Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389363.5505 | 186689.0361 | 202674.5144 | 1749782.8475 | 503579.2182 | 1246203.6293 |
Total P&L (%) | 389.3636 | 186.689 | 202.6745 | 1749.7828 | 503.5792 | 1246.2036 |
Avg Daily Profit (%) | 0.3738 | 0.1792 | 0.1946 | 0.2805 | 0.1727 | 0.2499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45563 | -50363 | -47609 | -1001092 | -928073 | -495894 |
Profit Factor | 1.6625 | 1.5738 | 1.7725 | 1.3221 | 1.156 | 1.5656 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 55.8491 | 54.8872 | 56.8182 | 55.8491 | 54.8872 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.3143 | 1.2935 | 1.3471 | 1.0452 | 0.9501 | 1.1899 |
Largest Winning Trade | 55630 | 55630 | 22948 | 239243 | 239243 | 216473 |
Largest Losing Trade | -28501 | -26379 | -28501 | -564590 | -564590 | -249940 |
Avg Bars in Trades | 93 | 101 | 85 | 93 | 101 | 85 |
Avg Bars in Winners | 89 | 83 | 95 | 89 | 83 | 95 |
Avg Bars in Losers | 97 | 122 | 71 | 97 | 122 | 71 |
Bars Traded | 24706 | 13475 | 11231 | 24706 | 13475 | 11231 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478398 | 346778 | 378163 | 399214 | -42397 | 390644 |
{ "trading_pair": "LUNC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669269600000, "first_datapoint_time": 1670072400000, "last_datapoint_time": 1759269600000, "evaluation_time": 1759272309095, "expiration_time": 1765749600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 107, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 389363.5504629691, 186689.0360829664, 202674.5143800029, 1749782.8475027815, 503579.2182148605, 1246203.629287922 ], [ 389.36355, 186.689036, 202.674514, 1749.782848, 503.579218, 1246.203629 ], [ 0.373788, 0.179221, 0.194567, 0.280486, 0.172728, 0.249899 ], [ 10, 10, 10, 10, 10, 10 ], [ -45563, -50363, -47609, -1001092, -928073, -495894 ], [ 1.662521, 1.573817, 1.772524, 1.322125, 1.155963, 1.565644 ], [ 265, 133, 132, 265, 133, 132 ], [ 148, 73, 75, 148, 73, 75 ], [ 117, 60, 57, 117, 60, 57 ], [ 55.849057, 54.887218, 56.818182, 55.849057, 54.887218, 56.818182 ], [ 1.31429, 1.293548, 1.347119, 1.045193, 0.950107, 1.189889 ], [ 55630, 55630, 22948, 239243, 239243, 216473 ], [ -28501, -26379, -28501, -564590, -564590, -249940 ], [ 93, 101, 85, 93, 101, 85 ], [ 89, 83, 95, 89, 83, 95 ], [ 97, 122, 71, 97, 122, 71 ], [ 24706, 13475, 11231, 24706, 13475, 11231 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478398, 346778, 378163, 399214, -42397, 390644 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669269600000, "first_datapoint_time": 1670072400000, "last_datapoint_time": 1759269600000, "evaluation_time": 1759272309095, "expiration_time": 1765749600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 107, "offset": 0, "scalar": 4 } } }
# | 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) |
---|