| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 200782.1068 | 53980.5604 | 146801.5464 | 226366.3278 | 39869.8588 | 186496.4689 |
| Total P&L (%) | 200.7821 | 53.9806 | 146.8015 | 226.3663 | 39.8699 | 186.4965 |
| Avg Daily Profit (%) | 0.1781 | 0.0479 | 0.1302 | 0.1049 | 0.0298 | 0.0934 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74602 | -55377 | -60001 | -226525 | -98266 | -168483 |
| Profit Factor | 1.5229 | 1.2915 | 1.7385 | 1.29 | 1.1151 | 1.4296 |
| Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
| Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 51.1811 | 46.875 | 55.5556 | 51.1811 | 46.875 | 55.5556 |
| Ratio Avg Win / Avg Loss | 1.4526 | 1.4637 | 1.3908 | 1.2305 | 1.2638 | 1.1437 |
| Largest Winning Trade | 75288 | 75288 | 31857 | 73972 | 65373 | 73972 |
| Largest Losing Trade | -29410 | -14753 | -29410 | -64634 | -42374 | -64634 |
| Avg Bars in Trades | 52 | 41 | 62 | 52 | 41 | 62 |
| Avg Bars in Winners | 67 | 52 | 79 | 67 | 52 | 79 |
| Avg Bars in Losers | 36 | 32 | 41 | 36 | 32 | 41 |
| Bars Traded | 6624 | 2684 | 3940 | 6624 | 2684 | 3940 |
| Profit Streak | 0 | 0 | 33.1241 | 0 | 0 | 33.1241 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337300 | -270412 | -162012 | -52362 | -389647 | -212384 |
{
"trading_pair": "LUNC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6766,
"evaluation_days": 1127.67,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1664164800000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760137125735,
"expiration_time": 1763049312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 40,
"offset": 0,
"a": 0.6849
}
}
} {
"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": [
[
200782.1067812524,
53980.5603979357,
146801.5463833168,
226366.3277538652,
39869.8588373775,
186496.4689164879
],
[
200.782107,
53.98056,
146.801546,
226.366328,
39.869859,
186.496469
],
[
0.17805,
0.047869,
0.130181,
0.104948,
0.02976,
0.093383
],
[
10,
10,
10,
10,
10,
10
],
[
-74602,
-55377,
-60001,
-226525,
-98266,
-168483
],
[
1.522916,
1.291518,
1.738453,
1.290042,
1.115123,
1.429579
],
[
127,
64,
63,
127,
64,
63
],
[
65,
30,
35,
65,
30,
35
],
[
62,
34,
28,
62,
34,
28
],
[
51.181102,
46.875,
55.555556,
51.181102,
46.875,
55.555556
],
[
1.452627,
1.463721,
1.390763,
1.230501,
1.263806,
1.143663
],
[
75288,
75288,
31857,
73972,
65373,
73972
],
[
-29410,
-14753,
-29410,
-64634,
-42374,
-64634
],
[
52,
41,
62,
52,
41,
62
],
[
67,
52,
79,
67,
52,
79
],
[
36,
32,
41,
36,
32,
41
],
[
6624,
2684,
3940,
6624,
2684,
3940
],
[
0,
0,
33.12414,
0,
0,
33.12414
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337300,
-270412,
-162012,
-52362,
-389647,
-212384
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6766,
"evaluation_days": 1127.67,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1664164800000,
"last_datapoint_time": 1760126400000,
"evaluation_time": 1760137125735,
"expiration_time": 1763049312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 40,
"offset": 0,
"a": 0.6849
}
}
}
| # | 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) |
|---|