| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 109971.3355 | 56138.9101 | 53832.4254 | 141158.8345 | 60115.0964 | 81043.7381 |
| Total P&L (%) | 109.9713 | 56.1389 | 53.8324 | 141.1588 | 60.1151 | 81.0437 |
| Avg Daily Profit (%) | 0.4223 | 0.2156 | 0.2067 | 0.3386 | 0.1809 | 0.2282 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -41559 | -28687 | -18501 | -39232 | -26858 | -24977 |
| Profit Factor | 1.4033 | 1.3829 | 1.427 | 1.3855 | 1.3084 | 1.4732 |
| Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
| Winning Trades | 152 | 79 | 73 | 152 | 79 | 73 |
| Losing Trades | 93 | 44 | 49 | 93 | 44 | 49 |
| Profitability (%) | 62.0408 | 64.2276 | 59.8361 | 62.0408 | 64.2276 | 59.8361 |
| Ratio Avg Win / Avg Loss | 0.8586 | 0.7702 | 0.9578 | 0.8477 | 0.7287 | 0.9889 |
| Largest Winning Trade | 23023 | 16883 | 23023 | 44981 | 15860 | 44981 |
| Largest Losing Trade | -25810 | -25810 | -10044 | -21366 | -21366 | -17249 |
| Avg Bars in Trades | 100 | 95 | 106 | 100 | 95 | 106 |
| Avg Bars in Winners | 78 | 74 | 83 | 78 | 74 | 83 |
| Avg Bars in Losers | 137 | 132 | 141 | 137 | 132 | 141 |
| Bars Traded | 24728 | 11707 | 13021 | 24728 | 11707 | 13021 |
| Profit Streak | 1.6047 | 2.5734 | 1.6047 | 1.6047 | 2.5734 | 1.6047 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301759 | 190170 | 108687 | 272090 | 172663 | 164259 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737686700000,
"first_datapoint_time": 1737909000000,
"last_datapoint_time": 1760185800000,
"evaluation_time": 1760186744549,
"expiration_time": 1766665800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 26,
"offset": 0,
"a": 0.69618
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 248,
"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": [
[
109971.3354895517,
56138.9100746753,
53832.4254148764,
141158.834453232,
60115.096394304,
81043.7380589281
],
[
109.971335,
56.13891,
53.832425,
141.158834,
60.115096,
81.043738
],
[
0.422285,
0.215571,
0.206714,
0.338597,
0.180919,
0.228187
],
[
10,
10,
10,
10,
10,
10
],
[
-41559,
-28687,
-18501,
-39232,
-26858,
-24977
],
[
1.403276,
1.382879,
1.426999,
1.385462,
1.308385,
1.473189
],
[
245,
123,
122,
245,
123,
122
],
[
152,
79,
73,
152,
79,
73
],
[
93,
44,
49,
93,
44,
49
],
[
62.040816,
64.227642,
59.836066,
62.040816,
64.227642,
59.836066
],
[
0.858584,
0.770211,
0.957849,
0.847684,
0.728721,
0.988853
],
[
23023,
16883,
23023,
44981,
15860,
44981
],
[
-25810,
-25810,
-10044,
-21366,
-21366,
-17249
],
[
100,
95,
106,
100,
95,
106
],
[
78,
74,
83,
78,
74,
83
],
[
137,
132,
141,
137,
132,
141
],
[
24728,
11707,
13021,
24728,
11707,
13021
],
[
1.604682,
2.573432,
1.604682,
1.604682,
2.573432,
1.604682
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301759,
190170,
108687,
272090,
172663,
164259
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737686700000,
"first_datapoint_time": 1737909000000,
"last_datapoint_time": 1760185800000,
"evaluation_time": 1760186744549,
"expiration_time": 1766665800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 26,
"offset": 0,
"a": 0.69618
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 248,
"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) |
|---|