Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594327.0722 | 476721.4299 | 117605.6423 | -481780.2787 | 112442.1741 | -594222.4528 |
Total P&L (%) | 594.3271 | 476.7214 | 117.6056 | -481.7803 | 112.4422 | -594.2225 |
Avg Daily Profit (%) | 0.2511 | 0.2014 | 0.0497 | 0 | 0.0318 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189993 | -130624 | -234435 | -1015885 | -378120 | -738924 |
Profit Factor | 1.2996 | 1.5591 | 1.104 | 0.8618 | 1.0791 | 0.7124 |
Total Trades | 501 | 251 | 250 | 501 | 251 | 250 |
Winning Trades | 276 | 131 | 145 | 243 | 133 | 110 |
Losing Trades | 225 | 120 | 105 | 258 | 118 | 140 |
Profitability (%) | 55.0898 | 52.1912 | 58 | 48.503 | 52.988 | 44 |
Ratio Avg Win / Avg Loss | 1.0594 | 1.4282 | 0.7994 | 0.915 | 0.9574 | 0.9066 |
Largest Winning Trade | 57414 | 57414 | 43964 | 175601 | 115291 | 175601 |
Largest Losing Trade | -118813 | -29127 | -118813 | -586041 | -90541 | -586041 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 6888 | 3446 | 3442 | 6888 | 3446 | 3442 |
Profit Streak | 8.9766 | 13.6432 | 0 | 0 | 0 | 18.3099 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460077 | 403952 | -232319 | -578464 | -284071 | -581517 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7100, "evaluation_days": 2366.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560844800000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760023575878, "expiration_time": 1766131200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.77114 } } }
{ "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": [ [ 594327.0722286812, 476721.4299033049, 117605.6423253763, -481780.2787103212, 112442.1740520767, -594222.4527623982 ], [ 594.327072, 476.72143, 117.605642, -481.780279, 112.442174, -594.222453 ], [ 0.251124, 0.201431, 0.049692, 0, 0.031843, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -189993, -130624, -234435, -1015885, -378120, -738924 ], [ 1.299582, 1.559133, 1.103961, 0.861826, 1.079135, 0.712363 ], [ 501, 251, 250, 501, 251, 250 ], [ 276, 131, 145, 243, 133, 110 ], [ 225, 120, 105, 258, 118, 140 ], [ 55.08982, 52.191235, 58, 48.502994, 52.988048, 44 ], [ 1.059442, 1.428214, 0.79942, 0.915025, 0.957428, 0.906644 ], [ 57414, 57414, 43964, 175601, 115291, 175601 ], [ -118813, -29127, -118813, -586041, -90541, -586041 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 6888, 3446, 3442, 6888, 3446, 3442 ], [ 8.976572, 13.643239, 0, 0, 0, 18.309906 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 460077, 403952, -232319, -578464, -284071, -581517 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7100, "evaluation_days": 2366.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560844800000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760023575878, "expiration_time": 1766131200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.77114 } } }
# | 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) |
---|