Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339656.1349 | 1331790.6438 | 7865.4912 | 86005.9367 | 148280.8891 | -62274.9524 |
Total P&L (%) | 1339.6561 | 1331.7906 | 7.8655 | 86.0059 | 148.2809 | -62.275 |
Avg Daily Profit (%) | 0.5682 | 0.5649 | 0.0033 | 0.0263 | 0.0386 | -0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114410 | -94336 | -123288 | -458291 | -227093 | -358285 |
Profit Factor | 3.3272 | 6.4403 | 1.0238 | 1.0762 | 1.3291 | 0.9083 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 38.9831 | 40 | 37.931 | 38.9831 | 40 | 37.931 |
Ratio Avg Win / Avg Loss | 5.2078 | 9.6605 | 1.6753 | 1.6844 | 1.9937 | 1.4862 |
Largest Winning Trade | 1353297 | 1353297 | 65136 | 329112 | 329112 | 211061 |
Largest Losing Trade | -44019 | -41337 | -44019 | -208028 | -111502 | -208028 |
Avg Bars in Trades | 110 | 98 | 121 | 110 | 98 | 121 |
Avg Bars in Winners | 156 | 125 | 191 | 156 | 125 | 191 |
Avg Bars in Losers | 80 | 81 | 79 | 80 | 81 | 79 |
Bars Traded | 6493 | 2963 | 3530 | 6493 | 2963 | 3530 |
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 | -166515 | 566936 | -552149 | -477411 | -143930 | -583859 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7073, "evaluation_days": 2357.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1561507200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759238462520, "expiration_time": 1765330272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1339656.1349339893, 1331790.6437638486, 7865.4911701405, 86005.936661821, 148280.8890794514, -62274.9524176303 ], [ 1339.656135, 1331.790644, 7.865491, 86.005937, 148.280889, -62.274952 ], [ 0.568212, 0.564876, 0.003336, 0.026326, 0.038579, -0.041339 ], [ 10, 10, 10, 10, 10, 10 ], [ -114410, -94336, -123288, -458291, -227093, -358285 ], [ 3.327235, 6.440328, 1.023774, 1.076156, 1.329146, 0.908263 ], [ 59, 30, 29, 59, 30, 29 ], [ 23, 12, 11, 23, 12, 11 ], [ 36, 18, 18, 36, 18, 18 ], [ 38.983051, 40, 37.931034, 38.983051, 40, 37.931034 ], [ 5.207846, 9.660492, 1.675267, 1.684418, 1.99372, 1.486249 ], [ 1353297, 1353297, 65136, 329112, 329112, 211061 ], [ -44019, -41337, -44019, -208028, -111502, -208028 ], [ 110, 98, 121, 110, 98, 121 ], [ 156, 125, 191, 156, 125, 191 ], [ 80, 81, 79, 80, 81, 79 ], [ 6493, 2963, 3530, 6493, 2963, 3530 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166515, 566936, -552149, -477411, -143930, -583859 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7073, "evaluation_days": 2357.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1561507200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759238462520, "expiration_time": 1765330272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } } }
# | 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) |
---|