Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268052.7794 | 91378.149 | 176674.6304 | 610861.1075 | 97362.4889 | 513498.6186 |
Total P&L (%) | 268.0528 | 91.3781 | 176.6746 | 610.8611 | 97.3625 | 513.4986 |
Avg Daily Profit (%) | 0.2377 | 0.081 | 0.1567 | 0.1741 | 0.0603 | 0.161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45390 | -41174 | -33873 | -352902 | -260122 | -232858 |
Profit Factor | 2.2298 | 1.7978 | 2.7082 | 1.4787 | 1.1516 | 1.8105 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 50.7463 | 44.1176 | 57.5758 | 50.7463 | 44.1176 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.1642 | 2.2773 | 1.9955 | 1.4352 | 1.4586 | 1.3341 |
Largest Winning Trade | 70313 | 70313 | 42328 | 176772 | 176772 | 173786 |
Largest Losing Trade | -21464 | -13809 | -21464 | -158631 | -118988 | -158631 |
Avg Bars in Trades | 194 | 138 | 251 | 194 | 138 | 251 |
Avg Bars in Winners | 270 | 173 | 346 | 270 | 173 | 346 |
Avg Bars in Losers | 116 | 111 | 123 | 116 | 111 | 123 |
Bars Traded | 13021 | 4711 | 8310 | 13021 | 4711 | 8310 |
Profit Streak | 0 | 0 | 90.6604 | 0 | 0 | 90.6604 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108715 | -83641 | 516055 | -111910 | -168510 | 430021 |
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13530, "evaluation_days": 1127.5, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1664452800000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760125861276, "expiration_time": 1763626176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 243, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 85, "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": [ [ 268052.7794146918, 91378.1490320108, 176674.630382681, 610861.1074968595, 97362.4888573556, 513498.6186395037 ], [ 268.052779, 91.378149, 176.67463, 610.861107, 97.362489, 513.498619 ], [ 0.237741, 0.081045, 0.156696, 0.174103, 0.060317, 0.161017 ], [ 10, 10, 10, 10, 10, 10 ], [ -45390, -41174, -33873, -352902, -260122, -232858 ], [ 2.229823, 1.797829, 2.708207, 1.478741, 1.15155, 1.810537 ], [ 67, 34, 33, 67, 34, 33 ], [ 34, 15, 19, 34, 15, 19 ], [ 33, 19, 14, 33, 19, 14 ], [ 50.746269, 44.117647, 57.575758, 50.746269, 44.117647, 57.575758 ], [ 2.16424, 2.27725, 1.995521, 1.435249, 1.45863, 1.33408 ], [ 70313, 70313, 42328, 176772, 176772, 173786 ], [ -21464, -13809, -21464, -158631, -118988, -158631 ], [ 194, 138, 251, 194, 138, 251 ], [ 270, 173, 346, 270, 173, 346 ], [ 116, 111, 123, 116, 111, 123 ], [ 13021, 4711, 8310, 13021, 4711, 8310 ], [ 0, 0, 90.660431, 0, 0, 90.660431 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -108715, -83641, 516055, -111910, -168510, 430021 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13530, "evaluation_days": 1127.5, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1664452800000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760125861276, "expiration_time": 1763626176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 243, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 85, "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) |
---|