Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510740.4532 | 1410147.8523 | 100592.6009 | 479297.6368 | -310384.3922 | 789682.029 |
Total P&L (%) | 1510.7405 | 1410.1479 | 100.5926 | 479.2976 | -310.3844 | 789.682 |
Avg Daily Profit (%) | 0.7254 | 0.6771 | 0.0483 | 0.0844 | 0 | 0.105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119672 | -90423 | -82747 | -1816457 | -1893484 | -781301 |
Profit Factor | 2.9467 | 4.164 | 1.3045 | 1.0626 | 0.9316 | 1.2535 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 44.7368 | 35.0877 | 54.386 | 44.7368 | 35.0877 | 54.386 |
Ratio Avg Win / Avg Loss | 3.6401 | 7.7035 | 1.0941 | 1.3126 | 1.7235 | 1.0513 |
Largest Winning Trade | 1359294 | 1359294 | 60290 | 1003083 | 1003083 | 460081 |
Largest Losing Trade | -34452 | -31535 | -34452 | -537066 | -537066 | -395231 |
Avg Bars in Trades | 214 | 187 | 240 | 214 | 187 | 240 |
Avg Bars in Winners | 316 | 314 | 318 | 316 | 314 | 318 |
Avg Bars in Losers | 131 | 119 | 147 | 131 | 119 | 147 |
Bars Traded | 24434 | 10713 | 13721 | 24434 | 10713 | 13721 |
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 | 590806 | -166835 | -307784 | -233697 | -764132 | -232079 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579658400000, "first_datapoint_time": 1581696000000, "last_datapoint_time": 1759672800000, "evaluation_time": 1759678634036, "expiration_time": 1766150985600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 157 } }, "second_band": { "type": "midpoint", "factors": { "length": 207, "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": [ [ 1510740.4532369839, 1410147.852317186, 100592.6009197981, 479297.6367947657, -310384.3922440916, 789682.0290388578 ], [ 1510.740453, 1410.147852, 100.592601, 479.297637, -310.384392, 789.682029 ], [ 0.725359, 0.677061, 0.048298, 0.084378, 0, 0.104998 ], [ 10, 10, 10, 10, 10, 10 ], [ -119672, -90423, -82747, -1816457, -1893484, -781301 ], [ 2.946721, 4.164029, 1.304491, 1.062615, 0.931624, 1.253483 ], [ 114, 57, 57, 114, 57, 57 ], [ 51, 20, 31, 51, 20, 31 ], [ 63, 37, 26, 63, 37, 26 ], [ 44.736842, 35.087719, 54.385965, 44.736842, 35.087719, 54.385965 ], [ 3.640067, 7.703453, 1.09409, 1.312642, 1.723505, 1.051308 ], [ 1359294, 1359294, 60290, 1003083, 1003083, 460081 ], [ -34452, -31535, -34452, -537066, -537066, -395231 ], [ 214, 187, 240, 214, 187, 240 ], [ 316, 314, 318, 316, 314, 318 ], [ 131, 119, 147, 131, 119, 147 ], [ 24434, 10713, 13721, 24434, 10713, 13721 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 590806, -166835, -307784, -233697, -764132, -232079 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579658400000, "first_datapoint_time": 1581696000000, "last_datapoint_time": 1759672800000, "evaluation_time": 1759678634036, "expiration_time": 1766150985600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 157 } }, "second_band": { "type": "midpoint", "factors": { "length": 207, "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) |
---|