| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 333729.2833 | 180075.3103 | 153653.9731 | 846426.4004 | 356343.482 | 490082.9184 |
| Total P&L (%) | 333.7293 | 180.0753 | 153.654 | 846.4264 | 356.3435 | 490.0829 |
| Avg Daily Profit (%) | 0.3204 | 0.1729 | 0.1475 | 0.216 | 0.1458 | 0.1706 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -72284 | -65281 | -38812 | -929740 | -815995 | -573741 |
| Profit Factor | 1.5153 | 1.5176 | 1.5126 | 1.1986 | 1.1502 | 1.2594 |
| Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
| Winning Trades | 151 | 72 | 79 | 151 | 72 | 79 |
| Losing Trades | 151 | 79 | 72 | 151 | 79 | 72 |
| Profitability (%) | 50 | 47.6821 | 52.3179 | 50 | 47.6821 | 52.3179 |
| Ratio Avg Win / Avg Loss | 1.5153 | 1.6652 | 1.3786 | 1.1986 | 1.262 | 1.1478 |
| Largest Winning Trade | 98604 | 98604 | 24737 | 350498 | 350498 | 217007 |
| Largest Losing Trade | -22882 | -22882 | -20574 | -361421 | -361421 | -170739 |
| Avg Bars in Trades | 81 | 90 | 71 | 81 | 90 | 71 |
| Avg Bars in Winners | 80 | 75 | 84 | 80 | 75 | 84 |
| Avg Bars in Losers | 82 | 104 | 57 | 82 | 104 | 57 |
| Bars Traded | 24498 | 13726 | 10772 | 24498 | 13726 | 10772 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 458644 | 332950 | 208405 | 276480 | -54336 | 278684 |
{
"trading_pair": "LUNC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669759200000,
"first_datapoint_time": 1670580000000,
"last_datapoint_time": 1759759200000,
"evaluation_time": 1759762723516,
"expiration_time": 1766239200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 60,
"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": [
[
333729.2833317517,
180075.3102684204,
153653.973063331,
846426.4004491101,
356343.4820276337,
490082.9184214771
],
[
333.729283,
180.07531,
153.653973,
846.4264,
356.343482,
490.082918
],
[
0.320379,
0.172872,
0.147507,
0.215994,
0.145841,
0.170554
],
[
10,
10,
10,
10,
10,
10
],
[
-72284,
-65281,
-38812,
-929740,
-815995,
-573741
],
[
1.51531,
1.517647,
1.512598,
1.198594,
1.150189,
1.259376
],
[
302,
151,
151,
302,
151,
151
],
[
151,
72,
79,
151,
72,
79
],
[
151,
79,
72,
151,
79,
72
],
[
50,
47.682119,
52.317881,
50,
47.682119,
52.317881
],
[
1.51531,
1.665196,
1.37857,
1.198594,
1.262013,
1.147786
],
[
98604,
98604,
24737,
350498,
350498,
217007
],
[
-22882,
-22882,
-20574,
-361421,
-361421,
-170739
],
[
81,
90,
71,
81,
90,
71
],
[
80,
75,
84,
80,
75,
84
],
[
82,
104,
57,
82,
104,
57
],
[
24498,
13726,
10772,
24498,
13726,
10772
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
458644,
332950,
208405,
276480,
-54336,
278684
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669759200000,
"first_datapoint_time": 1670580000000,
"last_datapoint_time": 1759759200000,
"evaluation_time": 1759762723516,
"expiration_time": 1766239200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 60,
"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) |
|---|