Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181059.4152 | 47155.3643 | 133904.0509 | 76184.3285 | 1382.9039 | 74801.4246 |
Total P&L (%) | 181.0594 | 47.1554 | 133.9041 | 76.1843 | 1.3829 | 74.8014 |
Avg Daily Profit (%) | 0.1619 | 0.0422 | 0.1197 | 0.0507 | 0.0012 | 0.05 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73462 | -103651 | -64897 | -69526 | -72910 | -55388 |
Profit Factor | 1.2146 | 1.1012 | 1.3543 | 1.1123 | 1.0037 | 1.2465 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 149 | 64 | 85 | 149 | 64 | 85 |
Losing Trades | 145 | 83 | 62 | 145 | 83 | 62 |
Profitability (%) | 50.6803 | 43.5374 | 57.8231 | 50.6803 | 43.5374 | 57.8231 |
Ratio Avg Win / Avg Loss | 1.182 | 1.4282 | 0.9878 | 1.0825 | 1.3017 | 0.9092 |
Largest Winning Trade | 61610 | 61610 | 31505 | 35540 | 35540 | 17149 |
Largest Losing Trade | -31001 | -25169 | -31001 | -29227 | -17025 | -29227 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 4461 | 2208 | 2253 | 4461 | 2208 | 2253 |
Profit Streak | 4.8174 | 0 | 16.3174 | 4.8174 | 0 | 16.3174 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335037 | -249723 | -32202 | -219771 | -575815 | -125913 |
{ "trading_pair": "LUNC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4473, "evaluation_days": 1118.25, "actual_first_datapoint_time": 1662703200000, "first_datapoint_time": 1662768000000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759304225053, "expiration_time": 1762196904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.55605 } }, "second_band": { "type": "dcl", "factors": { "length": 4, "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": [ [ 181059.4152340293, 47155.3643351647, 133904.0508988646, 76184.3284663222, 1382.9038637219, 74801.4246026002 ], [ 181.059415, 47.155364, 133.904051, 76.184328, 1.382904, 74.801425 ], [ 0.161913, 0.042169, 0.119744, 0.05066, 0.001228, 0.049955 ], [ 10, 10, 10, 10, 10, 10 ], [ -73462, -103651, -64897, -69526, -72910, -55388 ], [ 1.214607, 1.101247, 1.354304, 1.112333, 1.00369, 1.246507 ], [ 294, 147, 147, 294, 147, 147 ], [ 149, 64, 85, 149, 64, 85 ], [ 145, 83, 62, 145, 83, 62 ], [ 50.680272, 43.537415, 57.823129, 50.680272, 43.537415, 57.823129 ], [ 1.182, 1.42818, 0.987845, 1.082472, 1.301661, 0.909217 ], [ 61610, 61610, 31505, 35540, 35540, 17149 ], [ -31001, -25169, -31001, -29227, -17025, -29227 ], [ 15, 15, 15, 15, 15, 15 ], [ 15, 15, 15, 15, 15, 15 ], [ 15, 14, 15, 15, 14, 15 ], [ 4461, 2208, 2253, 4461, 2208, 2253 ], [ 4.817419, 0, 16.317419, 4.81742, 0, 16.31742 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335037, -249723, -32202, -219771, -575815, -125913 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4473, "evaluation_days": 1118.25, "actual_first_datapoint_time": 1662703200000, "first_datapoint_time": 1662768000000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759304225053, "expiration_time": 1762196904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.55605 } }, "second_band": { "type": "dcl", "factors": { "length": 4, "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) |
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