Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1574249.4169 | 1447368.4435 | 126880.9734 | 721277.6796 | -1065093.0932 | 1786370.7728 |
Total P&L (%) | 1574.2494 | 1447.3684 | 126.881 | 721.2777 | -1065.0931 | 1786.3708 |
Avg Daily Profit (%) | 0.6661 | 0.6124 | 0.0537 | 0.0891 | 0 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116205 | -76602 | -116896 | -1890636 | -2118936 | -657503 |
Profit Factor | 3.1504 | 4.6531 | 1.3778 | 1.1008 | 0.7781 | 1.7585 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 42.8571 | 34.7826 | 51.1111 | 42.8571 | 34.7826 | 51.1111 |
Ratio Avg Win / Avg Loss | 4.2005 | 8.7246 | 1.3179 | 1.4678 | 1.4589 | 1.682 |
Largest Winning Trade | 1362833 | 1362833 | 64816 | 1056277 | 735892 | 1056277 |
Largest Losing Trade | -49149 | -29196 | -49149 | -779769 | -779769 | -574616 |
Avg Bars in Trades | 50 | 42 | 60 | 50 | 42 | 60 |
Avg Bars in Winners | 79 | 67 | 87 | 79 | 67 | 87 |
Avg Bars in Losers | 29 | 28 | 31 | 29 | 28 | 31 |
Bars Traded | 4637 | 1932 | 2705 | 4637 | 1932 | 2705 |
Profit Streak | 0 | 0 | 87.3772 | 0 | 0 | 87.3772 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558235 | 477312 | -119900 | -185716 | -584955 | -22484 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4727, "evaluation_days": 2363.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1556755200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759741391454, "expiration_time": 1765834992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 29, "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": [ [ 1574249.416928103, 1447368.4434846272, 126880.9734434759, 721277.6795818403, -1065093.0932355286, 1786370.772817369 ], [ 1574.249417, 1447.368443, 126.880973, 721.27768, -1065.093093, 1786.370773 ], [ 0.666067, 0.612384, 0.053684, 0.089132, 0, 0.124352 ], [ 10, 10, 10, 10, 10, 10 ], [ -116205, -76602, -116896, -1890636, -2118936, -657503 ], [ 3.150403, 4.653094, 1.37777, 1.100812, 0.778081, 1.758486 ], [ 91, 46, 45, 91, 46, 45 ], [ 39, 16, 23, 39, 16, 23 ], [ 52, 30, 22, 52, 30, 22 ], [ 42.857143, 34.782609, 51.111111, 42.857143, 34.782609, 51.111111 ], [ 4.200537, 8.724551, 1.317867, 1.46775, 1.458902, 1.68203 ], [ 1362833, 1362833, 64816, 1056277, 735892, 1056277 ], [ -49149, -29196, -49149, -779769, -779769, -574616 ], [ 50, 42, 60, 50, 42, 60 ], [ 79, 67, 87, 79, 67, 87 ], [ 29, 28, 31, 29, 28, 31 ], [ 4637, 1932, 2705, 4637, 1932, 2705 ], [ 0, 0, 87.377216, 0, 0, 87.377216 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 558235, 477312, -119900, -185716, -584955, -22484 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4727, "evaluation_days": 2363.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1556755200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759741391454, "expiration_time": 1765834992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 29, "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) |
---|