Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1261101.9567 | 1335072.5246 | -73970.5679 | -95211.2958 | 11136.2103 | -106347.5062 |
Total P&L (%) | 1261.102 | 1335.0725 | -73.9706 | -95.2113 | 11.1362 | -106.3475 |
Avg Daily Profit (%) | 0.5322 | 0.5634 | -0.0312 | -0.1282 | 0.0045 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267648 | -198300 | -240833 | -147491 | -66681 | -120835 |
Profit Factor | 2.2877 | 3.2376 | 0.8067 | 0.7079 | 1.0624 | 0.2791 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 45.1852 | 41.1765 | 49.2537 | 45.1852 | 41.1765 | 49.2537 |
Ratio Avg Win / Avg Loss | 2.7752 | 4.6252 | 0.8312 | 0.8588 | 1.5177 | 0.2876 |
Largest Winning Trade | 1580146 | 1580146 | 48953 | 141939 | 141939 | 11151 |
Largest Losing Trade | -68074 | -46712 | -68074 | -60153 | -42400 | -60153 |
Avg Bars in Trades | 68 | 88 | 48 | 68 | 88 | 48 |
Avg Bars in Winners | 60 | 66 | 56 | 60 | 66 | 56 |
Avg Bars in Losers | 74 | 103 | 40 | 74 | 103 | 40 |
Bars Traded | 9231 | 5992 | 3239 | 9231 | 5992 | 3239 |
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 | 493842 | -95556 | -697748 | -582292 | -580967 | -697748 |
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9478, "evaluation_days": 2369.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560405600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760298608805, "expiration_time": 1766412144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 188, "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": [ [ 1261101.956703306, 1335072.5246429192, -73970.5679396133, -95211.295837759, 11136.2103421669, -106347.5061799259 ], [ 1261.101957, 1335.072525, -73.970568, -95.211296, 11.13621, -106.347506 ], [ 0.532223, 0.563441, -0.031218, -0.128169, 0.004456, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -267648, -198300, -240833, -147491, -66681, -120835 ], [ 2.287685, 3.237627, 0.806719, 0.707945, 1.062393, 0.2791 ], [ 135, 68, 67, 135, 68, 67 ], [ 61, 28, 33, 61, 28, 33 ], [ 74, 40, 34, 74, 40, 34 ], [ 45.185185, 41.176471, 49.253731, 45.185185, 41.176471, 49.253731 ], [ 2.775224, 4.625182, 0.831165, 0.858818, 1.517705, 0.287558 ], [ 1580146, 1580146, 48953, 141939, 141939, 11151 ], [ -68074, -46712, -68074, -60153, -42400, -60153 ], [ 68, 88, 48, 68, 88, 48 ], [ 60, 66, 56, 60, 66, 56 ], [ 74, 103, 40, 74, 103, 40 ], [ 9231, 5992, 3239, 9231, 5992, 3239 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 493842, -95556, -697748, -582292, -580967, -697748 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9478, "evaluation_days": 2369.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560405600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760298608805, "expiration_time": 1766412144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 188, "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) |
---|