Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1384789.2917 | 1194647.0865 | 190142.2052 | 2979715.3667 | -1357760.288 | 4337475.6548 |
Total P&L (%) | 1384.7893 | 1194.6471 | 190.1422 | 2979.7154 | -1357.7603 | 4337.4757 |
Avg Daily Profit (%) | 0.5891 | 0.5082 | 0.0809 | 0.1459 | 0 | 0.1615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86231 | -67909 | -114981 | -4826346 | -4372592 | -1903866 |
Profit Factor | 3.6174 | 5.3774 | 1.7423 | 1.2762 | 0.7878 | 1.9882 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 34.6667 | 23.6842 | 45.9459 | 34.6667 | 23.6842 | 45.9459 |
Ratio Avg Win / Avg Loss | 6.8174 | 17.3272 | 2.0497 | 2.4052 | 2.5384 | 2.339 |
Largest Winning Trade | 1100137 | 1100137 | 60353 | 2953429 | 1661026 | 2953429 |
Largest Losing Trade | -33311 | -17263 | -33311 | -1612259 | -1364863 | -1612259 |
Avg Bars in Trades | 185 | 146 | 224 | 185 | 146 | 224 |
Avg Bars in Winners | 383 | 360 | 395 | 383 | 360 | 395 |
Avg Bars in Losers | 79 | 80 | 78 | 79 | 80 | 78 |
Bars Traded | 13876 | 5580 | 8296 | 13876 | 5580 | 8296 |
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 | -49096 | -16857 | -83230 | -64043 | -613601 | 356925 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557921600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758910503082, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 163, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ema", "factors": { "length": 53, "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": [ [ 1384789.2917093392, 1194647.086537725, 190142.2051716145, 2979715.3667329703, -1357760.288025083, 4337475.654758052 ], [ 1384.789292, 1194.647087, 190.142205, 2979.715367, -1357.760288, 4337.475655 ], [ 0.589064, 0.508181, 0.080883, 0.145903, 0, 0.161463 ], [ 10, 10, 10, 10, 10, 10 ], [ -86231, -67909, -114981, -4826346, -4372592, -1903866 ], [ 3.61737, 5.377406, 1.742266, 1.276221, 0.787782, 1.98815 ], [ 75, 38, 37, 75, 38, 37 ], [ 26, 9, 17, 26, 9, 17 ], [ 49, 29, 20, 49, 29, 20 ], [ 34.666667, 23.684211, 45.945946, 34.666667, 23.684211, 45.945946 ], [ 6.81735, 17.327196, 2.049724, 2.405186, 2.538407, 2.339 ], [ 1100137, 1100137, 60353, 2953429, 1661026, 2953429 ], [ -33311, -17263, -33311, -1612259, -1364863, -1612259 ], [ 185, 146, 224, 185, 146, 224 ], [ 383, 360, 395, 383, 360, 395 ], [ 79, 80, 78, 79, 80, 78 ], [ 13876, 5580, 8296, 13876, 5580, 8296 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -49096, -16857, -83230, -64043, -613601, 356925 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557921600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758910503082, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 163, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ema", "factors": { "length": 53, "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) |
---|