Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293811.0328 | 415775.4063 | -121964.3735 | -166320.5908 | 277926.4957 | -444247.0865 |
Total P&L (%) | 293.811 | 415.7754 | -121.9644 | -166.3206 | 277.9265 | -444.2471 |
Avg Daily Profit (%) | 0.125 | 0.1769 | -0.0519 | 0 | 0.0566 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -333216 | -133210 | -354174 | -1406970 | -674169 | -768860 |
Profit Factor | 1.1959 | 1.848 | 0.8792 | 0.9606 | 1.1609 | 0.8216 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 103 | 49 | 54 | 99 | 48 | 51 |
Losing Trades | 87 | 46 | 41 | 91 | 47 | 44 |
Profitability (%) | 54.2105 | 51.5789 | 56.8421 | 52.1053 | 50.5263 | 53.6842 |
Ratio Avg Win / Avg Loss | 1.0102 | 1.7349 | 0.6675 | 0.8829 | 1.1368 | 0.7088 |
Largest Winning Trade | 79542 | 79542 | 61178 | 451528 | 451528 | 401674 |
Largest Losing Trade | -168795 | -39844 | -168795 | -520139 | -520139 | -414498 |
Avg Bars in Trades | 72 | 48 | 96 | 72 | 48 | 96 |
Avg Bars in Winners | 70 | 46 | 93 | 70 | 49 | 90 |
Avg Bars in Losers | 74 | 51 | 100 | 74 | 48 | 103 |
Bars Traded | 13818 | 4648 | 9170 | 13818 | 4648 | 9170 |
Profit Streak | 19.6053 | 0 | 63.6053 | 0 | 93.4386 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29071 | 390035 | -579218 | -579510 | -160140 | -580601 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558944000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758853897637, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 159, "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": [ [ 293811.0327997376, 415775.4063126643, -121964.3735129267, -166320.5908065205, 277926.4957000277, -444247.0865065485 ], [ 293.811033, 415.775406, -121.964374, -166.320591, 277.926496, -444.247087 ], [ 0.124982, 0.176863, -0.051881, 0, 0.056572, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -333216, -133210, -354174, -1406970, -674169, -768860 ], [ 1.195929, 1.848025, 0.879159, 0.96056, 1.160943, 0.8216 ], [ 190, 95, 95, 190, 95, 95 ], [ 103, 49, 54, 99, 48, 51 ], [ 87, 46, 41, 91, 47, 44 ], [ 54.210526, 51.578947, 56.842105, 52.105263, 50.526316, 53.684211 ], [ 1.010154, 1.73488, 0.667509, 0.882939, 1.136757, 0.708832 ], [ 79542, 79542, 61178, 451528, 451528, 401674 ], [ -168795, -39844, -168795, -520139, -520139, -414498 ], [ 72, 48, 96, 72, 48, 96 ], [ 70, 46, 93, 70, 49, 90 ], [ 74, 51, 100, 74, 48, 103 ], [ 13818, 4648, 9170, 13818, 4648, 9170 ], [ 19.605297, 0, 63.605297, 0, 93.43863, 0 ], [ 1, 0, 2, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -29071, 390035, -579218, -579510, -160140, -580601 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558944000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758853897637, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 159, "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) |
---|