| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 84224.1388 | 49951.6071 | 34272.5316 | 100083.6568 | 52685.6491 | 47398.0077 |
| Total P&L (%) | 84.2241 | 49.9516 | 34.2725 | 100.0837 | 52.6856 | 47.398 |
| Avg Daily Profit (%) | 0.3234 | 0.1918 | 0.1316 | 0.2667 | 0.1626 | 0.1491 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -23400 | -25592 | -14973 | -20763 | -22710 | -13139 |
| Profit Factor | 1.3277 | 1.3832 | 1.2706 | 1.3849 | 1.388 | 1.3815 |
| Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
| Winning Trades | 178 | 87 | 91 | 178 | 87 | 91 |
| Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
| Profitability (%) | 60.5442 | 59.1837 | 61.9048 | 60.5442 | 59.1837 | 61.9048 |
| Ratio Avg Win / Avg Loss | 0.8652 | 0.9539 | 0.7819 | 0.9025 | 0.9573 | 0.8501 |
| Largest Winning Trade | 10843 | 10843 | 5950 | 15373 | 15373 | 9615 |
| Largest Losing Trade | -22124 | -11619 | -22124 | -22124 | -15859 | -22124 |
| Avg Bars in Trades | 83 | 83 | 83 | 83 | 83 | 83 |
| Avg Bars in Winners | 65 | 69 | 62 | 65 | 69 | 62 |
| Avg Bars in Losers | 109 | 102 | 117 | 109 | 102 | 117 |
| Bars Traded | 24462 | 12232 | 12230 | 24462 | 12232 | 12230 |
| Profit Streak | 0 | 0 | 11.8314 | 0 | 0 | 11.8314 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315771 | 171678 | -20756 | 310897 | 170378 | 158347 |
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736705700000,
"first_datapoint_time": 1736847900000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759205534326,
"expiration_time": 1765684800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 193,
"offset": 0,
"std": 3.26365
}
}
} {
"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": [
[
84224.1387537576,
49951.6071353995,
34272.5316183581,
100083.6568332715,
52685.6490951465,
47398.007738125
],
[
84.224139,
49.951607,
34.272532,
100.083657,
52.685649,
47.398008
],
[
0.323417,
0.191812,
0.131605,
0.266681,
0.162643,
0.149088
],
[
10,
10,
10,
10,
10,
10
],
[
-23400,
-25592,
-14973,
-20763,
-22710,
-13139
],
[
1.327705,
1.383155,
1.270624,
1.384901,
1.388038,
1.381473
],
[
294,
147,
147,
294,
147,
147
],
[
178,
87,
91,
178,
87,
91
],
[
116,
60,
56,
116,
60,
56
],
[
60.544218,
59.183673,
61.904762,
60.544218,
59.183673,
61.904762
],
[
0.865246,
0.9539,
0.781922,
0.90252,
0.957268,
0.850137
],
[
10843,
10843,
5950,
15373,
15373,
9615
],
[
-22124,
-11619,
-22124,
-22124,
-15859,
-22124
],
[
83,
83,
83,
83,
83,
83
],
[
65,
69,
62,
65,
69,
62
],
[
109,
102,
117,
109,
102,
117
],
[
24462,
12232,
12230,
24462,
12232,
12230
],
[
0,
0,
11.831416,
0,
0,
11.831416
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315771,
171678,
-20756,
310897,
170378,
158347
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736705700000,
"first_datapoint_time": 1736847900000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759205534326,
"expiration_time": 1765684800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 193,
"offset": 0,
"std": 3.26365
}
}
}
| # | 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) |
|---|