Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179784.7337 | 69907.8811 | 109876.8525 | -27741.0919 | 88527.7502 | -116268.842 |
Total P&L (%) | 179.7847 | 69.9079 | 109.8769 | -27.7411 | 88.5278 | -116.2688 |
Avg Daily Profit (%) | 0.16 | 0.0622 | 0.0978 | -0.0289 | 0.0564 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101167 | -47504 | -104100 | -269454 | -36353 | -307050 |
Profit Factor | 1.4527 | 1.3815 | 1.5137 | 0.9512 | 1.5572 | 0.7164 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 59.5506 | 55.5556 | 63.6364 | 59.5506 | 55.5556 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.9868 | 1.1052 | 0.865 | 0.6461 | 1.2457 | 0.4094 |
Largest Winning Trade | 47091 | 47091 | 41180 | 54829 | 51395 | 54829 |
Largest Losing Trade | -88230 | -24622 | -88230 | -264883 | -22229 | -264883 |
Avg Bars in Trades | 36 | 21 | 51 | 36 | 21 | 51 |
Avg Bars in Winners | 38 | 16 | 57 | 38 | 16 | 57 |
Avg Bars in Losers | 34 | 27 | 42 | 34 | 27 | 42 |
Bars Traded | 3252 | 971 | 2281 | 3252 | 971 | 2281 |
Profit Streak | 41.2647 | 41.2647 | 43.598 | 41.2647 | 41.2647 | 43.598 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345926 | -107251 | -59929 | -577798 | -113862 | -577964 |
{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3372, "evaluation_days": 1124, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1665475200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759818069544, "expiration_time": 1762708608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 62, "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": [ [ 179784.733664669, 69907.8811374075, 109876.8525272617, -27741.0918689221, 88527.7501794178, -116268.8420483399 ], [ 179.784734, 69.907881, 109.876853, -27.741092, 88.52775, -116.268842 ], [ 0.159951, 0.062196, 0.097755, -0.028903, 0.056428, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -101167, -47504, -104100, -269454, -36353, -307050 ], [ 1.452716, 1.381524, 1.513703, 0.951239, 1.557157, 0.716434 ], [ 89, 45, 44, 89, 45, 44 ], [ 53, 25, 28, 53, 25, 28 ], [ 36, 20, 16, 36, 20, 16 ], [ 59.550562, 55.555556, 63.636364, 59.550562, 55.555556, 63.636364 ], [ 0.98675, 1.105219, 0.864973, 0.646124, 1.245726, 0.409391 ], [ 47091, 47091, 41180, 54829, 51395, 54829 ], [ -88230, -24622, -88230, -264883, -22229, -264883 ], [ 36, 21, 51, 36, 21, 51 ], [ 38, 16, 57, 38, 16, 57 ], [ 34, 27, 42, 34, 27, 42 ], [ 3252, 971, 2281, 3252, 971, 2281 ], [ 41.264694, 41.264694, 43.598027, 41.264694, 41.264694, 43.598027 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345926, -107251, -59929, -577798, -113862, -577964 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3372, "evaluation_days": 1124, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1665475200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759818069544, "expiration_time": 1762708608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 62, "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) |
---|