| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 221198.4829 | 97581.052 | 123617.4308 | -233164.6819 | -24577.265 | -208587.4169 |
| Total P&L (%) | 221.1985 | 97.5811 | 123.6174 | -233.1647 | -24.5773 | -208.5874 |
| Avg Daily Profit (%) | 0.1983 | 0.0875 | 0.1108 | 0 | -0.0253 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119769 | -15789 | -131324 | -723627 | -116987 | -691887 |
| Profit Factor | 1.7661 | 2.7206 | 1.5328 | 0.7678 | 0.8488 | 0.7522 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 62 | 28 | 34 | 41 | 21 | 20 |
| Losing Trades | 25 | 16 | 9 | 46 | 23 | 23 |
| Profitability (%) | 71.2644 | 63.6364 | 79.0698 | 47.1264 | 47.7273 | 46.5116 |
| Ratio Avg Win / Avg Loss | 0.7122 | 1.5546 | 0.4057 | 0.8614 | 0.9297 | 0.865 |
| Largest Winning Trade | 56829 | 56829 | 27908 | 101213 | 56829 | 101213 |
| Largest Losing Trade | -110023 | -10004 | -110023 | -642398 | -52336 | -642398 |
| Avg Bars in Trades | 37 | 3 | 73 | 37 | 3 | 73 |
| Avg Bars in Winners | 32 | 2 | 57 | 50 | 3 | 100 |
| Avg Bars in Losers | 51 | 4 | 134 | 26 | 2 | 50 |
| Bars Traded | 3290 | 136 | 3154 | 3290 | 136 | 3154 |
| Profit Streak | 4.387 | 4.387 | 6.387 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 433775 | -68715 | -40675 | -581663 | -581325 | -582083 |
{
"trading_pair": "LUNC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3346,
"evaluation_days": 1115.33,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1663372800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759051038348,
"expiration_time": 1761937344000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 24,
"offset": 135,
"scalar": 2
}
}
} {
"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": [
[
221198.4828699261,
97581.0520267551,
123617.4308431708,
-233164.6818527314,
-24577.2649542846,
-208587.4168984469
],
[
221.198483,
97.581052,
123.617431,
-233.164682,
-24.577265,
-208.587417
],
[
0.198326,
0.087491,
0.110835,
0,
-0.025286,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-119769,
-15789,
-131324,
-723627,
-116987,
-691887
],
[
1.766141,
2.720566,
1.532826,
0.767806,
0.848823,
0.752156
],
[
87,
44,
43,
87,
44,
43
],
[
62,
28,
34,
41,
21,
20
],
[
25,
16,
9,
46,
23,
23
],
[
71.264368,
63.636364,
79.069767,
47.126437,
47.727273,
46.511628
],
[
0.712154,
1.554609,
0.405748,
0.861441,
0.929663,
0.86498
],
[
56829,
56829,
27908,
101213,
56829,
101213
],
[
-110023,
-10004,
-110023,
-642398,
-52336,
-642398
],
[
37,
3,
73,
37,
3,
73
],
[
32,
2,
57,
50,
3,
100
],
[
51,
4,
134,
26,
2,
50
],
[
3290,
136,
3154,
3290,
136,
3154
],
[
4.387018,
4.387018,
6.387018,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
433775,
-68715,
-40675,
-581663,
-581325,
-582083
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3346,
"evaluation_days": 1115.33,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1663372800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759051038348,
"expiration_time": 1761937344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 24,
"offset": 135,
"scalar": 2
}
}
}
| # | 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) |
|---|