| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 241390.025 | 118379.4343 | 123010.5907 | 122379.7756 | -44586.5887 | 166966.3644 |
| Total P&L (%) | 241.39 | 118.3794 | 123.0106 | 122.3798 | -44.5866 | 166.9664 |
| Avg Daily Profit (%) | 0.2152 | 0.1055 | 0.1097 | 0.0713 | -0.0526 | 0.0876 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99614 | -68573 | -50524 | -413487 | -285636 | -231849 |
| Profit Factor | 1.3808 | 1.2953 | 1.5279 | 1.0689 | 0.9599 | 1.2518 |
| Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
| Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
| Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Profitability (%) | 44.9198 | 44.086 | 45.7447 | 44.9198 | 44.086 | 45.7447 |
| Ratio Avg Win / Avg Loss | 1.6932 | 1.6429 | 1.8122 | 1.3107 | 1.2175 | 1.4847 |
| Largest Winning Trade | 180048 | 180048 | 24210 | 224790 | 224790 | 91929 |
| Largest Losing Trade | -26346 | -26346 | -20149 | -125677 | -125677 | -105709 |
| Avg Bars in Trades | 34 | 36 | 32 | 34 | 36 | 32 |
| Avg Bars in Winners | 44 | 45 | 42 | 44 | 45 | 42 |
| Avg Bars in Losers | 27 | 30 | 24 | 27 | 30 | 24 |
| Bars Traded | 6529 | 3440 | 3089 | 6529 | 3440 | 3089 |
| Profit Streak | 14.4239 | 0 | 16.2572 | 14.4239 | 0 | 16.2572 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325271 | -53546 | -45397 | -242911 | -581717 | -77638 |
{
"trading_pair": "LUNC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6731,
"evaluation_days": 1121.83,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1664035200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759630224400,
"expiration_time": 1762530192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 31,
"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": [
[
241390.0249985542,
118379.4343355285,
123010.5906630259,
122379.7756467691,
-44586.588731603,
166966.3643783721
],
[
241.390025,
118.379434,
123.010591,
122.379776,
-44.586589,
166.966364
],
[
0.215175,
0.105524,
0.109652,
0.071268,
-0.05261,
0.08757
],
[
10,
10,
10,
10,
10,
10
],
[
-99614,
-68573,
-50524,
-413487,
-285636,
-231849
],
[
1.380833,
1.295326,
1.527934,
1.068911,
0.959936,
1.251822
],
[
187,
93,
94,
187,
93,
94
],
[
84,
41,
43,
84,
41,
43
],
[
103,
52,
51,
103,
52,
51
],
[
44.919786,
44.086022,
45.744681,
44.919786,
44.086022,
45.744681
],
[
1.693164,
1.642852,
1.8122,
1.310689,
1.217479,
1.48472
],
[
180048,
180048,
24210,
224790,
224790,
91929
],
[
-26346,
-26346,
-20149,
-125677,
-125677,
-105709
],
[
34,
36,
32,
34,
36,
32
],
[
44,
45,
42,
44,
45,
42
],
[
27,
30,
24,
27,
30,
24
],
[
6529,
3440,
3089,
6529,
3440,
3089
],
[
14.423893,
0,
16.257227,
14.423893,
0,
16.257227
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325271,
-53546,
-45397,
-242911,
-581717,
-77638
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6731,
"evaluation_days": 1121.83,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1664035200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759630224400,
"expiration_time": 1762530192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 31,
"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) |
|---|