Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182069.9802 | 91013.8006 | 91056.1796 | 95045.8307 | -24813.3984 | 119859.2291 |
Total P&L (%) | 182.07 | 91.0138 | 91.0562 | 95.0458 | -24.8134 | 119.8592 |
Avg Daily Profit (%) | 0.1638 | 0.0819 | 0.0819 | 0.0601 | -0.0257 | 0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130245 | -126556 | -27346 | -158145 | -145033 | -35801 |
Profit Factor | 1.3937 | 1.2941 | 1.5949 | 1.1608 | 0.9367 | 1.603 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 52.9762 | 47.619 | 58.3333 | 52.9762 | 47.619 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.2371 | 1.4235 | 1.1392 | 1.0304 | 1.0304 | 1.145 |
Largest Winning Trade | 123723 | 123723 | 15032 | 68085 | 68085 | 23333 |
Largest Losing Trade | -32340 | -32340 | -14242 | -52616 | -52616 | -25157 |
Avg Bars in Trades | 74 | 121 | 27 | 74 | 121 | 27 |
Avg Bars in Winners | 68 | 120 | 26 | 68 | 120 | 26 |
Avg Bars in Losers | 81 | 121 | 30 | 81 | 121 | 30 |
Bars Traded | 12540 | 10196 | 2344 | 12540 | 10196 | 2344 |
Profit Streak | 58.0658 | 58.0658 | 90.7325 | 58.0658 | 58.0658 | 90.7325 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382729 | -84258 | -79242 | -153574 | -579805 | -93898 |
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13336, "evaluation_days": 1111.33, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1663927200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758929687977, "expiration_time": 1762179091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 228, "offset": 0, "std": 3.64695 } } }
{ "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": [ [ 182069.980175661, 91013.800574712, 91056.1796009489, 95045.8306553829, -24813.3984487329, 119859.2291041159 ], [ 182.06998, 91.013801, 91.05618, 95.045831, -24.813398, 119.859229 ], [ 0.163831, 0.081896, 0.081934, 0.060132, -0.025659, 0.070915 ], [ 10, 10, 10, 10, 10, 10 ], [ -130245, -126556, -27346, -158145, -145033, -35801 ], [ 1.393675, 1.294127, 1.594939, 1.160836, 0.936727, 1.602956 ], [ 168, 84, 84, 168, 84, 84 ], [ 89, 40, 49, 89, 40, 49 ], [ 79, 44, 35, 79, 44, 35 ], [ 52.97619, 47.619048, 58.333333, 52.97619, 47.619048, 58.333333 ], [ 1.237082, 1.42354, 1.139242, 1.030405, 1.030399, 1.144968 ], [ 123723, 123723, 15032, 68085, 68085, 23333 ], [ -32340, -32340, -14242, -52616, -52616, -25157 ], [ 74, 121, 27, 74, 121, 27 ], [ 68, 120, 26, 68, 120, 26 ], [ 81, 121, 30, 81, 121, 30 ], [ 12540, 10196, 2344, 12540, 10196, 2344 ], [ 58.065833, 58.065833, 90.7325, 58.065833, 58.065833, 90.7325 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382729, -84258, -79242, -153574, -579805, -93898 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13336, "evaluation_days": 1111.33, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1663927200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758929687977, "expiration_time": 1762179091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 228, "offset": 0, "std": 3.64695 } } }
# | 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) |
---|