Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1235494.8855 | 1089744.6544 | 145750.2311 | 953998.5358 | -209226.8892 | 1163225.425 |
Total P&L (%) | 1235.4949 | 1089.7447 | 145.7502 | 953.9985 | -209.2269 | 1163.2254 |
Avg Daily Profit (%) | 0.5229 | 0.4612 | 0.0617 | 0.0997 | 0 | 0.1074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138317 | -90964 | -149972 | -949397 | -725970 | -451167 |
Profit Factor | 2.8767 | 4.3231 | 1.4411 | 1.321 | 0.8823 | 1.9739 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 42.2222 | 31.1111 | 53.3333 | 42.2222 | 31.1111 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.9365 | 9.5726 | 1.261 | 1.8077 | 1.9537 | 1.7272 |
Largest Winning Trade | 941079 | 941079 | 66964 | 741124 | 447406 | 741124 |
Largest Losing Trade | -68293 | -24876 | -68293 | -361805 | -234459 | -361805 |
Avg Bars in Trades | 153 | 131 | 175 | 153 | 131 | 175 |
Avg Bars in Winners | 253 | 256 | 251 | 253 | 256 | 251 |
Avg Bars in Losers | 80 | 74 | 88 | 80 | 74 | 88 |
Bars Traded | 13808 | 5901 | 7907 | 13808 | 5901 | 7907 |
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 | 486169 | 370399 | -109121 | -60892 | -585279 | -44955 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14178, "evaluation_days": 2363, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558598400000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759783706589, "expiration_time": 1765891296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 141, "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": [ [ 1235494.8855255183, 1089744.6544011284, 145750.2311243893, 953998.5358140881, -209226.8891730674, 1163225.4249871555 ], [ 1235.494886, 1089.744654, 145.750231, 953.998536, -209.226889, 1163.225425 ], [ 0.52285, 0.46117, 0.06168, 0.099719, 0, 0.10739 ], [ 10, 10, 10, 10, 10, 10 ], [ -138317, -90964, -149972, -949397, -725970, -451167 ], [ 2.876683, 4.323099, 1.44112, 1.320996, 0.882297, 1.973892 ], [ 90, 45, 45, 90, 45, 45 ], [ 38, 14, 24, 38, 14, 24 ], [ 52, 31, 21, 52, 31, 21 ], [ 42.222222, 31.111111, 53.333333, 42.222222, 31.111111, 53.333333 ], [ 3.936513, 9.572577, 1.26098, 1.807679, 1.953658, 1.727155 ], [ 941079, 941079, 66964, 741124, 447406, 741124 ], [ -68293, -24876, -68293, -361805, -234459, -361805 ], [ 153, 131, 175, 153, 131, 175 ], [ 253, 256, 251, 253, 256, 251 ], [ 80, 74, 88, 80, 74, 88 ], [ 13808, 5901, 7907, 13808, 5901, 7907 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 486169, 370399, -109121, -60892, -585279, -44955 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14178, "evaluation_days": 2363, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558598400000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759783706589, "expiration_time": 1765891296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 141, "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) |
---|