Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239142.5924 | 191034.3975 | 48108.195 | -38343.8327 | 260250.5656 | -298594.3983 |
Total P&L (%) | 239.1426 | 191.0344 | 48.1082 | -38.3438 | 260.2506 | -298.5944 |
Avg Daily Profit (%) | 0.1671 | 0.1335 | 0.0336 | -0.0338 | 0.0896 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119412 | -34123 | -127848 | -735573 | -225280 | -742338 |
Profit Factor | 1.6165 | 2.8725 | 1.1683 | 0.9714 | 1.7112 | 0.6943 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 50.4673 | 49.0566 | 51.8519 | 50.4673 | 49.0566 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.5865 | 2.983 | 1.0848 | 0.9535 | 1.777 | 0.6447 |
Largest Winning Trade | 59137 | 59137 | 47548 | 136053 | 136053 | 96157 |
Largest Losing Trade | -93488 | -17880 | -93488 | -552098 | -85443 | -552098 |
Avg Bars in Trades | 35 | 38 | 31 | 35 | 38 | 31 |
Avg Bars in Winners | 39 | 39 | 40 | 39 | 39 | 40 |
Avg Bars in Losers | 30 | 37 | 22 | 30 | 37 | 22 |
Bars Traded | 3753 | 2045 | 1709 | 3753 | 2045 | 1709 |
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 | 386815 | -189789 | -364740 | -580432 | -250544 | -760593 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 111 } }, "second_band": { "type": "midpoint", "factors": { "length": 132, "offset": 118 } } }
{ "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": [ [ 239142.5924255756, 191034.3974748403, 48108.1949507351, -38343.8326645897, 260250.5656203821, -298594.3982849722 ], [ 239.142592, 191.034397, 48.108195, -38.343833, 260.250566, -298.594398 ], [ 0.167077, 0.133466, 0.033611, -0.033781, 0.089581, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -119412, -34123, -127848, -735573, -225280, -742338 ], [ 1.616471, 2.872514, 1.168268, 0.971442, 1.711177, 0.694296 ], [ 107, 53, 54, 107, 53, 54 ], [ 54, 26, 28, 54, 26, 28 ], [ 53, 27, 26, 53, 27, 26 ], [ 50.46729, 49.056604, 51.851852, 50.46729, 49.056604, 51.851852 ], [ 1.586536, 2.982995, 1.084821, 0.953453, 1.776992, 0.644704 ], [ 59137, 59137, 47548, 136053, 136053, 96157 ], [ -93488, -17880, -93488, -552098, -85443, -552098 ], [ 35, 38, 31, 35, 38, 31 ], [ 39, 39, 40, 39, 39, 40 ], [ 30, 37, 22, 30, 37, 22 ], [ 3753, 2045, 1709, 3753, 2045, 1709 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386815, -189789, -364740, -580432, -250544, -760593 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4294, "evaluation_days": 1431.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1643673600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760163049419, "expiration_time": 1763850816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 111 } }, "second_band": { "type": "midpoint", "factors": { "length": 132, "offset": 118 } } }
# | 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) |
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