Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267026.9576 | 107808.408 | 159218.5496 | 392654.5159 | 176220.0663 | 216434.4496 |
Total P&L (%) | 267.027 | 107.8084 | 159.2186 | 392.6545 | 176.2201 | 216.4345 |
Avg Daily Profit (%) | 0.2384 | 0.0963 | 0.1422 | 0.1425 | 0.0908 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83456 | -33236 | -69960 | -236684 | -99587 | -222952 |
Profit Factor | 1.9295 | 1.9699 | 1.904 | 1.4983 | 1.5997 | 1.438 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 67.3913 | 63.0435 | 71.7391 | 67.3913 | 63.0435 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.9336 | 1.1548 | 0.7501 | 0.725 | 0.9378 | 0.5665 |
Largest Winning Trade | 40505 | 32401 | 40505 | 70404 | 49405 | 70404 |
Largest Losing Trade | -68974 | -24118 | -68974 | -220184 | -81113 | -220184 |
Avg Bars in Trades | 35 | 16 | 53 | 35 | 16 | 53 |
Avg Bars in Winners | 31 | 16 | 44 | 31 | 16 | 44 |
Avg Bars in Losers | 42 | 15 | 77 | 42 | 15 | 77 |
Bars Traded | 3226 | 751 | 2475 | 3226 | 751 | 2475 |
Profit Streak | 69.3328 | 69.3328 | 82.3328 | 69.3328 | 69.3328 | 82.3328 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473345 | -58409 | 70954 | 39915 | -68125 | -51944 |
{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3360, "evaluation_days": 1120, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1665936000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759478357393, "expiration_time": 1762352640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 113, "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": [ [ 267026.9575554032, 107808.4079527937, 159218.5496026096, 392654.515879903, 176220.0663102217, 216434.4495696814 ], [ 267.026958, 107.808408, 159.21855, 392.654516, 176.220066, 216.43445 ], [ 0.238417, 0.096258, 0.142159, 0.14248, 0.090758, 0.102905 ], [ 10, 10, 10, 10, 10, 10 ], [ -83456, -33236, -69960, -236684, -99587, -222952 ], [ 1.929509, 1.96992, 1.904005, 1.498304, 1.599724, 1.437997 ], [ 92, 46, 46, 92, 46, 46 ], [ 62, 29, 33, 62, 29, 33 ], [ 30, 17, 13, 30, 17, 13 ], [ 67.391304, 63.043478, 71.73913, 67.391304, 63.043478, 71.73913 ], [ 0.933633, 1.15478, 0.750063, 0.724986, 0.937769, 0.566484 ], [ 40505, 32401, 40505, 70404, 49405, 70404 ], [ -68974, -24118, -68974, -220184, -81113, -220184 ], [ 35, 16, 53, 35, 16, 53 ], [ 31, 16, 44, 31, 16, 44 ], [ 42, 15, 77, 42, 15, 77 ], [ 3226, 751, 2475, 3226, 751, 2475 ], [ 69.33284, 69.33284, 82.33284, 69.33284, 69.33284, 82.33284 ], [ 6, 3, 6, 6, 3, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 473345, -58409, 70954, 39915, -68125, -51944 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3360, "evaluation_days": 1120, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1665936000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759478357393, "expiration_time": 1762352640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 113, "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) |
---|