Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195584.4608 | 77357.8471 | 118226.6138 | 85363.1287 | 33505.7698 | 51857.3588 |
Total P&L (%) | 195.5845 | 77.3578 | 118.2266 | 85.3631 | 33.5058 | 51.8574 |
Avg Daily Profit (%) | 0.1749 | 0.0692 | 0.1057 | 0.0552 | 0.0258 | 0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87624 | -32263 | -88020 | -109499 | -39769 | -118961 |
Profit Factor | 1.4184 | 1.4226 | 1.4157 | 1.1523 | 1.1621 | 1.1467 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 59.6639 | 57.6271 | 61.6667 | 59.6639 | 57.6271 | 61.6667 |
Ratio Avg Win / Avg Loss | 0.9589 | 1.046 | 0.88 | 0.7791 | 0.8545 | 0.7128 |
Largest Winning Trade | 29394 | 22968 | 29394 | 32983 | 28849 | 32983 |
Largest Losing Trade | -72184 | -20677 | -72184 | -99650 | -23904 | -99650 |
Avg Bars in Trades | 26 | 15 | 38 | 26 | 15 | 38 |
Avg Bars in Winners | 26 | 12 | 38 | 26 | 12 | 38 |
Avg Bars in Losers | 27 | 19 | 37 | 27 | 19 | 37 |
Bars Traded | 3196 | 915 | 2281 | 3196 | 915 | 2281 |
Profit Streak | 10.0522 | 0 | 13.0522 | 10.0522 | 0 | 13.0522 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326010 | -275156 | -219785 | -171308 | -380464 | -372129 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } } }
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{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3355, "evaluation_days": 1118.33, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1665792000000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759310105891, "expiration_time": 1762204320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 108, "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) |
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