| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 165976.2589 | 70003.4373 | 95972.8216 | 156363.3931 | 26631.625 | 129731.7682 |
| Total P&L (%) | 165.9763 | 70.0034 | 95.9728 | 156.3634 | 26.6316 | 129.7318 |
| Avg Daily Profit (%) | 0.1493 | 0.063 | 0.0864 | 0.0847 | 0.0212 | 0.0749 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73340 | -38229 | -50753 | -232962 | -148450 | -159248 |
| Profit Factor | 1.7657 | 1.7268 | 1.7967 | 1.2427 | 1.096 | 1.3535 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
| Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
| Profitability (%) | 45.8824 | 34.8837 | 57.1429 | 45.8824 | 34.8837 | 57.1429 |
| Ratio Avg Win / Avg Loss | 2.0826 | 3.2234 | 1.3475 | 1.4657 | 2.0459 | 1.0151 |
| Largest Winning Trade | 112083 | 112083 | 42417 | 168709 | 168709 | 100348 |
| Largest Losing Trade | -19375 | -7385 | -19375 | -68134 | -26431 | -68134 |
| Avg Bars in Trades | 69 | 40 | 98 | 69 | 40 | 98 |
| Avg Bars in Winners | 120 | 71 | 151 | 120 | 71 | 151 |
| Avg Bars in Losers | 25 | 23 | 29 | 25 | 23 | 29 |
| Bars Traded | 5878 | 1723 | 4155 | 5878 | 1723 | 4155 |
| Profit Streak | 6.3606 | 6.5272 | 0 | 6.3606 | 6.5272 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323697 | -110683 | -74394 | -80757 | -286797 | -91599 |
{
"trading_pair": "LUNC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6668,
"evaluation_days": 1111.33,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1665475200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758875953288,
"expiration_time": 1761595776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 171
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 21,
"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": [
[
165976.2588801468,
70003.4372971385,
95972.8215830081,
156363.3931422055,
26631.62498327,
129731.7681589356
],
[
165.976259,
70.003437,
95.972822,
156.363393,
26.631625,
129.731768
],
[
0.149349,
0.062991,
0.086359,
0.084748,
0.021248,
0.07487
],
[
10,
10,
10,
10,
10,
10
],
[
-73340,
-38229,
-50753,
-232962,
-148450,
-159248
],
[
1.765656,
1.726799,
1.796726,
1.242686,
1.096039,
1.353489
],
[
85,
43,
42,
85,
43,
42
],
[
39,
15,
24,
39,
15,
24
],
[
46,
28,
18,
46,
28,
18
],
[
45.882353,
34.883721,
57.142857,
45.882353,
34.883721,
57.142857
],
[
2.082569,
3.223358,
1.347544,
1.465732,
2.045939,
1.015117
],
[
112083,
112083,
42417,
168709,
168709,
100348
],
[
-19375,
-7385,
-19375,
-68134,
-26431,
-68134
],
[
69,
40,
98,
69,
40,
98
],
[
120,
71,
151,
120,
71,
151
],
[
25,
23,
29,
25,
23,
29
],
[
5878,
1723,
4155,
5878,
1723,
4155
],
[
6.36057,
6.527237,
0,
6.36057,
6.527237,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323697,
-110683,
-74394,
-80757,
-286797,
-91599
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6668,
"evaluation_days": 1111.33,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1665475200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758875953288,
"expiration_time": 1761595776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 171
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 21,
"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) |
|---|