Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572107.3152 | 491975.8082 | 80131.507 | 208099.6024 | -124344.1332 | 332443.7356 |
Total P&L (%) | 572.1073 | 491.9758 | 80.1315 | 208.0996 | -124.3441 | 332.4437 |
Avg Daily Profit (%) | 0.2747 | 0.2362 | 0.0385 | 0.054 | 0 | 0.0703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137917 | -114621 | -136072 | -1478139 | -1147333 | -546867 |
Profit Factor | 1.3792 | 1.6274 | 1.1106 | 1.0224 | 0.9754 | 1.0789 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 168 | 80 | 88 | 168 | 80 | 88 |
Losing Trades | 206 | 107 | 99 | 206 | 107 | 99 |
Profitability (%) | 44.9198 | 42.7807 | 47.0588 | 44.9198 | 42.7807 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.6912 | 2.1766 | 1.2494 | 1.2537 | 1.3047 | 1.2138 |
Largest Winning Trade | 211691 | 211691 | 46124 | 780749 | 780749 | 368202 |
Largest Losing Trade | -38468 | -34554 | -38468 | -389400 | -389400 | -382279 |
Avg Bars in Trades | 65 | 69 | 61 | 65 | 69 | 61 |
Avg Bars in Winners | 86 | 92 | 80 | 86 | 92 | 80 |
Avg Bars in Losers | 48 | 51 | 44 | 48 | 51 | 44 |
Bars Traded | 24513 | 12963 | 11550 | 24513 | 12963 | 11550 |
Profit Streak | 17.4379 | 21.7712 | 0 | 17.4379 | 21.7712 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392506 | 330402 | -241098 | -316045 | -580945 | -233441 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580277600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758983430810, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 158, "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": [ [ 572107.3151794922, 491975.8081640037, 80131.5070154891, 208099.6024418978, -124344.1331780028, 332443.7356199021 ], [ 572.107315, 491.975808, 80.131507, 208.099602, -124.344133, 332.443736 ], [ 0.274721, 0.236243, 0.038479, 0.054048, 0, 0.070338 ], [ 10, 10, 10, 10, 10, 10 ], [ -137917, -114621, -136072, -1478139, -1147333, -546867 ], [ 1.379197, 1.62739, 1.110591, 1.022433, 0.975449, 1.078935 ], [ 374, 187, 187, 374, 187, 187 ], [ 168, 80, 88, 168, 80, 88 ], [ 206, 107, 99, 206, 107, 99 ], [ 44.919786, 42.780749, 47.058824, 44.919786, 42.780749, 47.058824 ], [ 1.691158, 2.176634, 1.249415, 1.253698, 1.304663, 1.213802 ], [ 211691, 211691, 46124, 780749, 780749, 368202 ], [ -38468, -34554, -38468, -389400, -389400, -382279 ], [ 65, 69, 61, 65, 69, 61 ], [ 86, 92, 80, 86, 92, 80 ], [ 48, 51, 44, 48, 51, 44 ], [ 24513, 12963, 11550, 24513, 12963, 11550 ], [ 17.437856, 21.77119, 0, 17.437857, 21.77119, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 392506, 330402, -241098, -316045, -580945, -233441 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580277600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758983430810, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 158, "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) |
---|