Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262727.9878 | 213428.5922 | 49299.3956 | 27186.742 | 51610.4199 | -24423.6779 |
Total P&L (%) | 262.728 | 213.4286 | 49.2994 | 27.1867 | 51.6104 | -24.4237 |
Avg Daily Profit (%) | 0.1857 | 0.1509 | 0.0349 | 0.017 | 0.0294 | -0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72196 | -65839 | -72521 | -133092 | -130021 | -117036 |
Profit Factor | 1.3621 | 1.4974 | 1.1663 | 1.0291 | 1.0943 | 0.937 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 51.6949 | 50.8475 | 52.5424 | 51.6949 | 50.8475 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.2728 | 1.4475 | 1.0534 | 0.9616 | 1.0578 | 0.8463 |
Largest Winning Trade | 139895 | 139895 | 26597 | 121825 | 121825 | 40578 |
Largest Losing Trade | -35012 | -31797 | -35012 | -68084 | -52873 | -68084 |
Avg Bars in Trades | 46 | 60 | 33 | 46 | 60 | 33 |
Avg Bars in Winners | 52 | 61 | 43 | 52 | 61 | 43 |
Avg Bars in Losers | 41 | 58 | 22 | 41 | 58 | 22 |
Bars Traded | 5533 | 3564 | 1968 | 5533 | 3564 | 1968 |
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 | 305838 | -168079 | -361688 | -363171 | -448158 | -757128 |
{ "trading_pair": "ENS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1414.5, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1638640800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758928491029, "expiration_time": 1762381584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 99, "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": [ [ 262727.9878225693, 213428.59223142, 49299.3955911494, 27186.741960737, 51610.4198829545, -24423.6779222175 ], [ 262.727988, 213.428592, 49.299396, 27.186742, 51.61042, -24.423678 ], [ 0.185739, 0.150886, 0.034853, 0.017003, 0.029424, -0.019795 ], [ 10, 10, 10, 10, 10, 10 ], [ -72196, -65839, -72521, -133092, -130021, -117036 ], [ 1.362101, 1.497385, 1.166292, 1.029078, 1.094309, 0.937004 ], [ 118, 59, 59, 118, 59, 59 ], [ 61, 30, 31, 61, 30, 31 ], [ 57, 29, 28, 57, 29, 28 ], [ 51.694915, 50.847458, 52.542373, 51.694915, 50.847458, 52.542373 ], [ 1.272783, 1.447472, 1.053425, 0.961598, 1.057832, 0.846327 ], [ 139895, 139895, 26597, 121825, 121825, 40578 ], [ -35012, -31797, -35012, -68084, -52873, -68084 ], [ 46, 60, 33, 46, 60, 33 ], [ 52, 61, 43, 52, 61, 43 ], [ 41, 58, 22, 41, 58, 22 ], [ 5533, 3564, 1968, 5533, 3564, 1968 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305838, -168079, -361688, -363171, -448158, -757128 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1414.5, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1638640800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758928491029, "expiration_time": 1762381584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 99, "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) |
---|