Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472464.2217 | 316463.7215 | 156000.5001 | 471237.4304 | 2088817.6194 | -1617580.189 |
Total P&L (%) | 472.4642 | 316.4637 | 156.0005 | 471.2374 | 2088.8176 | -1617.5802 |
Avg Daily Profit (%) | 0.3298 | 0.2209 | 0.1089 | 0.1217 | 0.2156 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110853 | -37572 | -87866 | -3496171 | -442267 | -3150729 |
Profit Factor | 2.2061 | 3.0431 | 1.6587 | 1.0905 | 3.2761 | 0.6227 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 81.0127 | 79.4872 | 82.5 | 81.0127 | 79.4872 | 82.5 |
Ratio Avg Win / Avg Loss | 0.517 | 0.7853 | 0.3518 | 0.2556 | 0.8454 | 0.1321 |
Largest Winning Trade | 62100 | 62100 | 60274 | 903586 | 903586 | 356842 |
Largest Losing Trade | -81077 | -56145 | -81077 | -3126745 | -442267 | -3126745 |
Avg Bars in Trades | 203 | 226 | 181 | 203 | 226 | 181 |
Avg Bars in Winners | 148 | 166 | 131 | 148 | 166 | 131 |
Avg Bars in Losers | 436 | 455 | 414 | 436 | 455 | 414 |
Bars Traded | 16063 | 8821 | 7242 | 16063 | 8821 | 7242 |
Profit Streak | 46.5008 | 0 | 66.2508 | 46.5008 | 0 | 66.2508 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16304 | 528405 | -42135 | -179584 | 557976 | -575646 |
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17193, "evaluation_days": 1432.75, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1639591200000, "last_datapoint_time": 1760306400000, "evaluation_time": 1760313664897, "expiration_time": 1764762825600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 69, "offset": 0, "std": 3.06544 } }, "second_band": { "type": "jma", "factors": { "length": 179, "offset": 248 } } }
{ "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": [ [ 472464.2216745092, 316463.7215442217, 156000.5001302873, 471237.4304243302, 2088817.619396687, -1617580.188972356 ], [ 472.464222, 316.463722, 156.0005, 471.23743, 2088.817619, -1617.580189 ], [ 0.32976, 0.220879, 0.108882, 0.121703, 0.215618, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -110853, -37572, -87866, -3496171, -442267, -3150729 ], [ 2.206065, 3.043068, 1.658664, 1.090545, 3.276106, 0.622653 ], [ 79, 39, 40, 79, 39, 40 ], [ 64, 31, 33, 64, 31, 33 ], [ 15, 8, 7, 15, 8, 7 ], [ 81.012658, 79.487179, 82.5, 81.012658, 79.487179, 82.5 ], [ 0.517047, 0.785308, 0.351838, 0.255597, 0.845447, 0.132078 ], [ 62100, 62100, 60274, 903586, 903586, 356842 ], [ -81077, -56145, -81077, -3126745, -442267, -3126745 ], [ 203, 226, 181, 203, 226, 181 ], [ 148, 166, 131, 148, 166, 131 ], [ 436, 455, 414, 436, 455, 414 ], [ 16063, 8821, 7242, 16063, 8821, 7242 ], [ 46.500751, 0, 66.250751, 46.500751, 0, 66.250751 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -16304, 528405, -42135, -179584, 557976, -575646 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17193, "evaluation_days": 1432.75, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1639591200000, "last_datapoint_time": 1760306400000, "evaluation_time": 1760313664897, "expiration_time": 1764762825600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 69, "offset": 0, "std": 3.06544 } }, "second_band": { "type": "jma", "factors": { "length": 179, "offset": 248 } } }
# | 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) |
---|