Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239671.5409 | 1107486.9397 | 132184.6013 | 738712.1053 | -1336916.9861 | 2075629.0914 |
Total P&L (%) | 1239.6715 | 1107.4869 | 132.1846 | 738.7121 | -1336.917 | 2075.6291 |
Avg Daily Profit (%) | 0.595 | 0.5316 | 0.0634 | 0.1021 | 0 | 0.1479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171672 | -177025 | -52938 | -11269661 | -11504313 | -4173112 |
Profit Factor | 1.889 | 2.1105 | 1.3328 | 1.0138 | 0.9652 | 1.136 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 173 | 74 | 99 | 173 | 74 | 99 |
Losing Trades | 216 | 120 | 96 | 216 | 120 | 96 |
Profitability (%) | 44.473 | 38.1443 | 50.7692 | 44.473 | 38.1443 | 50.7692 |
Ratio Avg Win / Avg Loss | 2.3586 | 3.4225 | 1.2924 | 1.2657 | 1.5652 | 1.1016 |
Largest Winning Trade | 871167 | 871167 | 28094 | 5984198 | 5984198 | 1045762 |
Largest Losing Trade | -31541 | -31541 | -18734 | -3387459 | -3387459 | -1480550 |
Avg Bars in Trades | 62 | 111 | 14 | 62 | 111 | 14 |
Avg Bars in Winners | 76 | 159 | 14 | 76 | 159 | 14 |
Avg Bars in Losers | 51 | 81 | 14 | 51 | 81 | 14 |
Bars Traded | 24438 | 21552 | 2886 | 24438 | 21552 | 2886 |
Profit Streak | 15.4749 | 0 | 41.0582 | 15.4749 | 0 | 41.0582 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556795 | 386462 | -106530 | -261135 | -582150 | -64614 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579910400000, "first_datapoint_time": 1580378400000, "last_datapoint_time": 1759975200000, "evaluation_time": 1759980227458, "expiration_time": 1766455200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 4.40691 } } }
{ "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": [ [ 1239671.5409356076, 1107486.9396755751, 132184.6012600336, 738712.1053226813, -1336916.9861148158, 2075629.0914375 ], [ 1239.671541, 1107.48694, 132.184601, 738.712105, -1336.916986, 2075.629091 ], [ 0.595043, 0.531595, 0.063449, 0.102134, 0, 0.147945 ], [ 10, 10, 10, 10, 10, 10 ], [ -171672, -177025, -52938, -11269661, -11504313, -4173112 ], [ 1.889026, 2.11052, 1.332835, 1.01376, 0.965212, 1.136046 ], [ 389, 194, 195, 389, 194, 195 ], [ 173, 74, 99, 173, 74, 99 ], [ 216, 120, 96, 216, 120, 96 ], [ 44.473008, 38.14433, 50.769231, 44.473008, 38.14433, 50.769231 ], [ 2.358552, 3.422465, 1.292446, 1.265735, 1.565208, 1.10162 ], [ 871167, 871167, 28094, 5984198, 5984198, 1045762 ], [ -31541, -31541, -18734, -3387459, -3387459, -1480550 ], [ 62, 111, 14, 62, 111, 14 ], [ 76, 159, 14, 76, 159, 14 ], [ 51, 81, 14, 51, 81, 14 ], [ 24438, 21552, 2886, 24438, 21552, 2886 ], [ 15.474855, 0, 41.058188, 15.474855, 0, 41.058188 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 556795, 386462, -106530, -261135, -582150, -64614 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579910400000, "first_datapoint_time": 1580378400000, "last_datapoint_time": 1759975200000, "evaluation_time": 1759980227458, "expiration_time": 1766455200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 4.40691 } } }
# | 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) |
---|