Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341091.7747 | 151326.0752 | 189765.6994 | 712417.1516 | 286921.7813 | 425495.3703 |
Total P&L (%) | 341.0918 | 151.3261 | 189.7657 | 712.4172 | 286.9218 | 425.4954 |
Avg Daily Profit (%) | 0.3051 | 0.1354 | 0.1697 | 0.1876 | 0.1211 | 0.1485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64839 | -91107 | -59054 | -661608 | -608071 | -280702 |
Profit Factor | 1.465 | 1.3675 | 1.5896 | 1.2414 | 1.1727 | 1.33 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 161 | 68 | 93 | 161 | 68 | 93 |
Losing Trades | 150 | 88 | 62 | 150 | 88 | 62 |
Profitability (%) | 51.7685 | 43.5897 | 60 | 51.7685 | 43.5897 | 60 |
Ratio Avg Win / Avg Loss | 1.3649 | 1.7698 | 1.0598 | 1.1566 | 1.5176 | 0.8867 |
Largest Winning Trade | 63997 | 63997 | 24424 | 196821 | 196821 | 156272 |
Largest Losing Trade | -54061 | -24867 | -54061 | -191489 | -191489 | -168512 |
Avg Bars in Trades | 10 | 8 | 12 | 10 | 8 | 12 |
Avg Bars in Winners | 10 | 7 | 12 | 10 | 7 | 12 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 3270 | 1355 | 1915 | 3270 | 1355 | 1915 |
Profit Streak | 0 | 0 | 27.2097 | 0 | 0 | 27.2097 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422811 | -12679 | 451764 | 352462 | -62757 | 257288 |
{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3354, "evaluation_days": 1118, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1664150400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759294918937, "expiration_time": 1762174656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 46, "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": [ [ 341091.774666534, 151326.075218803, 189765.6994477309, 712417.1516403595, 286921.7813069285, 425495.3703334298 ], [ 341.091775, 151.326075, 189.765699, 712.417152, 286.921781, 425.49537 ], [ 0.305091, 0.135354, 0.169737, 0.18755, 0.121098, 0.148515 ], [ 10, 10, 10, 10, 10, 10 ], [ -64839, -91107, -59054, -661608, -608071, -280702 ], [ 1.464979, 1.367539, 1.589635, 1.241419, 1.172686, 1.329985 ], [ 311, 156, 155, 311, 156, 155 ], [ 161, 68, 93, 161, 68, 93 ], [ 150, 88, 62, 150, 88, 62 ], [ 51.768489, 43.589744, 60, 51.768489, 43.589744, 60 ], [ 1.364887, 1.769756, 1.059756, 1.156601, 1.517594, 0.886657 ], [ 63997, 63997, 24424, 196821, 196821, 156272 ], [ -54061, -24867, -54061, -191489, -191489, -168512 ], [ 10, 8, 12, 10, 8, 12 ], [ 10, 7, 12, 10, 7, 12 ], [ 10, 9, 12, 10, 9, 12 ], [ 3270, 1355, 1915, 3270, 1355, 1915 ], [ 0, 0, 27.20971, 0, 0, 27.20971 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422811, -12679, 451764, 352462, -62757, 257288 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3354, "evaluation_days": 1118, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1664150400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759294918937, "expiration_time": 1762174656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 46, "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) |
---|