Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679254.1723 | 663948.7007 | 15305.4716 | -77239.3094 | -50790.6521 | -26448.6572 |
Total P&L (%) | 679.2542 | 663.9487 | 15.3055 | -77.2393 | -50.7907 | -26.4487 |
Avg Daily Profit (%) | 0.2869 | 0.2804 | 0.0065 | -0.0625 | -0.0299 | -0.013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158156 | -136498 | -145990 | -134981 | -101366 | -123093 |
Profit Factor | 2.1258 | 3.0687 | 1.0542 | 0.812 | 0.7727 | 0.8589 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40 | 34.2857 | 45.7143 | 40 | 34.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.1888 | 5.8817 | 1.2519 | 1.218 | 1.4811 | 1.0199 |
Largest Winning Trade | 727737 | 727737 | 54367 | 76995 | 76995 | 40027 |
Largest Losing Trade | -92462 | -35002 | -92462 | -61907 | -36565 | -61907 |
Avg Bars in Trades | 65 | 82 | 48 | 65 | 82 | 48 |
Avg Bars in Winners | 98 | 130 | 75 | 98 | 130 | 75 |
Avg Bars in Losers | 43 | 57 | 26 | 43 | 57 | 26 |
Bars Traded | 4583 | 2878 | 1705 | 4583 | 2878 | 1705 |
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 | -89842 | 304817 | -356787 | -681777 | -585232 | -580787 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4735, "evaluation_days": 2367.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560772800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760078426240, "expiration_time": 1766190960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 2.48364 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "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": [ [ 679254.1723075922, 663948.7007021151, 15305.4716054773, -77239.3093559097, -50790.6521446475, -26448.6572112622 ], [ 679.254172, 663.948701, 15.305472, -77.239309, -50.790652, -26.448657 ], [ 0.286908, 0.280443, 0.006465, -0.062499, -0.029946, -0.012974 ], [ 10, 10, 10, 10, 10, 10 ], [ -158156, -136498, -145990, -134981, -101366, -123093 ], [ 2.125835, 3.068713, 1.054201, 0.812013, 0.772728, 0.858863 ], [ 70, 35, 35, 70, 35, 35 ], [ 28, 12, 16, 28, 12, 16 ], [ 42, 23, 19, 42, 23, 19 ], [ 40, 34.285714, 45.714286, 40, 34.285714, 45.714286 ], [ 3.188753, 5.881699, 1.251863, 1.21802, 1.481062, 1.0199 ], [ 727737, 727737, 54367, 76995, 76995, 40027 ], [ -92462, -35002, -92462, -61907, -36565, -61907 ], [ 65, 82, 48, 65, 82, 48 ], [ 98, 130, 75, 98, 130, 75 ], [ 43, 57, 26, 43, 57, 26 ], [ 4583, 2878, 1705, 4583, 2878, 1705 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -89842, 304817, -356787, -681777, -585232, -580787 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4735, "evaluation_days": 2367.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560772800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760078426240, "expiration_time": 1766190960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 2.48364 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "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) |
---|