Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1659318.1927 | 1504414.5996 | 154903.5931 | 1561737.712 | -630176.1536 | 2191913.8656 |
Total P&L (%) | 1659.3182 | 1504.4146 | 154.9036 | 1561.7377 | -630.1762 | 2191.9139 |
Avg Daily Profit (%) | 0.7021 | 0.6366 | 0.0655 | 0.119 | 0 | 0.1326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139902 | -102785 | -107193 | -1786476 | -1668740 | -725367 |
Profit Factor | 3.2503 | 4.8798 | 1.4431 | 1.2292 | 0.8522 | 1.86 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 38.8889 | 31.4815 | 46.2963 | 38.8889 | 31.4815 | 46.2963 |
Ratio Avg Win / Avg Loss | 5.1077 | 10.6207 | 1.674 | 1.9317 | 1.8548 | 2.1575 |
Largest Winning Trade | 1394239 | 1394239 | 64243 | 1223635 | 812530 | 1223635 |
Largest Losing Trade | -44220 | -26047 | -44220 | -532481 | -532481 | -531948 |
Avg Bars in Trades | 85 | 72 | 98 | 85 | 72 | 98 |
Avg Bars in Winners | 164 | 155 | 170 | 164 | 155 | 170 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 9227 | 3922 | 5305 | 9227 | 3922 | 5305 |
Profit Streak | 0 | 0 | 89.1465 | 0 | 0 | 89.1465 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522316 | -168058 | -284278 | -37002 | -765534 | -192975 |
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9453, "evaluation_days": 2363.25, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1556647200000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759743058663, "expiration_time": 1765855944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 47, "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": [ [ 1659318.1926898148, 1504414.5995535867, 154903.5931362277, 1561737.712022693, -630176.1536227504, 2191913.8656454436 ], [ 1659.318193, 1504.4146, 154.903593, 1561.737712, -630.176154, 2191.913866 ], [ 0.702134, 0.636587, 0.065547, 0.118994, 0, 0.132616 ], [ 10, 10, 10, 10, 10, 10 ], [ -139902, -102785, -107193, -1786476, -1668740, -725367 ], [ 3.250342, 4.87978, 1.443082, 1.229235, 0.852208, 1.859953 ], [ 108, 54, 54, 108, 54, 54 ], [ 42, 17, 25, 42, 17, 25 ], [ 66, 37, 29, 66, 37, 29 ], [ 38.888889, 31.481481, 46.296296, 38.888889, 31.481481, 46.296296 ], [ 5.10768, 10.620699, 1.673975, 1.931655, 1.854806, 2.157546 ], [ 1394239, 1394239, 64243, 1223635, 812530, 1223635 ], [ -44220, -26047, -44220, -532481, -532481, -531948 ], [ 85, 72, 98, 85, 72, 98 ], [ 164, 155, 170, 164, 155, 170 ], [ 35, 34, 36, 35, 34, 36 ], [ 9227, 3922, 5305, 9227, 3922, 5305 ], [ 0, 0, 89.146512, 0, 0, 89.146512 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 522316, -168058, -284278, -37002, -765534, -192975 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9453, "evaluation_days": 2363.25, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1556647200000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759743058663, "expiration_time": 1765855944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 47, "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) |
---|