| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 333499.1627 | 170856.8635 | 162642.2992 | 338815.7324 | 27721.9799 | 311093.7525 |
| Total P&L (%) | 333.4992 | 170.8569 | 162.6423 | 338.8157 | 27.722 | 311.0938 |
| Avg Daily Profit (%) | 0.2987 | 0.153 | 0.1457 | 0.1325 | 0.0219 | 0.1267 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121814 | -81502 | -66012 | -1129367 | -717289 | -557866 |
| Profit Factor | 1.5759 | 1.5377 | 1.6224 | 1.1095 | 1.0157 | 1.2342 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
| Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
| Profitability (%) | 48.5207 | 47.0588 | 50 | 48.5207 | 47.0588 | 50 |
| Ratio Avg Win / Avg Loss | 1.672 | 1.7299 | 1.6224 | 1.1771 | 1.1427 | 1.2342 |
| Largest Winning Trade | 133729 | 133729 | 39801 | 222196 | 222196 | 212806 |
| Largest Losing Trade | -60751 | -30460 | -60751 | -242914 | -242914 | -203964 |
| Avg Bars in Trades | 38 | 31 | 45 | 38 | 31 | 45 |
| Avg Bars in Winners | 47 | 30 | 63 | 47 | 30 | 63 |
| Avg Bars in Losers | 30 | 33 | 28 | 30 | 33 | 28 |
| Bars Traded | 6556 | 2707 | 3849 | 6556 | 2707 | 3849 |
| Profit Streak | 0 | 0 | 12.0436 | 0 | 0 | 12.0436 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 419614 | 302283 | 172370 | -115888 | -371635 | -23904 |
{
"trading_pair": "LUNC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6699,
"evaluation_days": 1116.5,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1663761600000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759165366619,
"expiration_time": 1762055568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 74,
"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": [
[
333499.1627429965,
170856.8635356256,
162642.2992073713,
338815.732408194,
27721.9799028808,
311093.7525053142
],
[
333.499163,
170.856864,
162.642299,
338.815732,
27.72198,
311.093753
],
[
0.298701,
0.153029,
0.145672,
0.132547,
0.021918,
0.126695
],
[
10,
10,
10,
10,
10,
10
],
[
-121814,
-81502,
-66012,
-1129367,
-717289,
-557866
],
[
1.575946,
1.537712,
1.622439,
1.10946,
1.015689,
1.234199
],
[
169,
85,
84,
169,
85,
84
],
[
82,
40,
42,
82,
40,
42
],
[
87,
45,
42,
87,
45,
42
],
[
48.52071,
47.058824,
50,
48.52071,
47.058824,
50
],
[
1.67204,
1.729926,
1.622439,
1.17711,
1.14265,
1.234199
],
[
133729,
133729,
39801,
222196,
222196,
212806
],
[
-60751,
-30460,
-60751,
-242914,
-242914,
-203964
],
[
38,
31,
45,
38,
31,
45
],
[
47,
30,
63,
47,
30,
63
],
[
30,
33,
28,
30,
33,
28
],
[
6556,
2707,
3849,
6556,
2707,
3849
],
[
0,
0,
12.043595,
0,
0,
12.043595
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
419614,
302283,
172370,
-115888,
-371635,
-23904
]
]
}
{
"trading_pair": "LUNC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6699,
"evaluation_days": 1116.5,
"actual_first_datapoint_time": 1662710400000,
"first_datapoint_time": 1663761600000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759165366619,
"expiration_time": 1762055568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 74,
"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) |
|---|