Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174264.2684 | 68637.3025 | 105626.9659 | 13054.4507 | -64464.5782 | 77519.0289 |
Total P&L (%) | 174.2643 | 68.6373 | 105.627 | 13.0545 | -64.4646 | 77.519 |
Avg Daily Profit (%) | 0.1545 | 0.0608 | 0.0936 | 0.0109 | -0.0917 | 0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102878 | -60318 | -115488 | -358763 | -219622 | -304898 |
Profit Factor | 1.2077 | 1.1722 | 1.2398 | 1.0084 | 0.915 | 1.0964 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 206 | 98 | 108 | 206 | 98 | 108 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 65.8147 | 62.8205 | 68.7898 | 65.8147 | 62.8205 | 68.7898 |
Ratio Avg Win / Avg Loss | 0.6273 | 0.6938 | 0.5625 | 0.5238 | 0.5415 | 0.4974 |
Largest Winning Trade | 60741 | 60741 | 20642 | 56028 | 56028 | 38946 |
Largest Losing Trade | -60984 | -23033 | -60984 | -144181 | -65181 | -144181 |
Avg Bars in Trades | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Winners | 7 | 6 | 8 | 7 | 6 | 8 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 3343 | 1550 | 1793 | 3343 | 1550 | 1793 |
Profit Streak | 0 | 16.7199 | 0 | 0 | 16.7199 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325798 | -141767 | -66921 | -458093 | -578003 | -238176 |
{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3384, "evaluation_days": 1128, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1662825600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760145395531, "expiration_time": 1763064576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.12549, "nb": 0.12868, "nc": 0.02789 } } }
{ "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": [ [ 174264.2683976078, 68637.3024603055, 105626.9659373022, 13054.4507425209, -64464.5781791445, 77519.028921665 ], [ 174.264268, 68.637302, 105.626966, 13.054451, -64.464578, 77.519029 ], [ 0.15449, 0.060849, 0.093641, 0.010878, -0.091681, 0.050891 ], [ 10, 10, 10, 10, 10, 10 ], [ -102878, -60318, -115488, -358763, -219622, -304898 ], [ 1.207704, 1.172198, 1.23984, 1.008353, 0.914982, 1.096353 ], [ 313, 156, 157, 313, 156, 157 ], [ 206, 98, 108, 206, 98, 108 ], [ 107, 58, 49, 107, 58, 49 ], [ 65.814696, 62.820513, 68.789809, 65.814696, 62.820513, 68.789809 ], [ 0.627303, 0.69375, 0.56252, 0.523756, 0.54152, 0.497419 ], [ 60741, 60741, 20642, 56028, 56028, 38946 ], [ -60984, -23033, -60984, -144181, -65181, -144181 ], [ 10, 9, 11, 10, 9, 11 ], [ 7, 6, 8, 7, 6, 8 ], [ 16, 15, 17, 16, 15, 17 ], [ 3343, 1550, 1793, 3343, 1550, 1793 ], [ 0, 16.719856, 0, 0, 16.719856, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325798, -141767, -66921, -458093, -578003, -238176 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3384, "evaluation_days": 1128, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1662825600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760145395531, "expiration_time": 1763064576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.12549, "nb": 0.12868, "nc": 0.02789 } } }
# | 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) |
---|