Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242833.0555 | 129561.0197 | 113272.0358 | 107512.7939 | -43509.5011 | 151022.295 |
Total P&L (%) | 242.8331 | 129.561 | 113.272 | 107.5128 | -43.5095 | 151.0223 |
Avg Daily Profit (%) | 0.2169 | 0.1157 | 0.1012 | 0.0652 | -0.051 | 0.0822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74075 | -77920 | -22960 | -156321 | -178744 | -58443 |
Profit Factor | 1.5196 | 1.404 | 1.7725 | 1.1423 | 0.918 | 1.6706 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 67 | 25 | 42 | 67 | 25 | 42 |
Losing Trades | 69 | 43 | 26 | 69 | 43 | 26 |
Profitability (%) | 49.2647 | 36.7647 | 61.7647 | 49.2647 | 36.7647 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.565 | 2.4149 | 1.0973 | 1.1764 | 1.5789 | 1.0342 |
Largest Winning Trade | 196861 | 196861 | 22490 | 135728 | 135728 | 44962 |
Largest Losing Trade | -32819 | -32819 | -18375 | -85272 | -85272 | -31056 |
Avg Bars in Trades | 23 | 28 | 19 | 23 | 28 | 19 |
Avg Bars in Winners | 23 | 28 | 20 | 23 | 28 | 20 |
Avg Bars in Losers | 24 | 28 | 16 | 24 | 28 | 16 |
Bars Traded | 3245 | 1938 | 1307 | 3245 | 1938 | 1307 |
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 | 383560 | -151017 | -163045 | -169524 | -692327 | -188485 |
{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3359, "evaluation_days": 1119.67, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1665648000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759427886267, "expiration_time": 1762322976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 103, "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": [ [ 242833.0554717077, 129561.0196549493, 113272.0358167585, 107512.7938670341, -43509.5010996348, 151022.294966669 ], [ 242.833055, 129.56102, 113.272036, 107.512794, -43.509501, 151.022295 ], [ 0.216879, 0.115714, 0.101166, 0.065221, -0.050993, 0.082234 ], [ 10, 10, 10, 10, 10, 10 ], [ -74075, -77920, -22960, -156321, -178744, -58443 ], [ 1.519618, 1.403985, 1.772542, 1.142269, 0.917981, 1.670559 ], [ 136, 68, 68, 136, 68, 68 ], [ 67, 25, 42, 67, 25, 42 ], [ 69, 43, 26, 69, 43, 26 ], [ 49.264706, 36.764706, 61.764706, 49.264706, 36.764706, 61.764706 ], [ 1.56498, 2.414855, 1.097288, 1.176367, 1.578928, 1.034156 ], [ 196861, 196861, 22490, 135728, 135728, 44962 ], [ -32819, -32819, -18375, -85272, -85272, -31056 ], [ 23, 28, 19, 23, 28, 19 ], [ 23, 28, 20, 23, 28, 20 ], [ 24, 28, 16, 24, 28, 16 ], [ 3245, 1938, 1307, 3245, 1938, 1307 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 383560, -151017, -163045, -169524, -692327, -188485 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3359, "evaluation_days": 1119.67, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1665648000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759427886267, "expiration_time": 1762322976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 103, "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) |
---|