| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 71931.8695 | 30581.0429 | 41350.8266 | 92228.8125 | 35015.3568 | 57213.4557 |
| Total P&L (%) | 71.9319 | 30.581 | 41.3508 | 92.2288 | 35.0154 | 57.2135 |
| Avg Daily Profit (%) | 0.8286 | 0.3523 | 0.4763 | 0.7557 | 0.3464 | 0.5225 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -12886 | -8550 | -10949 | -20248 | -13600 | -16702 |
| Profit Factor | 2.2476 | 2.0849 | 2.4031 | 2.0774 | 1.8318 | 2.315 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
| Profitability (%) | 70.7317 | 70.7317 | 70.7317 | 70.7317 | 70.7317 | 70.7317 |
| Ratio Avg Win / Avg Loss | 0.93 | 0.8627 | 0.9944 | 0.8596 | 0.758 | 0.9579 |
| Largest Winning Trade | 28100 | 10424 | 28100 | 42167 | 10424 | 42167 |
| Largest Losing Trade | -9795 | -5619 | -9795 | -15029 | -8020 | -15029 |
| Avg Bars in Trades | 295 | 280 | 310 | 295 | 280 | 310 |
| Avg Bars in Winners | 180 | 153 | 207 | 180 | 153 | 207 |
| Avg Bars in Losers | 572 | 587 | 557 | 572 | 587 | 557 |
| Bars Traded | 24220 | 11504 | 12716 | 24220 | 11504 | 12716 |
| Profit Streak | 3.9958 | 3.9958 | 8.3256 | 3.9958 | 3.9958 | 8.3256 |
| Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 260260 | 290258 | 435711 | 233902 | 285069 | 488796 |
{
"trading_pair": "LTC_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752793500000,
"first_datapoint_time": 1752859200000,
"last_datapoint_time": 1760293200000,
"evaluation_time": 1760293435273,
"expiration_time": 1766773200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 173,
"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": [
[
71931.8695028097,
30581.0428802665,
41350.8266225432,
92228.8125023158,
35015.3568322007,
57213.4556701151
],
[
71.93187,
30.581043,
41.350827,
92.228813,
35.015357,
57.213456
],
[
0.828613,
0.352276,
0.476337,
0.755653,
0.346433,
0.522538
],
[
10,
10,
10,
10,
10,
10
],
[
-12886,
-8550,
-10949,
-20248,
-13600,
-16702
],
[
2.247555,
2.084907,
2.403124,
2.077426,
1.831838,
2.315037
],
[
82,
41,
41,
82,
41,
41
],
[
58,
29,
29,
58,
29,
29
],
[
24,
12,
12,
24,
12,
12
],
[
70.731707,
70.731707,
70.731707,
70.731707,
70.731707,
70.731707
],
[
0.930023,
0.86272,
0.994396,
0.859625,
0.758002,
0.957946
],
[
28100,
10424,
28100,
42167,
10424,
42167
],
[
-9795,
-5619,
-9795,
-15029,
-8020,
-15029
],
[
295,
280,
310,
295,
280,
310
],
[
180,
153,
207,
180,
153,
207
],
[
572,
587,
557,
572,
587,
557
],
[
24220,
11504,
12716,
24220,
11504,
12716
],
[
3.995778,
3.995779,
8.32564,
3.995779,
3.995779,
8.32564
],
[
5,
2,
5,
5,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
260260,
290258,
435711,
233902,
285069,
488796
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752793500000,
"first_datapoint_time": 1752859200000,
"last_datapoint_time": 1760293200000,
"evaluation_time": 1760293435273,
"expiration_time": 1766773200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 173,
"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) |
|---|