| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 52715.818 | 18473.9307 | 34241.8873 | 57727.8903 | 18733.6513 | 38994.239 |
| Total P&L (%) | 52.7158 | 18.4739 | 34.2419 | 57.7279 | 18.7337 | 38.9942 |
| Avg Daily Profit (%) | 0.6073 | 0.2128 | 0.3944 | 0.5263 | 0.198 | 0.38 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -17705 | -10155 | -12605 | -22323 | -13289 | -16411 |
| Profit Factor | 1.7898 | 1.5499 | 2.0329 | 1.7002 | 1.4512 | 1.9528 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Profitability (%) | 69.3182 | 70.4545 | 68.1818 | 69.3182 | 70.4545 | 68.1818 |
| Ratio Avg Win / Avg Loss | 0.7922 | 0.65 | 0.9487 | 0.7525 | 0.6086 | 0.9113 |
| Largest Winning Trade | 31295 | 7475 | 31295 | 37595 | 7475 | 37595 |
| Largest Losing Trade | -9558 | -6465 | -9558 | -12407 | -8400 | -12407 |
| Avg Bars in Trades | 275 | 263 | 287 | 275 | 263 | 287 |
| Avg Bars in Winners | 155 | 135 | 176 | 155 | 135 | 176 |
| Avg Bars in Losers | 546 | 570 | 524 | 546 | 570 | 524 |
| Bars Traded | 24251 | 11615 | 12636 | 24251 | 11615 | 12636 |
| Profit Streak | 3.8777 | 3.8777 | 6.9089 | 3.8777 | 3.8777 | 6.9089 |
| Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 440497 | 23696 | 353654 | 421397 | 3650 | 358857 |
{
"trading_pair": "LTC_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752781200000,
"first_datapoint_time": 1752836400000,
"last_datapoint_time": 1760280900000,
"evaluation_time": 1760281129040,
"expiration_time": 1766760900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 185,
"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": [
[
52715.8180251085,
18473.9306943226,
34241.8873307859,
57727.8902882331,
18733.6513307242,
38994.2389575089
],
[
52.715818,
18.473931,
34.241887,
57.72789,
18.733651,
38.994239
],
[
0.607255,
0.212809,
0.394446,
0.526321,
0.197999,
0.380011
],
[
10,
10,
10,
10,
10,
10
],
[
-17705,
-10155,
-12605,
-22323,
-13289,
-16411
],
[
1.789805,
1.549914,
2.032903,
1.700176,
1.451172,
1.952811
],
[
88,
44,
44,
88,
44,
44
],
[
61,
31,
30,
61,
31,
30
],
[
27,
13,
14,
27,
13,
14
],
[
69.318182,
70.454545,
68.181818,
69.318182,
70.454545,
68.181818
],
[
0.792209,
0.649964,
0.948688,
0.752537,
0.608556,
0.911312
],
[
31295,
7475,
31295,
37595,
7475,
37595
],
[
-9558,
-6465,
-9558,
-12407,
-8400,
-12407
],
[
275,
263,
287,
275,
263,
287
],
[
155,
135,
176,
155,
135,
176
],
[
546,
570,
524,
546,
570,
524
],
[
24251,
11615,
12636,
24251,
11615,
12636
],
[
3.877651,
3.877651,
6.908901,
3.877651,
3.877651,
6.908901
],
[
5,
2,
7,
5,
2,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440497,
23696,
353654,
421397,
3650,
358857
]
]
}
{
"trading_pair": "LTC_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752781200000,
"first_datapoint_time": 1752836400000,
"last_datapoint_time": 1760280900000,
"evaluation_time": 1760281129040,
"expiration_time": 1766760900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 185,
"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) |
|---|