Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1433535.6715 | 1229687.1723 | 203848.4992 | 3767149.6216 | -926791.6467 | 4693941.2683 |
Total P&L (%) | 1433.5357 | 1229.6872 | 203.8485 | 3767.1496 | -926.7916 | 4693.9413 |
Avg Daily Profit (%) | 0.6079 | 0.5215 | 0.0865 | 0.1551 | 0 | 0.1643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95599 | -58077 | -169078 | -2056645 | -2482601 | -491803 |
Profit Factor | 3.8983 | 5.418 | 1.9426 | 1.5797 | 0.8286 | 5.3043 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 46.7742 | 38.7097 | 54.8387 | 46.7742 | 38.7097 | 54.8387 |
Ratio Avg Win / Avg Loss | 4.436 | 8.5785 | 1.5998 | 1.7976 | 1.312 | 4.3682 |
Largest Winning Trade | 1060953 | 1060953 | 57516 | 1911649 | 1218046 | 1911649 |
Largest Losing Trade | -57065 | -36475 | -57065 | -2056645 | -2056645 | -491803 |
Avg Bars in Trades | 111 | 124 | 97 | 111 | 124 | 97 |
Avg Bars in Winners | 152 | 169 | 140 | 152 | 169 | 140 |
Avg Bars in Losers | 75 | 96 | 46 | 75 | 96 | 46 |
Bars Traded | 6905 | 3872 | 3033 | 6905 | 3872 | 3033 |
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 | -141242 | 520430 | -73262 | -149195 | -583541 | 588154 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7074, "evaluation_days": 2358, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558800000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759256980758, "expiration_time": 1765359936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 76, "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": [ [ 1433535.6715093015, 1229687.1723082003, 203848.4992011011, 3767149.621580393, -926791.6466724811, 4693941.268252875 ], [ 1433.535672, 1229.687172, 203.848499, 3767.149622, -926.791647, 4693.941268 ], [ 0.607946, 0.521496, 0.08645, 0.155129, 0, 0.164254 ], [ 10, 10, 10, 10, 10, 10 ], [ -95599, -58077, -169078, -2056645, -2482601, -491803 ], [ 3.898332, 5.41799, 1.942561, 1.579735, 0.828611, 5.304283 ], [ 62, 31, 31, 62, 31, 31 ], [ 29, 12, 17, 29, 12, 17 ], [ 33, 19, 14, 33, 19, 14 ], [ 46.774194, 38.709677, 54.83871, 46.774194, 38.709677, 54.83871 ], [ 4.436032, 8.578484, 1.599756, 1.79763, 1.311967, 4.368233 ], [ 1060953, 1060953, 57516, 1911649, 1218046, 1911649 ], [ -57065, -36475, -57065, -2056645, -2056645, -491803 ], [ 111, 124, 97, 111, 124, 97 ], [ 152, 169, 140, 152, 169, 140 ], [ 75, 96, 46, 75, 96, 46 ], [ 6905, 3872, 3033, 6905, 3872, 3033 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -141242, 520430, -73262, -149195, -583541, 588154 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7074, "evaluation_days": 2358, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558800000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759256980758, "expiration_time": 1765359936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 76, "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) |
---|