| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 259048.9288 | 81816.1264 | 177232.8024 | 288934.1417 | -65525.5379 | 354459.6796 |
| Total P&L (%) | 259.0489 | 81.8161 | 177.2328 | 288.9341 | -65.5255 | 354.4597 |
| Avg Daily Profit (%) | 0.2294 | 0.0725 | 0.1569 | 0.1204 | -0.0943 | 0.1342 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111623 | -85577 | -56448 | -437143 | -420638 | -195010 |
| Profit Factor | 1.2924 | 1.1858 | 1.3977 | 1.1207 | 0.9467 | 1.3043 |
| Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
| Winning Trades | 162 | 71 | 91 | 162 | 71 | 91 |
| Losing Trades | 214 | 117 | 97 | 214 | 117 | 97 |
| Profitability (%) | 43.0851 | 37.766 | 48.4043 | 43.0851 | 37.766 | 48.4043 |
| Ratio Avg Win / Avg Loss | 1.7072 | 1.9541 | 1.4898 | 1.4804 | 1.5601 | 1.3903 |
| Largest Winning Trade | 65892 | 65892 | 38211 | 137377 | 137377 | 121405 |
| Largest Losing Trade | -29506 | -18392 | -29506 | -82453 | -82453 | -71035 |
| Avg Bars in Trades | 35 | 33 | 38 | 35 | 33 | 38 |
| Avg Bars in Winners | 42 | 40 | 43 | 42 | 40 | 43 |
| Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
| Bars Traded | 13404 | 6247 | 7157 | 13404 | 6247 | 7157 |
| Profit Streak | 4.7727 | 0 | 10.9393 | 4.7727 | 0 | 10.9393 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316814 | -115569 | 318116 | -120366 | -582329 | -12918 |
{
"trading_pair": "LUNC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13551,
"evaluation_days": 1129.25,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1663142400000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760272359741,
"expiration_time": 1763782819200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 38,
"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": [
[
259048.928794667,
81816.1264011145,
177232.8023935523,
288934.1417005303,
-65525.5379403298,
354459.6796408599
],
[
259.048929,
81.816126,
177.232802,
288.934142,
-65.525538,
354.45968
],
[
0.229399,
0.072452,
0.156947,
0.12035,
-0.094262,
0.134156
],
[
10,
10,
10,
10,
10,
10
],
[
-111623,
-85577,
-56448,
-437143,
-420638,
-195010
],
[
1.292373,
1.185799,
1.397672,
1.120655,
0.94672,
1.304285
],
[
376,
188,
188,
376,
188,
188
],
[
162,
71,
91,
162,
71,
91
],
[
214,
117,
97,
214,
117,
97
],
[
43.085106,
37.765957,
48.404255,
43.085106,
37.765957,
48.404255
],
[
1.707209,
1.954063,
1.489827,
1.480371,
1.560088,
1.390282
],
[
65892,
65892,
38211,
137377,
137377,
121405
],
[
-29506,
-18392,
-29506,
-82453,
-82453,
-71035
],
[
35,
33,
38,
35,
33,
38
],
[
42,
40,
43,
42,
40,
43
],
[
30,
28,
32,
30,
28,
32
],
[
13404,
6247,
7157,
13404,
6247,
7157
],
[
4.772682,
0,
10.939349,
4.772682,
0,
10.939349
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316814,
-115569,
318116,
-120366,
-582329,
-12918
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13551,
"evaluation_days": 1129.25,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1663142400000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760272359741,
"expiration_time": 1763782819200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 38,
"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) |
|---|