Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036452.5594 | 958475.5412 | 77977.0182 | -36927.4801 | -78932.5124 | 42005.0323 |
Total P&L (%) | 1036.4526 | 958.4755 | 77.977 | -36.9275 | -78.9325 | 42.005 |
Avg Daily Profit (%) | 0.4402 | 0.4071 | 0.0331 | -0.0196 | -0.0661 | 0.0149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247781 | -57293 | -221226 | -136511 | -36766 | -72721 |
Profit Factor | 2.6227 | 4.2683 | 1.2257 | 0.8561 | 0.4507 | 1.372 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 50 | 43.3333 | 56.6667 | 50 | 43.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.6227 | 5.5816 | 0.9373 | 0.8561 | 0.5894 | 1.0491 |
Largest Winning Trade | 897354 | 897354 | 65005 | 37169 | 17007 | 37169 |
Largest Losing Trade | -94401 | -36773 | -94401 | -50441 | -50441 | -50029 |
Avg Bars in Trades | 114 | 90 | 137 | 114 | 90 | 137 |
Avg Bars in Winners | 162 | 122 | 193 | 162 | 122 | 193 |
Avg Bars in Losers | 65 | 65 | 65 | 65 | 65 | 65 |
Bars Traded | 6850 | 2715 | 4135 | 6850 | 2715 | 4135 |
Profit Streak | 53.0193 | 53.0193 | 76.686 | 53.0193 | 53.0193 | 76.686 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157421 | 539594 | -149313 | -753291 | -582855 | -173092 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7064, "evaluation_days": 2354.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758990468209, "expiration_time": 1765063296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 95, "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": [ [ 1036452.5594226667, 958475.5411967558, 77977.018225911, -36927.480133544, -78932.5124156569, 42005.0322821129 ], [ 1036.452559, 958.475541, 77.977018, -36.92748, -78.932512, 42.005032 ], [ 0.440169, 0.407053, 0.033116, -0.019571, -0.066121, 0.014895 ], [ 10, 10, 10, 10, 10, 10 ], [ -247781, -57293, -221226, -136511, -36766, -72721 ], [ 2.622708, 4.268281, 1.225725, 0.85611, 0.450741, 1.371955 ], [ 60, 30, 30, 60, 30, 30 ], [ 30, 13, 17, 30, 13, 17 ], [ 30, 17, 13, 30, 17, 13 ], [ 50, 43.333333, 56.666667, 50, 43.333333, 56.666667 ], [ 2.622708, 5.581598, 0.937319, 0.85611, 0.589431, 1.049142 ], [ 897354, 897354, 65005, 37169, 17007, 37169 ], [ -94401, -36773, -94401, -50441, -50441, -50029 ], [ 114, 90, 137, 114, 90, 137 ], [ 162, 122, 193, 162, 122, 193 ], [ 65, 65, 65, 65, 65, 65 ], [ 6850, 2715, 4135, 6850, 2715, 4135 ], [ 53.019308, 53.019308, 76.685975, 53.019308, 53.019308, 76.685975 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -157421, 539594, -149313, -753291, -582855, -173092 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7064, "evaluation_days": 2354.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758990468209, "expiration_time": 1765063296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 95, "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) |
---|