Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1529262.499 | 1417389.3838 | 111873.1152 | 536940.3332 | 330091.2179 | 206849.1153 |
Total P&L (%) | 1529.2625 | 1417.3894 | 111.8731 | 536.9403 | 330.0912 | 206.8491 |
Avg Daily Profit (%) | 0.6478 | 0.6004 | 0.0474 | 0.0785 | 0.0618 | 0.0475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185772 | -110427 | -168990 | -1195238 | -949080 | -729511 |
Profit Factor | 2.6483 | 4.0205 | 1.244 | 1.1407 | 1.1586 | 1.1192 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 138 | 74 | 64 | 138 | 74 | 64 |
Profitability (%) | 29.5918 | 24.4898 | 34.6939 | 29.5918 | 24.4898 | 34.6939 |
Ratio Avg Win / Avg Loss | 6.3012 | 12.3965 | 2.3416 | 2.7141 | 3.5725 | 2.1067 |
Largest Winning Trade | 1377158 | 1377158 | 54559 | 1259083 | 1259083 | 273368 |
Largest Losing Trade | -27687 | -27687 | -25006 | -270139 | -208485 | -270139 |
Avg Bars in Trades | 46 | 40 | 53 | 46 | 40 | 53 |
Avg Bars in Winners | 111 | 108 | 113 | 111 | 108 | 113 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 9208 | 4014 | 5194 | 9208 | 4014 | 5194 |
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 | 301171 | -13819 | -135013 | -160966 | -187657 | -224004 |
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9443, "evaluation_days": 2360.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558699200000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759531765500, "expiration_time": 1765633464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 1529262.4989599353, 1417389.3838014747, 111873.1151584595, 536940.3331981106, 330091.2179282515, 206849.1152698594 ], [ 1529.262499, 1417.389384, 111.873115, 536.940333, 330.091218, 206.849115 ], [ 0.647787, 0.600398, 0.047389, 0.078459, 0.061814, 0.047504 ], [ 10, 10, 10, 10, 10, 10 ], [ -185772, -110427, -168990, -1195238, -949080, -729511 ], [ 2.648348, 4.020496, 1.243999, 1.140707, 1.158639, 1.119204 ], [ 196, 98, 98, 196, 98, 98 ], [ 58, 24, 34, 58, 24, 34 ], [ 138, 74, 64, 138, 74, 64 ], [ 29.591837, 24.489796, 34.693878, 29.591837, 24.489796, 34.693878 ], [ 6.301241, 12.396529, 2.341646, 2.714095, 3.57247, 2.106737 ], [ 1377158, 1377158, 54559, 1259083, 1259083, 273368 ], [ -27687, -27687, -25006, -270139, -208485, -270139 ], [ 46, 40, 53, 46, 40, 53 ], [ 111, 108, 113, 111, 108, 113 ], [ 19, 18, 20, 19, 18, 20 ], [ 9208, 4014, 5194, 9208, 4014, 5194 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301171, -13819, -135013, -160966, -187657, -224004 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9443, "evaluation_days": 2360.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558699200000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759531765500, "expiration_time": 1765633464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|