Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252860.4581 | 173435.775 | 79424.6831 | 450318.2025 | 495036.3427 | -44718.1402 |
Total P&L (%) | 252.8605 | 173.4358 | 79.4247 | 450.3182 | 495.0363 | -44.7181 |
Avg Daily Profit (%) | 0.178 | 0.1221 | 0.0559 | 0.1201 | 0.1256 | -0.0417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78162 | -46769 | -43761 | -600967 | -184231 | -424100 |
Profit Factor | 1.9268 | 2.1036 | 1.6865 | 1.367 | 1.9844 | 0.9382 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 81.8182 | 81.6327 | 82 | 81.8182 | 81.6327 | 82 |
Ratio Avg Win / Avg Loss | 0.4282 | 0.4733 | 0.3702 | 0.3038 | 0.4465 | 0.206 |
Largest Winning Trade | 33492 | 33492 | 13058 | 113097 | 113097 | 91259 |
Largest Losing Trade | -46769 | -46769 | -43761 | -416736 | -184231 | -416736 |
Avg Bars in Trades | 36 | 64 | 8 | 36 | 64 | 8 |
Avg Bars in Winners | 12 | 19 | 4 | 12 | 19 | 4 |
Avg Bars in Losers | 145 | 262 | 28 | 145 | 262 | 28 |
Bars Traded | 3600 | 3163 | 437 | 3600 | 3163 | 437 |
Profit Streak | 61.6462 | 144.3129 | 61.6462 | 61.6462 | 144.3129 | 61.6462 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521386 | -23120 | -292132 | -27627 | -18636 | -755081 |
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4261, "evaluation_days": 1420.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1641772800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759217433492, "expiration_time": 1762871904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 184, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 252860.458054521, 173435.7749716868, 79424.6830828344, 450318.2025006522, 495036.3426585352, -44718.1401578826 ], [ 252.860458, 173.435775, 79.424683, 450.318203, 495.036343, -44.71814 ], [ 0.178029, 0.122109, 0.05592, 0.120138, 0.125645, -0.041723 ], [ 10, 10, 10, 10, 10, 10 ], [ -78162, -46769, -43761, -600967, -184231, -424100 ], [ 1.926752, 2.103584, 1.686536, 1.367004, 1.98441, 0.938246 ], [ 99, 49, 50, 99, 49, 50 ], [ 81, 40, 41, 81, 40, 41 ], [ 18, 9, 9, 18, 9, 9 ], [ 81.818182, 81.632653, 82, 81.818182, 81.632653, 82 ], [ 0.428167, 0.473306, 0.370215, 0.303779, 0.446492, 0.205956 ], [ 33492, 33492, 13058, 113097, 113097, 91259 ], [ -46769, -46769, -43761, -416736, -184231, -416736 ], [ 36, 64, 8, 36, 64, 8 ], [ 12, 19, 4, 12, 19, 4 ], [ 145, 262, 28, 145, 262, 28 ], [ 3600, 3163, 437, 3600, 3163, 437 ], [ 61.646221, 144.312888, 61.646221, 61.646221, 144.312888, 61.646221 ], [ 6, 8, 3, 6, 8, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 521386, -23120, -292132, -27627, -18636, -755081 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4261, "evaluation_days": 1420.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1641772800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759217433492, "expiration_time": 1762871904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 184, "offset": 0, "scalar": 4 } } }
# | 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) |
---|