Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172362.0742 | 76240.7509 | 96121.3234 | -8343.2783 | -67534.6525 | 59191.3742 |
Total P&L (%) | 172.3621 | 76.2408 | 96.1213 | -8.3433 | -67.5347 | 59.1914 |
Avg Daily Profit (%) | 0.1551 | 0.0686 | 0.0865 | -0.0078 | -0.1012 | 0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88221 | -91141 | -87906 | -125123 | -113035 | -90716 |
Profit Factor | 1.2575 | 1.1999 | 1.3337 | 0.988 | 0.8325 | 1.2027 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 112 | 47 | 65 | 112 | 47 | 65 |
Losing Trades | 91 | 55 | 36 | 91 | 55 | 36 |
Profitability (%) | 55.1724 | 46.0784 | 64.3564 | 55.1724 | 46.0784 | 64.3564 |
Ratio Avg Win / Avg Loss | 1.0217 | 1.4041 | 0.7386 | 0.8027 | 0.9742 | 0.6661 |
Largest Winning Trade | 96586 | 96586 | 25815 | 28333 | 28333 | 22303 |
Largest Losing Trade | -74002 | -35604 | -74002 | -82768 | -28203 | -82768 |
Avg Bars in Trades | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Winners | 62 | 56 | 66 | 62 | 56 | 66 |
Avg Bars in Losers | 67 | 71 | 60 | 67 | 71 | 60 |
Bars Traded | 13086 | 6612 | 6473 | 13086 | 6612 | 6473 |
Profit Streak | 0 | 0 | 14.0744 | 0 | 0 | 14.0744 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316598 | -103778 | -76208 | -579044 | -582585 | -137258 |
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13336, "evaluation_days": 1111.33, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1664107200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758808028088, "expiration_time": 1762179091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 195, "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": [ [ 172362.0742429753, 76240.7508540059, 96121.3233889693, -8343.2783016385, -67534.6525267623, 59191.3742251239 ], [ 172.362074, 76.240751, 96.121323, -8.343278, -67.534653, 59.191374 ], [ 0.155095, 0.068603, 0.086492, -0.007839, -0.101179, 0.041845 ], [ 10, 10, 10, 10, 10, 10 ], [ -88221, -91141, -87906, -125123, -113035, -90716 ], [ 1.257459, 1.199902, 1.333657, 0.987999, 0.832525, 1.202727 ], [ 203, 102, 101, 203, 102, 101 ], [ 112, 47, 65, 112, 47, 65 ], [ 91, 55, 36, 91, 55, 36 ], [ 55.172414, 46.078431, 64.356436, 55.172414, 46.078431, 64.356436 ], [ 1.021685, 1.404141, 0.738641, 0.802749, 0.974231, 0.666125 ], [ 96586, 96586, 25815, 28333, 28333, 22303 ], [ -74002, -35604, -74002, -82768, -28203, -82768 ], [ 64, 64, 64, 64, 64, 64 ], [ 62, 56, 66, 62, 56, 66 ], [ 67, 71, 60, 67, 71, 60 ], [ 13086, 6612, 6473, 13086, 6612, 6473 ], [ 0, 0, 14.074399, 0, 0, 14.074399 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316598, -103778, -76208, -579044, -582585, -137258 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13336, "evaluation_days": 1111.33, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1664107200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758808028088, "expiration_time": 1762179091200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 195, "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) |
---|