Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748513.8529 | 619210.773 | 129303.0799 | 590593.8135 | -311417.7432 | 902011.5567 |
Total P&L (%) | 748.5139 | 619.2108 | 129.3031 | 590.5938 | -311.4177 | 902.0116 |
Avg Daily Profit (%) | 0.3163 | 0.2617 | 0.0546 | 0.0817 | 0 | 0.0974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193989 | -113304 | -177757 | -846355 | -715951 | -401073 |
Profit Factor | 1.3331 | 1.5336 | 1.119 | 1.1004 | 0.9044 | 1.3437 |
Total Trades | 896 | 448 | 448 | 896 | 448 | 448 |
Winning Trades | 282 | 136 | 146 | 282 | 136 | 146 |
Losing Trades | 614 | 312 | 302 | 614 | 312 | 302 |
Profitability (%) | 31.4732 | 30.3571 | 32.5893 | 31.4732 | 30.3571 | 32.5893 |
Ratio Avg Win / Avg Loss | 2.9027 | 3.5183 | 2.3147 | 2.3959 | 2.0749 | 2.7793 |
Largest Winning Trade | 333423 | 333423 | 50727 | 284053 | 284053 | 184493 |
Largest Losing Trade | -20437 | -20437 | -18276 | -117895 | -117895 | -102436 |
Avg Bars in Trades | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Winners | 32 | 31 | 32 | 32 | 31 | 32 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 14137 | 6805 | 7331 | 14137 | 6805 | 7331 |
Profit Streak | 20.4162 | 20.4162 | 22.4162 | 20.4162 | 20.4162 | 22.4162 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332719 | 221976 | -212609 | -193656 | -583021 | -65177 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14199, "evaluation_days": 2366.5, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1555905600000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760075958063, "expiration_time": 1766202768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 748513.8529355447, 619210.7729984543, 129303.0799370913, 590593.8135226608, -311417.7431779272, 902011.5567005888 ], [ 748.513853, 619.210773, 129.30308, 590.593814, -311.417743, 902.011557 ], [ 0.316296, 0.261657, 0.054639, 0.081689, 0, 0.097432 ], [ 10, 10, 10, 10, 10, 10 ], [ -193989, -113304, -177757, -846355, -715951, -401073 ], [ 1.333139, 1.533602, 1.119018, 1.10038, 0.904439, 1.343657 ], [ 896, 448, 448, 896, 448, 448 ], [ 282, 136, 146, 282, 136, 146 ], [ 614, 312, 302, 614, 312, 302 ], [ 31.473214, 30.357143, 32.589286, 31.473214, 30.357143, 32.589286 ], [ 2.90265, 3.518264, 2.314681, 2.395863, 2.074889, 2.779346 ], [ 333423, 333423, 50727, 284053, 284053, 184493 ], [ -20437, -20437, -18276, -117895, -117895, -102436 ], [ 15, 15, 16, 15, 15, 16 ], [ 32, 31, 32, 32, 31, 32 ], [ 8, 8, 8, 8, 8, 8 ], [ 14137, 6805, 7331, 14137, 6805, 7331 ], [ 20.416181, 20.416181, 22.416181, 20.416181, 20.416181, 22.416181 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332719, 221976, -212609, -193656, -583021, -65177 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14199, "evaluation_days": 2366.5, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1555905600000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760075958063, "expiration_time": 1766202768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|