Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258627.7173 | 163105.5356 | 95522.1817 | 192134.2351 | -3104.1693 | 195238.4045 |
Total P&L (%) | 258.6277 | 163.1055 | 95.5222 | 192.1342 | -3.1042 | 195.2384 |
Avg Daily Profit (%) | 0.2483 | 0.1566 | 0.0917 | 0.103 | -0.003 | 0.104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69261 | -81825 | -34514 | -232618 | -244286 | -91756 |
Profit Factor | 1.4232 | 1.4329 | 1.4076 | 1.1445 | 0.9964 | 1.4251 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 117 | 64 | 53 | 117 | 64 | 53 |
Profitability (%) | 45.3271 | 40.1869 | 50.4673 | 45.3271 | 40.1869 | 50.4673 |
Ratio Avg Win / Avg Loss | 1.7167 | 2.1327 | 1.3815 | 1.3805 | 1.4831 | 1.3987 |
Largest Winning Trade | 176235 | 176235 | 22677 | 127880 | 127880 | 77058 |
Largest Losing Trade | -29955 | -29955 | -16680 | -104046 | -104046 | -26882 |
Avg Bars in Trades | 114 | 129 | 99 | 114 | 129 | 99 |
Avg Bars in Winners | 129 | 137 | 124 | 129 | 137 | 124 |
Avg Bars in Losers | 101 | 123 | 74 | 101 | 123 | 74 |
Bars Traded | 24492 | 13821 | 10671 | 24492 | 13821 | 10671 |
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 | 334245 | 186183 | -70005 | -117775 | -583196 | -53519 |
{ "trading_pair": "LUNC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669737600000, "first_datapoint_time": 1670619600000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759740405988, "expiration_time": 1766217600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 67, "offset": 0, "poles": 3 } } }
{ "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": [ [ 258627.71731297, 163105.5355674327, 95522.1817455375, 192134.2351150142, -3104.1693408026, 195238.404455817 ], [ 258.627717, 163.105536, 95.522182, 192.134235, -3.104169, 195.238404 ], [ 0.248282, 0.156581, 0.091701, 0.102969, -0.003027, 0.103985 ], [ 10, 10, 10, 10, 10, 10 ], [ -69261, -81825, -34514, -232618, -244286, -91756 ], [ 1.423219, 1.432928, 1.407611, 1.144512, 0.996433, 1.425139 ], [ 214, 107, 107, 214, 107, 107 ], [ 97, 43, 54, 97, 43, 54 ], [ 117, 64, 53, 117, 64, 53 ], [ 45.327103, 40.186916, 50.46729, 45.327103, 40.186916, 50.46729 ], [ 1.716666, 2.13273, 1.381544, 1.380494, 1.483063, 1.398748 ], [ 176235, 176235, 22677, 127880, 127880, 77058 ], [ -29955, -29955, -16680, -104046, -104046, -26882 ], [ 114, 129, 99, 114, 129, 99 ], [ 129, 137, 124, 129, 137, 124 ], [ 101, 123, 74, 101, 123, 74 ], [ 24492, 13821, 10671, 24492, 13821, 10671 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334245, 186183, -70005, -117775, -583196, -53519 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669737600000, "first_datapoint_time": 1670619600000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759740405988, "expiration_time": 1766217600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 67, "offset": 0, "poles": 3 } } }
# | 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) |
---|