Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216684.2923 | 136557.9336 | 80126.3588 | 90745.9486 | -48982.1578 | 139728.1065 |
Total P&L (%) | 216.6843 | 136.5579 | 80.1264 | 90.7459 | -48.9822 | 139.7281 |
Avg Daily Profit (%) | 0.208 | 0.1311 | 0.0769 | 0.062 | -0.0646 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134086 | -108149 | -52078 | -352340 | -198380 | -179638 |
Profit Factor | 1.2752 | 1.3114 | 1.2297 | 1.0613 | 0.9423 | 1.2213 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 204 | 95 | 109 | 204 | 95 | 109 |
Losing Trades | 238 | 126 | 112 | 238 | 126 | 112 |
Profitability (%) | 46.1538 | 42.9864 | 49.3213 | 46.1538 | 42.9864 | 49.3213 |
Ratio Avg Win / Avg Loss | 1.4878 | 1.7394 | 1.2636 | 1.2382 | 1.2497 | 1.2549 |
Largest Winning Trade | 162650 | 162650 | 23516 | 57545 | 57545 | 55999 |
Largest Losing Trade | -29934 | -14581 | -29934 | -45749 | -43236 | -45749 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 67 | 57 | 76 | 67 | 57 | 76 |
Avg Bars in Losers | 45 | 47 | 43 | 45 | 47 | 43 |
Bars Traded | 24638 | 11459 | 13179 | 24638 | 11459 | 13179 |
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 | 303712 | -18874 | -90253 | -262382 | -581237 | -80905 |
{ "trading_pair": "LUNC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669136400000, "first_datapoint_time": 1669633200000, "last_datapoint_time": 1759136400000, "evaluation_time": 1759139236803, "expiration_time": 1765616400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 30, "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": [ [ 216684.2923444957, 136557.9335938995, 80126.3587505966, 90745.9486111652, -48982.1578411463, 139728.1064523118 ], [ 216.684292, 136.557934, 80.126359, 90.745949, -48.982158, 139.728106 ], [ 0.208016, 0.131095, 0.076921, 0.062013, -0.064586, 0.083971 ], [ 10, 10, 10, 10, 10, 10 ], [ -134086, -108149, -52078, -352340, -198380, -179638 ], [ 1.275228, 1.311424, 1.229723, 1.061321, 0.942263, 1.221273 ], [ 442, 221, 221, 442, 221, 221 ], [ 204, 95, 109, 204, 95, 109 ], [ 238, 126, 112, 238, 126, 112 ], [ 46.153846, 42.986425, 49.321267, 46.153846, 42.986425, 49.321267 ], [ 1.487766, 1.739362, 1.263568, 1.238208, 1.249739, 1.254886 ], [ 162650, 162650, 23516, 57545, 57545, 55999 ], [ -29934, -14581, -29934, -45749, -43236, -45749 ], [ 55, 51, 59, 55, 51, 59 ], [ 67, 57, 76, 67, 57, 76 ], [ 45, 47, 43, 45, 47, 43 ], [ 24638, 11459, 13179, 24638, 11459, 13179 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303712, -18874, -90253, -262382, -581237, -80905 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669136400000, "first_datapoint_time": 1669633200000, "last_datapoint_time": 1759136400000, "evaluation_time": 1759139236803, "expiration_time": 1765616400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 30, "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) |
---|