Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242353.7267 | 203068.3754 | 39285.3514 | 176758.8908 | 580657.2493 | -403898.3585 |
Total P&L (%) | 242.3537 | 203.0684 | 39.2854 | 176.7589 | 580.6572 | -403.8984 |
Avg Daily Profit (%) | 0.1699 | 0.1424 | 0.0275 | 0.0714 | 0.1345 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131401 | -56706 | -93730 | -1273209 | -570228 | -789730 |
Profit Factor | 1.5976 | 1.8743 | 1.2267 | 1.0673 | 1.4362 | 0.688 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Losing Trades | 20 | 7 | 13 | 20 | 7 | 13 |
Profitability (%) | 86.014 | 90.1408 | 81.9444 | 86.014 | 90.1408 | 81.9444 |
Ratio Avg Win / Avg Loss | 0.2598 | 0.205 | 0.2703 | 0.1735 | 0.1571 | 0.1516 |
Largest Winning Trade | 33361 | 33361 | 20563 | 219370 | 219370 | 186822 |
Largest Losing Trade | -56706 | -56706 | -48618 | -436566 | -436566 | -418242 |
Avg Bars in Trades | 50 | 91 | 9 | 50 | 91 | 9 |
Avg Bars in Winners | 15 | 26 | 4 | 15 | 26 | 4 |
Avg Bars in Losers | 261 | 686 | 33 | 261 | 686 | 33 |
Bars Traded | 7199 | 6496 | 703 | 7199 | 6496 | 703 |
Profit Streak | 69.7457 | 87.5791 | 69.7457 | 69.7457 | 87.5791 | 69.7457 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509757 | -82533 | -234258 | -239211 | -94068 | -654634 |
{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8559, "evaluation_days": 1426.5, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1639454400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759758830086, "expiration_time": 1763449488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 205, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 242353.7267303332, 203068.3753549097, 39285.3513754232, 176758.89075968, 580657.2493078231, -403898.3585481435 ], [ 242.353727, 203.068375, 39.285351, 176.758891, 580.657249, -403.898359 ], [ 0.169894, 0.142354, 0.02754, 0.071387, 0.134538, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -131401, -56706, -93730, -1273209, -570228, -789730 ], [ 1.597616, 1.874322, 1.226722, 1.067314, 1.43619, 0.688036 ], [ 143, 71, 72, 143, 71, 72 ], [ 123, 64, 59, 123, 64, 59 ], [ 20, 7, 13, 20, 7, 13 ], [ 86.013986, 90.140845, 81.944444, 86.013986, 90.140845, 81.944444 ], [ 0.259775, 0.205004, 0.270295, 0.173547, 0.157083, 0.151601 ], [ 33361, 33361, 20563, 219370, 219370, 186822 ], [ -56706, -56706, -48618, -436566, -436566, -418242 ], [ 50, 91, 9, 50, 91, 9 ], [ 15, 26, 4, 15, 26, 4 ], [ 261, 686, 33, 261, 686, 33 ], [ 7199, 6496, 703, 7199, 6496, 703 ], [ 69.745718, 87.579052, 69.745718, 69.745719, 87.579052, 69.745719 ], [ 4, 6, 2, 4, 6, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 509757, -82533, -234258, -239211, -94068, -654634 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8559, "evaluation_days": 1426.5, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1639454400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759758830086, "expiration_time": 1763449488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 205, "offset": 0, "scalar": 5 } } }
# | 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) |
---|