
],
[
12308,
12308,
7682,
17764,
17764,
8411
],
[
-17616,
-17616,
-12716,
-20161,
-17426,
-20161
],
[
117,
111,
123,
117,
111,
123
],
[
84,
84,
84,
84,
84,
84
],
[
175,
170,
180,
175,
170,
180
],
[
24793,
11869,
12924,
24793,
11869,
12924
],
[
2.557996,
8.995496,
2.557996,
2.557996,
8.995496,
2.557996
],
[
3,
4,
1,
3,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
298469,
298795,
-39385,
268378,
345854,
-122651
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737201600000,
"first_datapoint_time": 1737325800000,
"last_datapoint_time": 1759700700000,
"evaluation_time": 1759701210882,
"expiration_time": 1766180700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 139,
"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) |
|---|