Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409253.1531 | 1295270.1837 | 113982.9694 | 578647.9741 | -681648.093 | 1260296.0671 |
Total P&L (%) | 1409.2532 | 1295.2702 | 113.983 | 578.648 | -681.6481 | 1260.2961 |
Avg Daily Profit (%) | 0.5953 | 0.5471 | 0.0481 | 0.0809 | 0 | 0.1103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116789 | -83553 | -121721 | -1745542 | -1495538 | -726451 |
Profit Factor | 3.1256 | 4.6443 | 1.3706 | 1.122 | 0.7707 | 1.7111 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 36.1446 | 33.3333 | 39.0244 | 36.1446 | 33.3333 | 39.0244 |
Ratio Avg Win / Avg Loss | 5.5218 | 9.2887 | 2.1415 | 1.9821 | 1.5414 | 2.6736 |
Largest Winning Trade | 1271515 | 1271515 | 61132 | 903075 | 466357 | 903075 |
Largest Losing Trade | -41772 | -26782 | -41772 | -462803 | -438807 | -462803 |
Avg Bars in Trades | 167 | 143 | 191 | 167 | 143 | 191 |
Avg Bars in Winners | 324 | 282 | 360 | 324 | 282 | 360 |
Avg Bars in Losers | 78 | 73 | 84 | 78 | 73 | 84 |
Bars Traded | 13887 | 6021 | 7866 | 13887 | 6021 | 7866 |
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 | 386024 | 435626 | -131215 | -176427 | -584438 | -46280 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14204, "evaluation_days": 2367.33, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558137600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760155139679, "expiration_time": 1766276928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 178, "offset": 0, "a": 0.50974 } }, "second_band": { "type": "hma", "factors": { "length": 89, "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": [ [ 1409253.1530857373, 1295270.183727124, 113982.9693586132, 578647.9741277687, -681648.0929965576, 1260296.0671243265 ], [ 1409.253153, 1295.270184, 113.982969, 578.647974, -681.648093, 1260.296067 ], [ 0.595292, 0.547144, 0.048148, 0.080923, 0, 0.110324 ], [ 10, 10, 10, 10, 10, 10 ], [ -116789, -83553, -121721, -1745542, -1495538, -726451 ], [ 3.125574, 4.644331, 1.370582, 1.121952, 0.770687, 1.711095 ], [ 83, 42, 41, 83, 42, 41 ], [ 30, 14, 16, 30, 14, 16 ], [ 53, 28, 25, 53, 28, 25 ], [ 36.144578, 33.333333, 39.02439, 36.144578, 33.333333, 39.02439 ], [ 5.521848, 9.288662, 2.141534, 1.982115, 1.541374, 2.673586 ], [ 1271515, 1271515, 61132, 903075, 466357, 903075 ], [ -41772, -26782, -41772, -462803, -438807, -462803 ], [ 167, 143, 191, 167, 143, 191 ], [ 324, 282, 360, 324, 282, 360 ], [ 78, 73, 84, 78, 73, 84 ], [ 13887, 6021, 7866, 13887, 6021, 7866 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386024, 435626, -131215, -176427, -584438, -46280 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14204, "evaluation_days": 2367.33, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558137600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760155139679, "expiration_time": 1766276928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 178, "offset": 0, "a": 0.50974 } }, "second_band": { "type": "hma", "factors": { "length": 89, "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) |
---|