Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195152.6266 | 953258.2886 | 241894.338 | 5780095.5339 | -16456818.101 | 22236913.6348 |
Total P&L (%) | 1195.1526 | 953.2583 | 241.8943 | 5780.0955 | -16456.8181 | 22236.9136 |
Avg Daily Profit (%) | 0.5046 | 0.4025 | 0.1021 | 0.1722 | 0 | 0.2286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124042 | -136308 | -56294 | -37849468 | -47054033 | -6780403 |
Profit Factor | 2.1588 | 2.3662 | 1.725 | 1.0429 | 0.8312 | 1.5986 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Profitability (%) | 46.0733 | 43.1579 | 48.9583 | 46.0733 | 43.1579 | 48.9583 |
Ratio Avg Win / Avg Loss | 2.5267 | 3.1164 | 1.7984 | 1.2207 | 1.0948 | 1.6666 |
Largest Winning Trade | 480504 | 480504 | 42639 | 18689015 | 18689015 | 7333252 |
Largest Losing Trade | -55098 | -55098 | -21978 | -17043398 | -17043398 | -6780403 |
Avg Bars in Trades | 24 | 38 | 10 | 24 | 38 | 10 |
Avg Bars in Winners | 27 | 45 | 12 | 27 | 45 | 12 |
Avg Bars in Losers | 21 | 32 | 8 | 21 | 32 | 8 |
Bars Traded | 4608 | 3613 | 995 | 4608 | 3613 | 995 |
Profit Streak | 14.2784 | 0 | 32.2784 | 14.2784 | 0 | 32.2784 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543319 | 407294 | -53248 | -165167 | -582072 | 411027 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4737, "evaluation_days": 2368.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558483200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760164852976, "expiration_time": 1766279952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 177, "offset": 0, "std": 1.60604 } } }
{ "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": [ [ 1195152.6266188442, 953258.2885748376, 241894.338044006, 5780095.533864771, -16456818.100975579, 22236913.634840358 ], [ 1195.152627, 953.258289, 241.894338, 5780.095534, -16456.818101, 22236.913635 ], [ 0.504603, 0.402473, 0.10213, 0.172162, 0, 0.228626 ], [ 10, 10, 10, 10, 10, 10 ], [ -124042, -136308, -56294, -37849468, -47054033, -6780403 ], [ 2.158772, 2.366178, 1.725016, 1.042923, 0.831235, 1.598597 ], [ 191, 95, 96, 191, 95, 96 ], [ 88, 41, 47, 88, 41, 47 ], [ 103, 54, 49, 103, 54, 49 ], [ 46.073298, 43.157895, 48.958333, 46.073298, 43.157895, 48.958333 ], [ 2.526745, 3.116429, 1.798421, 1.220694, 1.094797, 1.666623 ], [ 480504, 480504, 42639, 18689015, 18689015, 7333252 ], [ -55098, -55098, -21978, -17043398, -17043398, -6780403 ], [ 24, 38, 10, 24, 38, 10 ], [ 27, 45, 12, 27, 45, 12 ], [ 21, 32, 8, 21, 32, 8 ], [ 4608, 3613, 995, 4608, 3613, 995 ], [ 14.278391, 0, 32.278391, 14.278391, 0, 32.278391 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 543319, 407294, -53248, -165167, -582072, 411027 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4737, "evaluation_days": 2368.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558483200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760164852976, "expiration_time": 1766279952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 177, "offset": 0, "std": 1.60604 } } }
# | 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) |
---|