Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211701.1522 | 106171.8392 | 105529.313 | 57351.533 | -7353.2374 | 64704.7704 |
Total P&L (%) | 211.7012 | 106.1718 | 105.5293 | 57.3515 | -7.3532 | 64.7048 |
Avg Daily Profit (%) | 0.189 | 0.0948 | 0.0942 | 0.0405 | -0.0068 | 0.0446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100790 | -110720 | -64301 | -259677 | -158492 | -188007 |
Profit Factor | 1.3387 | 1.2809 | 1.427 | 1.0554 | 0.9872 | 1.1399 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 44.9704 | 40.4762 | 49.4118 | 44.9704 | 40.4762 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.6381 | 1.8837 | 1.461 | 1.2915 | 1.4517 | 1.167 |
Largest Winning Trade | 176073 | 176073 | 33405 | 99500 | 99500 | 67959 |
Largest Losing Trade | -26223 | -23476 | -26223 | -83279 | -73918 | -83279 |
Avg Bars in Trades | 38 | 43 | 34 | 38 | 43 | 34 |
Avg Bars in Winners | 45 | 47 | 42 | 45 | 47 | 42 |
Avg Bars in Losers | 33 | 40 | 25 | 33 | 40 | 25 |
Bars Traded | 6527 | 3628 | 2898 | 6527 | 3628 | 2898 |
Profit Streak | 11.5505 | 0 | 25.3838 | 11.5505 | 0 | 25.3838 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306675 | -69384 | -65868 | -299711 | -583144 | -199974 |
{ "trading_pair": "LUNC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6721, "evaluation_days": 1120.17, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1664524800000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759482759434, "expiration_time": 1762381872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 240, "offset": 10, "std": 3.61892 } } }
{ "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": [ [ 211701.1521558503, 106171.8391884846, 105529.3129673659, 57351.5330330397, -7353.2373908251, 64704.7704238648 ], [ 211.701152, 106.171839, 105.529313, 57.351533, -7.353237, 64.70477 ], [ 0.18899, 0.094782, 0.094208, 0.040476, -0.006818, 0.044555 ], [ 10, 10, 10, 10, 10, 10 ], [ -100790, -110720, -64301, -259677, -158492, -188007 ], [ 1.338686, 1.280923, 1.427025, 1.055397, 0.987159, 1.139853 ], [ 169, 84, 85, 169, 84, 85 ], [ 76, 34, 42, 76, 34, 42 ], [ 93, 50, 43, 93, 50, 43 ], [ 44.970414, 40.47619, 49.411765, 44.970414, 40.47619, 49.411765 ], [ 1.638129, 1.883711, 1.461002, 1.291472, 1.451704, 1.166993 ], [ 176073, 176073, 33405, 99500, 99500, 67959 ], [ -26223, -23476, -26223, -83279, -73918, -83279 ], [ 38, 43, 34, 38, 43, 34 ], [ 45, 47, 42, 45, 47, 42 ], [ 33, 40, 25, 33, 40, 25 ], [ 6527, 3628, 2898, 6527, 3628, 2898 ], [ 11.550456, 0, 25.38379, 11.550456, 0, 25.38379 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306675, -69384, -65868, -299711, -583144, -199974 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6721, "evaluation_days": 1120.17, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1664524800000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759482759434, "expiration_time": 1762381872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 240, "offset": 10, "std": 3.61892 } } }
# | 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) |
---|