Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832418.9599 | 724746.9869 | 107671.973 | 376932.9317 | 206570.4229 | 170362.5088 |
Total P&L (%) | 832.419 | 724.747 | 107.672 | 376.9329 | 206.5704 | 170.3625 |
Avg Daily Profit (%) | 0.3514 | 0.306 | 0.0455 | 0.066 | 0.0473 | 0.042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91591 | -75760 | -143885 | -352054 | -237079 | -363838 |
Profit Factor | 2.8103 | 4.4238 | 1.4339 | 1.2771 | 1.32 | 1.2383 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.3372 | 5.2532 | 1.7028 | 1.5165 | 1.5675 | 1.4705 |
Largest Winning Trade | 726213 | 726213 | 59189 | 367829 | 367829 | 209934 |
Largest Losing Trade | -64174 | -29411 | -64174 | -153503 | -116667 | -153503 |
Avg Bars in Trades | 96 | 64 | 128 | 96 | 64 | 128 |
Avg Bars in Winners | 160 | 99 | 221 | 160 | 99 | 221 |
Avg Bars in Losers | 42 | 36 | 49 | 42 | 36 | 49 |
Bars Traded | 6750 | 2268 | 4482 | 6750 | 2268 | 4482 |
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 | -85748 | 527022 | -131860 | -204228 | -130089 | -138778 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7106, "evaluation_days": 2368.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559376000000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760194608676, "expiration_time": 1766309184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 832418.9598784362, 724746.9868876642, 107671.9729907723, 376932.931699087, 206570.4228918662, 170362.5088072209 ], [ 832.41896, 724.746987, 107.671973, 376.932932, 206.570423, 170.362509 ], [ 0.351429, 0.305972, 0.045457, 0.065975, 0.047307, 0.041998 ], [ 10, 10, 10, 10, 10, 10 ], [ -91591, -75760, -143885, -352054, -237079, -363838 ], [ 2.810258, 4.423752, 1.433894, 1.277082, 1.320003, 1.238323 ], [ 70, 35, 35, 70, 35, 35 ], [ 32, 16, 16, 32, 16, 16 ], [ 38, 19, 19, 38, 19, 19 ], [ 45.714286, 45.714286, 45.714286, 45.714286, 45.714286, 45.714286 ], [ 3.337181, 5.253205, 1.70275, 1.516535, 1.567503, 1.470508 ], [ 726213, 726213, 59189, 367829, 367829, 209934 ], [ -64174, -29411, -64174, -153503, -116667, -153503 ], [ 96, 64, 128, 96, 64, 128 ], [ 160, 99, 221, 160, 99, 221 ], [ 42, 36, 49, 42, 36, 49 ], [ 6750, 2268, 4482, 6750, 2268, 4482 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -85748, 527022, -131860, -204228, -130089, -138778 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7106, "evaluation_days": 2368.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559376000000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760194608676, "expiration_time": 1766309184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|