| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 100661.4966 | 80673.8165 | 19987.6801 | 105249.8454 | 83020.8102 | 22229.0352 |
| Total P&L (%) | 100.6615 | 80.6738 | 19.9877 | 105.2498 | 83.0208 | 22.229 |
| Avg Daily Profit (%) | 0.1933 | 0.1549 | 0.0384 | 0.1382 | 0.1161 | 0.0385 |
| Buy And Hold Return (%) | 16.976 | 16.976 | 16.976 | 16.976 | 16.976 | 16.976 |
| Max Trade Drawdown | -47848 | -44401 | -19535 | -71967 | -65039 | -26338 |
| Profit Factor | 1.3424 | 1.4896 | 1.1547 | 1.2775 | 1.3825 | 1.137 |
| Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
| Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Profitability (%) | 60.221 | 60 | 60.4396 | 60.221 | 60 | 60.4396 |
| Ratio Avg Win / Avg Loss | 0.8867 | 0.9931 | 0.7558 | 0.8439 | 0.9217 | 0.7442 |
| Largest Winning Trade | 20580 | 20580 | 9625 | 24125 | 24125 | 14024 |
| Largest Losing Trade | -24775 | -24775 | -10644 | -38460 | -38460 | -15829 |
| Avg Bars in Trades | 134 | 208 | 61 | 134 | 208 | 61 |
| Avg Bars in Winners | 96 | 133 | 60 | 96 | 133 | 60 |
| Avg Bars in Losers | 191 | 322 | 61 | 191 | 322 | 61 |
| Bars Traded | 24363 | 18808 | 5556 | 24363 | 18808 | 5556 |
| Profit Streak | 13.0185 | 13.0185 | 30.5185 | 13.0185 | 13.0185 | 30.5185 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314444 | 226087 | -302324 | -7644 | -39467 | -280440 |
{
"trading_pair": "LTC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715331600000,
"first_datapoint_time": 1715985000000,
"last_datapoint_time": 1760329800000,
"evaluation_time": 1760331398310,
"expiration_time": 1766809800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 177,
"offset": 0,
"std": 4.94751
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 156,
"offset": 208
}
}
} {
"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": [
[
100661.496570054,
80673.8164600339,
19987.6801100202,
105249.8454392191,
83020.8102119957,
22229.0352272236
],
[
100.661497,
80.673816,
19.98768,
105.249845,
83.02081,
22.229035
],
[
0.193271,
0.154895,
0.038377,
0.138155,
0.116119,
0.038547
],
[
16.97597,
16.97597,
16.97597,
16.97597,
16.97597,
16.97597
],
[
-47848,
-44401,
-19535,
-71967,
-65039,
-26338
],
[
1.342401,
1.489611,
1.154685,
1.27752,
1.382527,
1.137031
],
[
181,
90,
91,
181,
90,
91
],
[
109,
54,
55,
109,
54,
55
],
[
72,
36,
36,
72,
36,
36
],
[
60.220994,
60,
60.43956,
60.220994,
60,
60.43956
],
[
0.886724,
0.993074,
0.755794,
0.843866,
0.921684,
0.744239
],
[
20580,
20580,
9625,
24125,
24125,
14024
],
[
-24775,
-24775,
-10644,
-38460,
-38460,
-15829
],
[
134,
208,
61,
134,
208,
61
],
[
96,
133,
60,
96,
133,
60
],
[
191,
322,
61,
191,
322,
61
],
[
24363,
18808,
5556,
24363,
18808,
5556
],
[
13.018499,
13.018499,
30.518499,
13.018499,
13.018499,
30.518499
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314444,
226087,
-302324,
-7644,
-39467,
-280440
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715331600000,
"first_datapoint_time": 1715985000000,
"last_datapoint_time": 1760329800000,
"evaluation_time": 1760331398310,
"expiration_time": 1766809800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 177,
"offset": 0,
"std": 4.94751
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 156,
"offset": 208
}
}
}
| # | 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) |
|---|