Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196116.6949 | 61981.1182 | 134135.5766 | 272682.0067 | 60182.7457 | 212499.261 |
Total P&L (%) | 196.1167 | 61.9811 | 134.1356 | 272.682 | 60.1827 | 212.4993 |
Avg Daily Profit (%) | 0.1757 | 0.0555 | 0.1202 | 0.118 | 0.0422 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58686 | -48497 | -29858 | -160292 | -95614 | -128146 |
Profit Factor | 1.7727 | 1.505 | 2.0233 | 1.506 | 1.25 | 1.7128 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 51.8868 | 49.0566 | 54.717 | 51.8868 | 49.0566 | 54.717 |
Ratio Avg Win / Avg Loss | 1.6437 | 1.5629 | 1.6745 | 1.3965 | 1.2981 | 1.4175 |
Largest Winning Trade | 59346 | 59346 | 37774 | 106751 | 71633 | 106751 |
Largest Losing Trade | -26849 | -26166 | -26849 | -103532 | -55737 | -103532 |
Avg Bars in Trades | 60 | 47 | 74 | 60 | 47 | 74 |
Avg Bars in Winners | 82 | 62 | 99 | 82 | 62 | 99 |
Avg Bars in Losers | 37 | 32 | 43 | 37 | 32 | 43 |
Bars Traded | 6426 | 2495 | 3931 | 6426 | 2495 | 3931 |
Profit Streak | 1.7053 | 0 | 70.5387 | 1.7053 | 0 | 70.5387 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322744 | -297263 | -206564 | -36005 | -317803 | -232329 |
{ "trading_pair": "LUNC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6696, "evaluation_days": 1116, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1666022400000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759121740678, "expiration_time": 1762011072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 5, "offset": 226 } }, "second_band": { "type": "sinwma", "factors": { "length": 185, "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": [ [ 196116.69486931, 61981.1182329411, 134135.5766363688, 272682.0066833131, 60182.7456733184, 212499.2610099945 ], [ 196.116695, 61.981118, 134.135577, 272.682007, 60.182746, 212.499261 ], [ 0.175732, 0.055539, 0.120193, 0.117951, 0.042226, 0.102152 ], [ 10, 10, 10, 10, 10, 10 ], [ -58686, -48497, -29858, -160292, -95614, -128146 ], [ 1.772653, 1.504973, 2.023303, 1.506026, 1.249978, 1.712805 ], [ 106, 53, 53, 106, 53, 53 ], [ 55, 26, 29, 55, 26, 29 ], [ 51, 27, 24, 51, 27, 24 ], [ 51.886792, 49.056604, 54.716981, 51.886792, 49.056604, 54.716981 ], [ 1.643733, 1.562857, 1.674457, 1.396497, 1.298054, 1.417494 ], [ 59346, 59346, 37774, 106751, 71633, 106751 ], [ -26849, -26166, -26849, -103532, -55737, -103532 ], [ 60, 47, 74, 60, 47, 74 ], [ 82, 62, 99, 82, 62, 99 ], [ 37, 32, 43, 37, 32, 43 ], [ 6426, 2495, 3931, 6426, 2495, 3931 ], [ 1.705332, 0, 70.538665, 1.705332, 0, 70.538665 ], [ 1, 0, 7, 1, 0, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322744, -297263, -206564, -36005, -317803, -232329 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6696, "evaluation_days": 1116, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1666022400000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759121740678, "expiration_time": 1762011072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 5, "offset": 226 } }, "second_band": { "type": "sinwma", "factors": { "length": 185, "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) |
---|