Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1298051.9337 | 1192016.0389 | 106035.8948 | 852805.6054 | -921168.8509 | 1773974.4563 |
Total P&L (%) | 1298.0519 | 1192.016 | 106.0359 | 852.8056 | -921.1689 | 1773.9745 |
Avg Daily Profit (%) | 0.5498 | 0.5049 | 0.0449 | 0.0955 | 0 | 0.1242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121214 | -77597 | -109179 | -2788702 | -1907976 | -880725 |
Profit Factor | 3.4237 | 5.1084 | 1.4321 | 1.1591 | 0.7298 | 1.9096 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 36.3636 | 46.875 | 41.5385 | 36.3636 | 46.875 |
Ratio Avg Win / Avg Loss | 4.8185 | 8.9397 | 1.623 | 1.6314 | 1.2771 | 2.1642 |
Largest Winning Trade | 1159010 | 1159010 | 55919 | 1234140 | 574221 | 1234140 |
Largest Losing Trade | -34309 | -32334 | -34309 | -1209785 | -1209785 | -624012 |
Avg Bars in Trades | 133 | 111 | 156 | 133 | 111 | 156 |
Avg Bars in Winners | 240 | 194 | 276 | 240 | 194 | 276 |
Avg Bars in Losers | 57 | 63 | 51 | 57 | 63 | 51 |
Bars Traded | 8685 | 3667 | 5018 | 8685 | 3667 | 5018 |
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 | -121992 | 474861 | -132164 | -248945 | -584439 | -24387 |
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9443, "evaluation_days": 2360.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560794400000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759535515874, "expiration_time": 1765633464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 24, "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": [ [ 1298051.933715931, 1192016.0389076674, 106035.894808264, 852805.6053817022, -921168.850914958, 1773974.4562966598 ], [ 1298.051934, 1192.016039, 106.035895, 852.805605, -921.168851, 1773.974456 ], [ 0.549847, 0.504931, 0.044916, 0.095534, 0, 0.124218 ], [ 10, 10, 10, 10, 10, 10 ], [ -121214, -77597, -109179, -2788702, -1907976, -880725 ], [ 3.423695, 5.108385, 1.43205, 1.159136, 0.729751, 1.909559 ], [ 65, 33, 32, 65, 33, 32 ], [ 27, 12, 15, 27, 12, 15 ], [ 38, 21, 17, 38, 21, 17 ], [ 41.538462, 36.363636, 46.875, 41.538462, 36.363636, 46.875 ], [ 4.818534, 8.939674, 1.62299, 1.631377, 1.277065, 2.164167 ], [ 1159010, 1159010, 55919, 1234140, 574221, 1234140 ], [ -34309, -32334, -34309, -1209785, -1209785, -624012 ], [ 133, 111, 156, 133, 111, 156 ], [ 240, 194, 276, 240, 194, 276 ], [ 57, 63, 51, 57, 63, 51 ], [ 8685, 3667, 5018, 8685, 3667, 5018 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121992, 474861, -132164, -248945, -584439, -24387 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9443, "evaluation_days": 2360.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560794400000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759535515874, "expiration_time": 1765633464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 24, "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) |
---|