Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327118.1807 | 172638.1826 | 154479.9981 | 398584.6041 | 44099.7375 | 354484.8667 |
Total P&L (%) | 327.1182 | 172.6382 | 154.48 | 398.5846 | 44.0997 | 354.4849 |
Avg Daily Profit (%) | 0.2914 | 0.1538 | 0.1376 | 0.1432 | 0.0326 | 0.135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77589 | -61789 | -55412 | -406516 | -328507 | -211325 |
Profit Factor | 1.5208 | 1.4945 | 1.5537 | 1.1923 | 1.0371 | 1.4013 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Profitability (%) | 48.7805 | 46.3415 | 51.2195 | 48.7805 | 46.3415 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.5968 | 1.7305 | 1.4797 | 1.252 | 1.2008 | 1.3345 |
Largest Winning Trade | 179378 | 179378 | 33506 | 224913 | 224913 | 165478 |
Largest Losing Trade | -32305 | -32305 | -27265 | -116437 | -116437 | -94120 |
Avg Bars in Trades | 53 | 51 | 56 | 53 | 51 | 56 |
Avg Bars in Winners | 58 | 52 | 64 | 58 | 52 | 64 |
Avg Bars in Losers | 48 | 49 | 48 | 48 | 49 | 48 |
Bars Traded | 13214 | 6280 | 6934 | 13214 | 6280 | 6934 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423354 | 286551 | -7733 | -9965 | -332635 | -12202 |
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13469, "evaluation_days": 1122.42, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1663833600000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759681740616, "expiration_time": 1763171164800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 327118.1807137533, 172638.1825844457, 154479.9981293077, 398584.6041443805, 44099.7374852475, 354484.8666591331 ], [ 327.118181, 172.638183, 154.479998, 398.584604, 44.099737, 354.484867 ], [ 0.29144, 0.153809, 0.137631, 0.14324, 0.032554, 0.134978 ], [ 10, 10, 10, 10, 10, 10 ], [ -77589, -61789, -55412, -406516, -328507, -211325 ], [ 1.520806, 1.494543, 1.553664, 1.192335, 1.037092, 1.401273 ], [ 246, 123, 123, 246, 123, 123 ], [ 120, 57, 63, 120, 57, 63 ], [ 126, 66, 60, 126, 66, 60 ], [ 48.780488, 46.341463, 51.219512, 48.780488, 46.341463, 51.219512 ], [ 1.596846, 1.730524, 1.47968, 1.251952, 1.200843, 1.334546 ], [ 179378, 179378, 33506, 224913, 224913, 165478 ], [ -32305, -32305, -27265, -116437, -116437, -94120 ], [ 53, 51, 56, 53, 51, 56 ], [ 58, 52, 64, 58, 52, 64 ], [ 48, 49, 48, 48, 49, 48 ], [ 13214, 6280, 6934, 13214, 6280, 6934 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 423354, 286551, -7733, -9965, -332635, -12202 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13469, "evaluation_days": 1122.42, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1663833600000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759681740616, "expiration_time": 1763171164800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|