Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941104.265 | 694465.0926 | 246639.1724 | 5587703.8962 | 1626858.9857 | 3960844.9105 |
Total P&L (%) | 941.1043 | 694.4651 | 246.6392 | 5587.7039 | 1626.859 | 3960.8449 |
Avg Daily Profit (%) | 0.3973 | 0.2931 | 0.1041 | 0.1707 | 0.1203 | 0.1565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94947 | -100143 | -75931 | -3041616 | -3557051 | -1392598 |
Profit Factor | 1.902 | 2.3288 | 1.4737 | 1.2327 | 1.1259 | 1.3571 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 59.4203 | 54.8077 | 64.0777 | 59.4203 | 54.8077 | 64.0777 |
Ratio Avg Win / Avg Loss | 1.2989 | 1.9202 | 0.8261 | 0.8419 | 0.9284 | 0.7608 |
Largest Winning Trade | 315253 | 315253 | 44685 | 1403954 | 1403954 | 1221451 |
Largest Losing Trade | -54272 | -54272 | -53761 | -1352155 | -1352155 | -1091125 |
Avg Bars in Trades | 33 | 43 | 23 | 33 | 43 | 23 |
Avg Bars in Winners | 31 | 39 | 23 | 31 | 39 | 23 |
Avg Bars in Losers | 37 | 47 | 24 | 37 | 47 | 24 |
Bars Traded | 6987 | 4521 | 2467 | 6987 | 4521 | 2467 |
Profit Streak | 19.8697 | 19.8697 | 84.2031 | 19.8697 | 19.8697 | 84.2031 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561359 | 510147 | -51280 | 329869 | -114734 | 347922 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7107, "evaluation_days": 2369, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1555718400000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760215945617, "expiration_time": 1766338848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 4.72354 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 3 } } }
{ "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": [ [ 941104.2649735027, 694465.0925686267, 246639.1724048762, 5587703.896216698, 1626858.9857155348, 3960844.910501163 ], [ 941.104265, 694.465093, 246.639172, 5587.703896, 1626.858986, 3960.844911 ], [ 0.397258, 0.293147, 0.104111, 0.170719, 0.120329, 0.156474 ], [ 10, 10, 10, 10, 10, 10 ], [ -94947, -100143, -75931, -3041616, -3557051, -1392598 ], [ 1.902016, 2.328812, 1.473656, 1.23271, 1.125917, 1.35711 ], [ 207, 104, 103, 207, 104, 103 ], [ 123, 57, 66, 123, 57, 66 ], [ 84, 47, 37, 84, 47, 37 ], [ 59.42029, 54.807692, 64.07767, 59.42029, 54.807692, 64.07767 ], [ 1.298938, 1.920248, 0.826141, 0.841851, 0.928388, 0.760804 ], [ 315253, 315253, 44685, 1403954, 1403954, 1221451 ], [ -54272, -54272, -53761, -1352155, -1352155, -1091125 ], [ 33, 43, 23, 33, 43, 23 ], [ 31, 39, 23, 31, 39, 23 ], [ 37, 47, 24, 37, 47, 24 ], [ 6987, 4521, 2467, 6987, 4521, 2467 ], [ 19.869741, 19.869741, 84.203074, 19.869741, 19.869741, 84.203074 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 561359, 510147, -51280, 329869, -114734, 347922 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7107, "evaluation_days": 2369, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1555718400000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760215945617, "expiration_time": 1766338848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 4.72354 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 3 } } }
# | 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) |
---|