Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497381.9879 | 1511575.7485 | -14193.7605 | -24012.8284 | 231995.3668 | -256008.1953 |
Total P&L (%) | 1497.382 | 1511.5757 | -14.1938 | -24.0128 | 231.9954 | -256.0082 |
Avg Daily Profit (%) | 0.719 | 0.7258 | -0.0068 | -0.0132 | 0.0576 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178351 | -166597 | -126859 | -1312081 | -1240332 | -514854 |
Profit Factor | 2.4104 | 3.5986 | 0.9704 | 0.9951 | 1.0825 | 0.8777 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 41.8994 | 40.4494 | 43.3333 | 41.8994 | 40.4494 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.3424 | 5.2979 | 1.269 | 1.3799 | 1.5936 | 1.1478 |
Largest Winning Trade | 1494363 | 1494363 | 64914 | 944927 | 944927 | 305584 |
Largest Losing Trade | -44352 | -38253 | -44352 | -465189 | -465189 | -285164 |
Avg Bars in Trades | 135 | 172 | 98 | 135 | 172 | 98 |
Avg Bars in Winners | 188 | 251 | 129 | 188 | 251 | 129 |
Avg Bars in Losers | 97 | 117 | 75 | 97 | 117 | 75 |
Bars Traded | 24220 | 15312 | 8908 | 24220 | 15312 | 8908 |
Profit Streak | 0 | 28.6686 | 0 | 0 | 28.6686 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534720 | 569136 | -582017 | -581324 | -248158 | -582017 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579744800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758938567932, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 1.6631 } } }
{ "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": [ [ 1497381.9879474104, 1511575.7484814413, -14193.7605340307, -24012.8284396445, 231995.3668203256, -256008.1952599701 ], [ 1497.381988, 1511.575748, -14.193761, -24.012828, 231.995367, -256.008195 ], [ 0.719031, 0.725847, -0.006816, -0.013185, 0.057637, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -178351, -166597, -126859, -1312081, -1240332, -514854 ], [ 2.410399, 3.598602, 0.970429, 0.995107, 1.082459, 0.877727 ], [ 179, 89, 90, 179, 89, 90 ], [ 75, 36, 39, 75, 36, 39 ], [ 104, 53, 51, 104, 53, 51 ], [ 41.899441, 40.449438, 43.333333, 41.899441, 40.449438, 43.333333 ], [ 3.34242, 5.297942, 1.269022, 1.379881, 1.59362, 1.147797 ], [ 1494363, 1494363, 64914, 944927, 944927, 305584 ], [ -44352, -38253, -44352, -465189, -465189, -285164 ], [ 135, 172, 98, 135, 172, 98 ], [ 188, 251, 129, 188, 251, 129 ], [ 97, 117, 75, 97, 117, 75 ], [ 24220, 15312, 8908, 24220, 15312, 8908 ], [ 0, 28.66861, 0, 0, 28.66861, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 534720, 569136, -582017, -581324, -248158, -582017 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579744800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758938567932, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 1.6631 } } }
# | 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) |
---|