| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 124293.499 | 45816.5054 | 78476.9936 | 141216.6954 | 45777.9267 | 95438.7687 |
| Total P&L (%) | 124.2935 | 45.8165 | 78.477 | 141.2167 | 45.7779 | 95.4388 |
| Avg Daily Profit (%) | 0.2386 | 0.088 | 0.1507 | 0.1692 | 0.0724 | 0.1287 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -67763 | -37348 | -76923 | -111116 | -57274 | -111184 |
| Profit Factor | 1.2912 | 1.214 | 1.3689 | 1.2235 | 1.1451 | 1.3017 |
| Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
| Winning Trades | 229 | 109 | 120 | 229 | 109 | 120 |
| Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
| Profitability (%) | 73.6334 | 69.8718 | 77.4194 | 73.6334 | 69.8718 | 77.4194 |
| Ratio Avg Win / Avg Loss | 0.4623 | 0.5234 | 0.3993 | 0.4381 | 0.4938 | 0.3797 |
| Largest Winning Trade | 11350 | 8463 | 11350 | 17954 | 11508 | 17954 |
| Largest Losing Trade | -27038 | -20073 | -27038 | -52636 | -30241 | -52636 |
| Avg Bars in Trades | 79 | 76 | 82 | 79 | 76 | 82 |
| Avg Bars in Winners | 46 | 40 | 52 | 46 | 40 | 52 |
| Avg Bars in Losers | 170 | 159 | 185 | 170 | 159 | 185 |
| Bars Traded | 24595 | 11860 | 12735 | 24595 | 11860 | 12735 |
| Profit Streak | 6.7822 | 6.7822 | 14.3238 | 6.7822 | 6.7822 | 14.3238 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 434217 | -75901 | 372782 | 397962 | -157111 | -18411 |
{
"trading_pair": "LUNC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714532400000,
"first_datapoint_time": 1714840200000,
"last_datapoint_time": 1759530600000,
"evaluation_time": 1759531578812,
"expiration_time": 1766010600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 32,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 172,
"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": [
[
124293.498985521,
45816.5054035632,
78476.9935819577,
141216.6953688886,
45777.9266992347,
95438.768669654
],
[
124.293499,
45.816505,
78.476994,
141.216695,
45.777927,
95.438769
],
[
0.238645,
0.087968,
0.150677,
0.169205,
0.072394,
0.128738
],
[
10,
10,
10,
10,
10,
10
],
[
-67763,
-37348,
-76923,
-111116,
-57274,
-111184
],
[
1.291189,
1.213954,
1.368944,
1.223512,
1.145131,
1.301656
],
[
311,
156,
155,
311,
156,
155
],
[
229,
109,
120,
229,
109,
120
],
[
82,
47,
35,
82,
47,
35
],
[
73.633441,
69.871795,
77.419355,
73.633441,
69.871795,
77.419355
],
[
0.462347,
0.523448,
0.399275,
0.438114,
0.493772,
0.37965
],
[
11350,
8463,
11350,
17954,
11508,
17954
],
[
-27038,
-20073,
-27038,
-52636,
-30241,
-52636
],
[
79,
76,
82,
79,
76,
82
],
[
46,
40,
52,
46,
40,
52
],
[
170,
159,
185,
170,
159,
185
],
[
24595,
11860,
12735,
24595,
11860,
12735
],
[
6.782162,
6.782162,
14.323829,
6.782162,
6.782162,
14.323829
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
434217,
-75901,
372782,
397962,
-157111,
-18411
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714532400000,
"first_datapoint_time": 1714840200000,
"last_datapoint_time": 1759530600000,
"evaluation_time": 1759531578812,
"expiration_time": 1766010600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 32,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 172,
"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) |
|---|