Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349719.0764 | 251459.9312 | 98259.1451 | 266052.7552 | 166169.5196 | 99883.2356 |
Total P&L (%) | 349.7191 | 251.4599 | 98.2591 | 266.0528 | 166.1695 | 99.8832 |
Avg Daily Profit (%) | 0.2452 | 0.1763 | 0.0689 | 0.091 | 0.0687 | 0.0486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110234 | -65463 | -54571 | -939502 | -690812 | -287909 |
Profit Factor | 1.7309 | 1.8494 | 1.5387 | 1.1461 | 1.1405 | 1.1564 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 58.9744 | 58.9744 | 58.9744 | 58.9744 | 58.9744 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.2041 | 1.2865 | 1.0704 | 0.7973 | 0.7934 | 0.8045 |
Largest Winning Trade | 108413 | 108413 | 51752 | 596431 | 596431 | 124470 |
Largest Losing Trade | -61385 | -61385 | -35324 | -541298 | -541298 | -161985 |
Avg Bars in Trades | 53 | 70 | 36 | 53 | 70 | 36 |
Avg Bars in Winners | 38 | 46 | 30 | 38 | 46 | 30 |
Avg Bars in Losers | 74 | 103 | 44 | 74 | 103 | 44 |
Bars Traded | 4154 | 2740 | 1414 | 4154 | 2740 | 1414 |
Profit Streak | 16.1805 | 0 | 59.5138 | 16.1805 | 0 | 59.5138 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26582 | 396030 | -97667 | -169684 | -167675 | -176439 |
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4279, "evaluation_days": 1426.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1638892800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759724396125, "expiration_time": 1763405856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 84, "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": [ [ 349719.0763558308, 251459.9312407633, 98259.1451150676, 266052.7551880068, 166169.5195795036, 99883.2356085035 ], [ 349.719076, 251.459931, 98.259145, 266.052755, 166.16952, 99.883236 ], [ 0.245188, 0.176299, 0.068889, 0.091017, 0.068659, 0.048567 ], [ 10, 10, 10, 10, 10, 10 ], [ -110234, -65463, -54571, -939502, -690812, -287909 ], [ 1.730902, 1.849356, 1.538652, 1.146109, 1.140541, 1.156419 ], [ 78, 39, 39, 78, 39, 39 ], [ 46, 23, 23, 46, 23, 23 ], [ 32, 16, 16, 32, 16, 16 ], [ 58.974359, 58.974359, 58.974359, 58.974359, 58.974359, 58.974359 ], [ 1.204106, 1.286509, 1.070367, 0.797293, 0.79342, 0.804466 ], [ 108413, 108413, 51752, 596431, 596431, 124470 ], [ -61385, -61385, -35324, -541298, -541298, -161985 ], [ 53, 70, 36, 53, 70, 36 ], [ 38, 46, 30, 38, 46, 30 ], [ 74, 103, 44, 74, 103, 44 ], [ 4154, 2740, 1414, 4154, 2740, 1414 ], [ 16.180511, 0, 59.513844, 16.180511, 0, 59.513844 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -26582, 396030, -97667, -169684, -167675, -176439 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4279, "evaluation_days": 1426.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1638892800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759724396125, "expiration_time": 1763405856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 84, "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) |
---|