| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 404357.2048 | 199865.1263 | 204492.0785 | 760366.9883 | 681749.2003 | 78617.7879 |
| Total P&L (%) | 404.3572 | 199.8651 | 204.4921 | 760.367 | 681.7492 | 78.6178 |
| Avg Daily Profit (%) | 0.3623 | 0.1791 | 0.1832 | 0.193 | 0.1844 | 0.052 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118494 | -41928 | -83265 | -714160 | -136341 | -639697 |
| Profit Factor | 2.1565 | 2.1543 | 2.1588 | 1.5335 | 2.3481 | 1.0855 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
| Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
| Profitability (%) | 66.2651 | 56.0976 | 76.1905 | 66.2651 | 56.0976 | 76.1905 |
| Ratio Avg Win / Avg Loss | 1.0979 | 1.6859 | 0.6746 | 0.7807 | 1.8377 | 0.3392 |
| Largest Winning Trade | 52556 | 52556 | 47774 | 270314 | 270314 | 173031 |
| Largest Losing Trade | -75340 | -41928 | -75340 | -626697 | -135097 | -626697 |
| Avg Bars in Trades | 156 | 110 | 201 | 156 | 110 | 201 |
| Avg Bars in Winners | 137 | 79 | 180 | 137 | 79 | 180 |
| Avg Bars in Losers | 193 | 149 | 271 | 193 | 149 | 271 |
| Bars Traded | 12996 | 4522 | 8474 | 12996 | 4522 | 8474 |
| Profit Streak | 52.51 | 52.51 | 73.5933 | 52.51 | 52.51 | 73.5933 |
| Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 529489 | 495946 | 493866 | 379100 | 526058 | -246724 |
{
"trading_pair": "LUNC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13392,
"evaluation_days": 1116,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1664128800000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759133665162,
"expiration_time": 1762596806400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 198,
"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": [
[
404357.2048485382,
199865.126317721,
204492.078530817,
760366.9882507162,
681749.2003063306,
78617.7879443856
],
[
404.357205,
199.865126,
204.492079,
760.366988,
681.7492,
78.617788
],
[
0.362327,
0.179091,
0.183237,
0.193035,
0.184432,
0.051992
],
[
10,
10,
10,
10,
10,
10
],
[
-118494,
-41928,
-83265,
-714160,
-136341,
-639697
],
[
2.156548,
2.154259,
2.158795,
1.533479,
2.348119,
1.085492
],
[
83,
41,
42,
83,
41,
42
],
[
55,
23,
32,
55,
23,
32
],
[
28,
18,
10,
28,
18,
10
],
[
66.26506,
56.097561,
76.190476,
66.26506,
56.097561,
76.190476
],
[
1.097879,
1.685942,
0.674623,
0.78068,
1.837658,
0.339216
],
[
52556,
52556,
47774,
270314,
270314,
173031
],
[
-75340,
-41928,
-75340,
-626697,
-135097,
-626697
],
[
156,
110,
201,
156,
110,
201
],
[
137,
79,
180,
137,
79,
180
],
[
193,
149,
271,
193,
149,
271
],
[
12996,
4522,
8474,
12996,
4522,
8474
],
[
52.510013,
52.510013,
73.593347,
52.510013,
52.510013,
73.593347
],
[
7,
3,
5,
7,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
529489,
495946,
493866,
379100,
526058,
-246724
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13392,
"evaluation_days": 1116,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1664128800000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759133665162,
"expiration_time": 1762596806400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 198,
"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) |
|---|