Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069647.2495 | 957892.8787 | 111754.3708 | 233246.6814 | -57013.5487 | 290260.2301 |
Total P&L (%) | 1069.6473 | 957.8929 | 111.7544 | 233.2467 | -57.0135 | 290.2602 |
Avg Daily Profit (%) | 0.453 | 0.4057 | 0.0473 | 0.051 | -0.0357 | 0.0577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233779 | -61651 | -208742 | -237470 | -162081 | -211233 |
Profit Factor | 2.8286 | 4.51 | 1.3581 | 1.2702 | 0.8776 | 1.7308 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 44.7619 | 43.3962 | 46.1538 | 44.7619 | 43.3962 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.4906 | 5.8826 | 1.5845 | 1.5675 | 1.1447 | 2.0193 |
Largest Winning Trade | 942458 | 942458 | 57487 | 140354 | 75751 | 140354 |
Largest Losing Trade | -80041 | -31366 | -80041 | -179612 | -68695 | -179612 |
Avg Bars in Trades | 65 | 43 | 88 | 65 | 43 | 88 |
Avg Bars in Winners | 112 | 79 | 143 | 112 | 79 | 143 |
Avg Bars in Losers | 28 | 17 | 40 | 28 | 17 | 40 |
Bars Traded | 6918 | 2330 | 4588 | 6918 | 2330 | 4588 |
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 | 498294 | -165392 | -309704 | -125565 | -761734 | -294168 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7084, "evaluation_days": 2361.33, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558310400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546696647, "expiration_time": 1765656576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 1069647.2495423707, 957892.8787164006, 111754.370825971, 233246.6813965186, -57013.5486815064, 290260.2300780251 ], [ 1069.64725, 957.892879, 111.754371, 233.246681, -57.013549, 290.26023 ], [ 0.452985, 0.405658, 0.047327, 0.050989, -0.035748, 0.057681 ], [ 10, 10, 10, 10, 10, 10 ], [ -233779, -61651, -208742, -237470, -162081, -211233 ], [ 2.828569, 4.509959, 1.358122, 1.270236, 0.877638, 1.730807 ], [ 105, 53, 52, 105, 53, 52 ], [ 47, 23, 24, 47, 23, 24 ], [ 58, 30, 28, 58, 30, 28 ], [ 44.761905, 43.396226, 46.153846, 44.761905, 43.396226, 46.153846 ], [ 3.490574, 5.882555, 1.584475, 1.567526, 1.144746, 2.019275 ], [ 942458, 942458, 57487, 140354, 75751, 140354 ], [ -80041, -31366, -80041, -179612, -68695, -179612 ], [ 65, 43, 88, 65, 43, 88 ], [ 112, 79, 143, 112, 79, 143 ], [ 28, 17, 40, 28, 17, 40 ], [ 6918, 2330, 4588, 6918, 2330, 4588 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 498294, -165392, -309704, -125565, -761734, -294168 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7084, "evaluation_days": 2361.33, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558310400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546696647, "expiration_time": 1765656576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|