Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187828.248 | 48386.1998 | 139442.0482 | 135604.9823 | -14354.3768 | 149959.3591 |
Total P&L (%) | 187.8282 | 48.3862 | 139.442 | 135.605 | -14.3544 | 149.9594 |
Avg Daily Profit (%) | 0.169 | 0.0435 | 0.1255 | 0.0771 | -0.0139 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73126 | -49373 | -65529 | -207809 | -164259 | -184643 |
Profit Factor | 1.5923 | 1.2969 | 1.9044 | 1.159 | 0.9661 | 1.3491 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 56.4706 | 46.5116 | 66.6667 | 56.4706 | 46.5116 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2274 | 1.4915 | 0.9522 | 0.8934 | 1.111 | 0.6746 |
Largest Winning Trade | 37712 | 37712 | 32336 | 75943 | 75943 | 66671 |
Largest Losing Trade | -65529 | -15035 | -65529 | -184643 | -49722 | -184643 |
Avg Bars in Trades | 153 | 129 | 178 | 153 | 129 | 178 |
Avg Bars in Winners | 185 | 147 | 213 | 185 | 147 | 213 |
Avg Bars in Losers | 111 | 113 | 108 | 111 | 113 | 108 |
Bars Traded | 13037 | 5553 | 7485 | 13037 | 5553 | 7485 |
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 | 370510 | -137471 | -22467 | -136145 | -580417 | -81926 |
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{ "first_band": { "type": "wma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13336, "evaluation_days": 1111.33, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1664244000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758842504649, "expiration_time": 1762179091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 2 } } }
# | 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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