| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 167046.664 | 39565.1529 | 127481.5111 | 203800.339 | 55760.1492 | 148040.1898 |
| Total P&L (%) | 167.0467 | 39.5652 | 127.4815 | 203.8003 | 55.7601 | 148.0402 |
| Avg Daily Profit (%) | 0.1481 | 0.0351 | 0.113 | 0.0986 | 0.0393 | 0.0806 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83480 | -70837 | -45513 | -90866 | -57063 | -67273 |
| Profit Factor | 1.4683 | 1.2175 | 1.7294 | 1.4428 | 1.2555 | 1.6116 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
| Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
| Profitability (%) | 48.5207 | 42.3529 | 54.7619 | 48.5207 | 42.3529 | 54.7619 |
| Ratio Avg Win / Avg Loss | 1.5578 | 1.6571 | 1.4287 | 1.5307 | 1.7089 | 1.3313 |
| Largest Winning Trade | 62907 | 62907 | 28189 | 40599 | 40599 | 38490 |
| Largest Losing Trade | -20252 | -19555 | -20252 | -45910 | -21733 | -45910 |
| Avg Bars in Trades | 19 | 15 | 22 | 19 | 15 | 22 |
| Avg Bars in Winners | 24 | 20 | 26 | 24 | 20 | 26 |
| Avg Bars in Losers | 14 | 12 | 17 | 14 | 12 | 17 |
| Bars Traded | 3231 | 1346 | 1885 | 3231 | 1346 | 1885 |
| Profit Streak | 5.527 | 5.527 | 11.527 | 5.527 | 5.527 | 11.527 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 310890 | -149926 | -38295 | -57562 | -142757 | -81789 |
{
"trading_pair": "LUNC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3384,
"evaluation_days": 1128,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1666828800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760157533199,
"expiration_time": 1763064576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 107
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 144,
"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": [
[
167046.6640301893,
39565.1529028381,
127481.511127351,
203800.339017771,
55760.1492298635,
148040.1897879075
],
[
167.046664,
39.565153,
127.481511,
203.800339,
55.760149,
148.04019
],
[
0.148091,
0.035075,
0.113016,
0.098559,
0.039294,
0.080566
],
[
10,
10,
10,
10,
10,
10
],
[
-83480,
-70837,
-45513,
-90866,
-57063,
-67273
],
[
1.468297,
1.217456,
1.729444,
1.442759,
1.255498,
1.611596
],
[
169,
85,
84,
169,
85,
84
],
[
82,
36,
46,
82,
36,
46
],
[
87,
49,
38,
87,
49,
38
],
[
48.52071,
42.352941,
54.761905,
48.52071,
42.352941,
54.761905
],
[
1.557827,
1.657093,
1.428671,
1.530732,
1.708873,
1.331318
],
[
62907,
62907,
28189,
40599,
40599,
38490
],
[
-20252,
-19555,
-20252,
-45910,
-21733,
-45910
],
[
19,
15,
22,
19,
15,
22
],
[
24,
20,
26,
24,
20,
26
],
[
14,
12,
17,
14,
12,
17
],
[
3231,
1346,
1885,
3231,
1346,
1885
],
[
5.527005,
5.527005,
11.527005,
5.527005,
5.527005,
11.527005
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310890,
-149926,
-38295,
-57562,
-142757,
-81789
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3384,
"evaluation_days": 1128,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1666828800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760157533199,
"expiration_time": 1763064576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 107
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 144,
"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) |
|---|