Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351772.8833 | 185899.28 | 165873.6033 | 525504.3349 | 89136.4204 | 436367.9145 |
Total P&L (%) | 351.7729 | 185.8993 | 165.8736 | 525.5043 | 89.1364 | 436.3679 |
Avg Daily Profit (%) | 0.3165 | 0.1673 | 0.1493 | 0.1651 | 0.0574 | 0.1513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78134 | -59388 | -55623 | -511791 | -463567 | -267177 |
Profit Factor | 1.5528 | 1.5189 | 1.5965 | 1.2034 | 1.0598 | 1.3992 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Profitability (%) | 49.8084 | 48.855 | 50.7692 | 49.8084 | 48.855 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.5647 | 1.5901 | 1.5481 | 1.2126 | 1.1095 | 1.3568 |
Largest Winning Trade | 179378 | 179378 | 33506 | 250580 | 250580 | 215334 |
Largest Losing Trade | -33737 | -33737 | -27265 | -149878 | -149878 | -118155 |
Avg Bars in Trades | 50 | 47 | 52 | 50 | 47 | 52 |
Avg Bars in Winners | 52 | 45 | 58 | 52 | 45 | 58 |
Avg Bars in Losers | 48 | 49 | 47 | 48 | 49 | 47 |
Bars Traded | 13085 | 6210 | 6875 | 13085 | 6210 | 6875 |
Profit Streak | 0 | 0 | 7.9161 | 0 | 0 | 7.9161 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455320 | 331992 | 351919 | 306859 | -271731 | 304576 |
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13336, "evaluation_days": 1111.33, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1663797600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758902352481, "expiration_time": 1762179091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 351772.8833470968, 185899.2800194649, 165873.603327632, 525504.3348975598, 89136.4203654547, 436367.9145321052 ], [ 351.772883, 185.89928, 165.873603, 525.504335, 89.13642, 436.367915 ], [ 0.316533, 0.167276, 0.149257, 0.165109, 0.057362, 0.151253 ], [ 10, 10, 10, 10, 10, 10 ], [ -78134, -59388, -55623, -511791, -463567, -267177 ], [ 1.552786, 1.518887, 1.596456, 1.203381, 1.059792, 1.399215 ], [ 261, 131, 130, 261, 131, 130 ], [ 130, 64, 66, 130, 64, 66 ], [ 131, 67, 64, 131, 67, 64 ], [ 49.808429, 48.854962, 50.769231, 49.808429, 48.854962, 50.769231 ], [ 1.56473, 1.590084, 1.548079, 1.212638, 1.10947, 1.356815 ], [ 179378, 179378, 33506, 250580, 250580, 215334 ], [ -33737, -33737, -27265, -149878, -149878, -118155 ], [ 50, 47, 52, 50, 47, 52 ], [ 52, 45, 58, 52, 45, 58 ], [ 48, 49, 47, 48, 49, 47 ], [ 13085, 6210, 6875, 13085, 6210, 6875 ], [ 0, 0, 7.916117, 0, 0, 7.916117 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 455320, 331992, 351919, 306859, -271731, 304576 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13336, "evaluation_days": 1111.33, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1663797600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758902352481, "expiration_time": 1762179091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|