| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 319782.9216 | 149782.1576 | 170000.764 | 456791.2187 | 83944.4891 | 372846.7296 |
| Total P&L (%) | 319.7829 | 149.7822 | 170.0008 | 456.7912 | 83.9445 | 372.8467 |
| Avg Daily Profit (%) | 0.2877 | 0.1348 | 0.153 | 0.1546 | 0.0549 | 0.1399 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -67527 | -64810 | -52081 | -248998 | -179421 | -106419 |
| Profit Factor | 1.7279 | 1.5855 | 1.9266 | 1.3876 | 1.1204 | 1.7747 |
| Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
| Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
| Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
| Profitability (%) | 55.0388 | 46.1538 | 64.0625 | 55.0388 | 46.1538 | 64.0625 |
| Ratio Avg Win / Avg Loss | 1.4115 | 1.8497 | 1.0808 | 1.1335 | 1.3071 | 0.9956 |
| Largest Winning Trade | 126375 | 126375 | 29798 | 176813 | 176813 | 131740 |
| Largest Losing Trade | -52081 | -35469 | -52081 | -88168 | -67018 | -88168 |
| Avg Bars in Trades | 101 | 111 | 91 | 101 | 111 | 91 |
| Avg Bars in Winners | 108 | 118 | 100 | 108 | 118 | 100 |
| Avg Bars in Losers | 92 | 104 | 74 | 92 | 104 | 74 |
| Bars Traded | 13067 | 7218 | 5849 | 13067 | 7218 | 5849 |
| Profit Streak | 0 | 0 | 32.6742 | 0 | 0 | 32.6742 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 415088 | -143617 | -127050 | 318516 | -341196 | -142509 |
{
"trading_pair": "LUNC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13336,
"evaluation_days": 1111.33,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1664071200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758895848990,
"expiration_time": 1762179091200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 129,
"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": [
[
319782.9215823497,
149782.1575614319,
170000.7640209181,
456791.2187461514,
83944.4891484384,
372846.7295977128
],
[
319.782922,
149.782158,
170.000764,
456.791219,
83.944489,
372.84673
],
[
0.287748,
0.134777,
0.152971,
0.154621,
0.054856,
0.139894
],
[
10,
10,
10,
10,
10,
10
],
[
-67527,
-64810,
-52081,
-248998,
-179421,
-106419
],
[
1.727923,
1.58547,
1.926554,
1.387621,
1.120409,
1.774689
],
[
129,
65,
64,
129,
65,
64
],
[
71,
30,
41,
71,
30,
41
],
[
58,
35,
23,
58,
35,
23
],
[
55.03876,
46.153846,
64.0625,
55.03876,
46.153846,
64.0625
],
[
1.411543,
1.849715,
1.08075,
1.133549,
1.307143,
0.995557
],
[
126375,
126375,
29798,
176813,
176813,
131740
],
[
-52081,
-35469,
-52081,
-88168,
-67018,
-88168
],
[
101,
111,
91,
101,
111,
91
],
[
108,
118,
100,
108,
118,
100
],
[
92,
104,
74,
92,
104,
74
],
[
13067,
7218,
5849,
13067,
7218,
5849
],
[
0,
0,
32.674178,
0,
0,
32.674178
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
415088,
-143617,
-127050,
318516,
-341196,
-142509
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13336,
"evaluation_days": 1111.33,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1664071200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758895848990,
"expiration_time": 1762179091200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 129,
"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) |
|---|