Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1985387.0328 | 1753862.4718 | 231524.561 | 8393483.2849 | -1530791.6587 | 9924274.9435 |
Total P&L (%) | 1985.387 | 1753.8625 | 231.5246 | 8393.4833 | -1530.7917 | 9924.2749 |
Avg Daily Profit (%) | 0.8445 | 0.7461 | 0.0985 | 0.1891 | 0 | 0.1962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102682 | -60886 | -92801 | -4064329 | -5568852 | -1951708 |
Profit Factor | 5.2953 | 7.6808 | 2.1594 | 1.5029 | 0.8753 | 3.2498 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 47.8873 | 42.8571 | 52.7778 | 47.8873 | 42.8571 | 52.7778 |
Ratio Avg Win / Avg Loss | 5.7626 | 10.2411 | 1.9321 | 1.6355 | 1.1671 | 2.9078 |
Largest Winning Trade | 1617221 | 1617221 | 66946 | 4038908 | 2026027 | 4038908 |
Largest Losing Trade | -53298 | -33104 | -53298 | -2207624 | -2207624 | -1740999 |
Avg Bars in Trades | 194 | 167 | 220 | 194 | 167 | 220 |
Avg Bars in Winners | 277 | 237 | 307 | 277 | 237 | 307 |
Avg Bars in Losers | 118 | 114 | 122 | 118 | 114 | 122 |
Bars Traded | 13793 | 5860 | 7933 | 13793 | 5860 | 7933 |
Profit Streak | 51.3333 | 0 | 74.6666 | 51.3333 | 0 | 74.6666 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70319 | 664047 | -56468 | -81155 | -581898 | 544795 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557705600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758887993690, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1985387.0327703909, 1753862.4717914858, 231524.5609789051, 8393483.284862678, -1530791.6586754082, 9924274.943538085 ], [ 1985.387033, 1753.862472, 231.524561, 8393.483285, -1530.791659, 9924.274944 ], [ 0.844547, 0.746061, 0.098486, 0.189128, 0, 0.196191 ], [ 10, 10, 10, 10, 10, 10 ], [ -102682, -60886, -92801, -4064329, -5568852, -1951708 ], [ 5.295328, 7.68083, 2.159371, 1.502929, 0.875323, 3.249838 ], [ 71, 35, 36, 71, 35, 36 ], [ 34, 15, 19, 34, 15, 19 ], [ 37, 20, 17, 37, 20, 17 ], [ 47.887324, 42.857143, 52.777778, 47.887324, 42.857143, 52.777778 ], [ 5.762563, 10.241106, 1.932068, 1.63554, 1.167098, 2.90775 ], [ 1617221, 1617221, 66946, 4038908, 2026027, 4038908 ], [ -53298, -33104, -53298, -2207624, -2207624, -1740999 ], [ 194, 167, 220, 194, 167, 220 ], [ 277, 237, 307, 277, 237, 307 ], [ 118, 114, 122, 118, 114, 122 ], [ 13793, 5860, 7933, 13793, 5860, 7933 ], [ 51.33326, 0, 74.666594, 51.33326, 0, 74.666594 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -70319, 664047, -56468, -81155, -581898, 544795 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557705600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758887993690, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } } }
# | 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) |
---|