| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 181646.5661 | 49600.8264 | 132045.7397 | 163182.5495 | -18394.9565 | 181577.506 |
| Total P&L (%) | 181.6466 | 49.6008 | 132.0457 | 163.1825 | -18.395 | 181.5775 |
| Avg Daily Profit (%) | 0.1635 | 0.0446 | 0.1188 | 0.0871 | -0.0183 | 0.0932 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -49250 | -58822 | -50211 | -85931 | -86163 | -70809 |
| Profit Factor | 1.5773 | 1.2871 | 1.9307 | 1.2926 | 0.9425 | 1.7635 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
| Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
| Profitability (%) | 47.2527 | 41.3043 | 53.3333 | 47.2527 | 41.3043 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.7607 | 1.829 | 1.6893 | 1.4429 | 1.3393 | 1.5431 |
| Largest Winning Trade | 78721 | 78721 | 32839 | 58440 | 58440 | 46584 |
| Largest Losing Trade | -43270 | -14700 | -43270 | -52072 | -35521 | -52072 |
| Avg Bars in Trades | 143 | 118 | 168 | 143 | 118 | 168 |
| Avg Bars in Winners | 191 | 158 | 217 | 191 | 158 | 217 |
| Avg Bars in Losers | 100 | 90 | 113 | 100 | 90 | 113 |
| Bars Traded | 13043 | 5457 | 7587 | 13043 | 5457 | 7587 |
| Profit Streak | 0 | 0 | 18.4309 | 0 | 0 | 18.4309 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337406 | -136857 | -29655 | -77444 | -582419 | -64140 |
{
"trading_pair": "LUNC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13336,
"evaluation_days": 1111.33,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1664294400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758925233170,
"expiration_time": 1762179091200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 208,
"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": [
[
181646.5661270435,
49600.8263866451,
132045.7397403985,
163182.5494956875,
-18394.9564732062,
181577.5059688936
],
[
181.646566,
49.600826,
132.04574,
163.182549,
-18.394956,
181.577506
],
[
0.16345,
0.044632,
0.118818,
0.087112,
-0.01829,
0.093196
],
[
10,
10,
10,
10,
10,
10
],
[
-49250,
-58822,
-50211,
-85931,
-86163,
-70809
],
[
1.577258,
1.287064,
1.930656,
1.292583,
0.942501,
1.763522
],
[
91,
46,
45,
91,
46,
45
],
[
43,
19,
24,
43,
19,
24
],
[
48,
27,
21,
48,
27,
21
],
[
47.252747,
41.304348,
53.333333,
47.252747,
41.304348,
53.333333
],
[
1.76066,
1.828985,
1.689324,
1.442883,
1.339343,
1.543082
],
[
78721,
78721,
32839,
58440,
58440,
46584
],
[
-43270,
-14700,
-43270,
-52072,
-35521,
-52072
],
[
143,
118,
168,
143,
118,
168
],
[
191,
158,
217,
191,
158,
217
],
[
100,
90,
113,
100,
90,
113
],
[
13043,
5457,
7587,
13043,
5457,
7587
],
[
0,
0,
18.430939,
0,
0,
18.430939
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337406,
-136857,
-29655,
-77444,
-582419,
-64140
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 13336,
"evaluation_days": 1111.33,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1664294400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758925233170,
"expiration_time": 1762179091200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 208,
"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) |
|---|