Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523603.0239 | 1376507.6922 | 147095.3317 | 1018346.6065 | -1000911.2798 | 2019257.8862 |
Total P&L (%) | 1523.603 | 1376.5077 | 147.0953 | 1018.3466 | -1000.9113 | 2019.2579 |
Avg Daily Profit (%) | 0.6445 | 0.5823 | 0.0622 | 0.1022 | 0 | 0.1293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110623 | -89458 | -110609 | -2953826 | -2599379 | -1141813 |
Profit Factor | 3.3099 | 4.9315 | 1.4753 | 1.1443 | 0.761 | 1.7036 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 38.8235 | 30.2326 | 47.619 | 38.8235 | 30.2326 | 47.619 |
Ratio Avg Win / Avg Loss | 5.2156 | 11.3805 | 1.6228 | 1.8031 | 1.7561 | 1.874 |
Largest Winning Trade | 1291532 | 1291532 | 64508 | 1357987 | 964291 | 1357987 |
Largest Losing Trade | -47910 | -22917 | -47910 | -771044 | -577803 | -771044 |
Avg Bars in Trades | 108 | 91 | 126 | 108 | 91 | 126 |
Avg Bars in Winners | 201 | 187 | 211 | 201 | 187 | 211 |
Avg Bars in Losers | 50 | 49 | 50 | 50 | 49 | 50 |
Bars Traded | 9262 | 3934 | 5328 | 9262 | 3934 | 5328 |
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 | 505644 | 410882 | -108458 | -120945 | -585636 | -17701 |
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9456, "evaluation_days": 2364, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558310400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759813633525, "expiration_time": 1765922688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 3.08784 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1523603.0238754447, 1376507.6921964537, 147095.3316789903, 1018346.6064531177, -1000911.2797956774, 2019257.8862487948 ], [ 1523.603024, 1376.507692, 147.095332, 1018.346606, -1000.91128, 2019.257886 ], [ 0.644502, 0.582279, 0.062223, 0.102186, 0, 0.129257 ], [ 10, 10, 10, 10, 10, 10 ], [ -110623, -89458, -110609, -2953826, -2599379, -1141813 ], [ 3.309889, 4.931549, 1.475296, 1.144301, 0.760959, 1.703599 ], [ 85, 43, 42, 85, 43, 42 ], [ 33, 13, 20, 33, 13, 20 ], [ 52, 30, 22, 52, 30, 22 ], [ 38.823529, 30.232558, 47.619048, 38.823529, 30.232558, 47.619048 ], [ 5.215582, 11.380498, 1.622825, 1.803141, 1.75606, 1.873959 ], [ 1291532, 1291532, 64508, 1357987, 964291, 1357987 ], [ -47910, -22917, -47910, -771044, -577803, -771044 ], [ 108, 91, 126, 108, 91, 126 ], [ 201, 187, 211, 201, 187, 211 ], [ 50, 49, 50, 50, 49, 50 ], [ 9262, 3934, 5328, 9262, 3934, 5328 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 505644, 410882, -108458, -120945, -585636, -17701 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9456, "evaluation_days": 2364, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558310400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759813633525, "expiration_time": 1765922688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 3.08784 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 2 } } }
# | 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) |
---|