| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343276.9008 | 165294.296 | 177982.6047 | 724302.737 | 130525.9942 | 593776.7428 |
| Total P&L (%) | 343.2769 | 165.2943 | 177.9826 | 724.3027 | 130.526 | 593.7767 |
| Avg Daily Profit (%) | 0.3075 | 0.1481 | 0.1595 | 0.1892 | 0.0749 | 0.1737 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -59138 | -66747 | -42093 | -762313 | -824987 | -469117 |
| Profit Factor | 1.507 | 1.4185 | 1.6308 | 1.161 | 1.0478 | 1.3362 |
| Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
| Winning Trades | 121 | 56 | 65 | 121 | 56 | 65 |
| Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
| Profitability (%) | 49.3878 | 45.5285 | 53.2787 | 49.3878 | 45.5285 | 53.2787 |
| Ratio Avg Win / Avg Loss | 1.5444 | 1.6972 | 1.4301 | 1.1898 | 1.2536 | 1.1717 |
| Largest Winning Trade | 96554 | 96554 | 26464 | 281187 | 281187 | 192562 |
| Largest Losing Trade | -28758 | -26495 | -28758 | -396453 | -396453 | -224457 |
| Avg Bars in Trades | 53 | 52 | 54 | 53 | 52 | 54 |
| Avg Bars in Winners | 59 | 49 | 68 | 59 | 49 | 68 |
| Avg Bars in Losers | 48 | 55 | 39 | 48 | 55 | 39 |
| Bars Traded | 13145 | 6438 | 6707 | 13145 | 6438 | 6707 |
| Profit Streak | 0 | 0 | 10.6433 | 0 | 0 | 10.6433 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 433589 | 165643 | 363416 | -34392 | -262927 | 322615 |
{
"trading_pair": "LUNC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13394,
"evaluation_days": 1116.17,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1663516800000,
"last_datapoint_time": 1759140000000,
"evaluation_time": 1759145183417,
"expiration_time": 1762611724800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 63,
"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": [
[
343276.9007567615,
165294.2960305252,
177982.6047262363,
724302.7370071887,
130525.9942002242,
593776.7428069641
],
[
343.276901,
165.294296,
177.982605,
724.302737,
130.525994,
593.776743
],
[
0.307549,
0.148091,
0.159458,
0.189161,
0.074855,
0.173689
],
[
10,
10,
10,
10,
10,
10
],
[
-59138,
-66747,
-42093,
-762313,
-824987,
-469117
],
[
1.507004,
1.418532,
1.630849,
1.161042,
1.047787,
1.336194
],
[
245,
123,
122,
245,
123,
122
],
[
121,
56,
65,
121,
56,
65
],
[
124,
67,
57,
124,
67,
57
],
[
49.387755,
45.528455,
53.278689,
49.387755,
45.528455,
53.278689
],
[
1.544367,
1.697172,
1.430129,
1.189829,
1.253602,
1.17174
],
[
96554,
96554,
26464,
281187,
281187,
192562
],
[
-28758,
-26495,
-28758,
-396453,
-396453,
-224457
],
[
53,
52,
54,
53,
52,
54
],
[
59,
49,
68,
59,
49,
68
],
[
48,
55,
39,
48,
55,
39
],
[
13145,
6438,
6707,
13145,
6438,
6707
],
[
0,
0,
10.643326,
0,
0,
10.643327
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
433589,
165643,
363416,
-34392,
-262927,
322615
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13394,
"evaluation_days": 1116.17,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1663516800000,
"last_datapoint_time": 1759140000000,
"evaluation_time": 1759145183417,
"expiration_time": 1762611724800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 113,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 63,
"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) |
|---|