Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364961.0086 | 234608.5176 | 130352.4909 | 285412.9426 | 155461.0094 | 129951.9332 |
Total P&L (%) | 364.961 | 234.6085 | 130.3525 | 285.4129 | 155.461 | 129.9519 |
Avg Daily Profit (%) | 0.2573 | 0.1654 | 0.0919 | 0.0952 | 0.0661 | 0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90429 | -74997 | -70064 | -348204 | -205865 | -219885 |
Profit Factor | 1.2824 | 1.3061 | 1.2479 | 1.1162 | 1.1068 | 1.1299 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 229 | 111 | 118 | 229 | 111 | 118 |
Losing Trades | 166 | 86 | 80 | 166 | 86 | 80 |
Profitability (%) | 57.9747 | 56.3452 | 59.596 | 57.9747 | 56.3452 | 59.596 |
Ratio Avg Win / Avg Loss | 0.9296 | 1.0119 | 0.846 | 0.8091 | 0.8575 | 0.766 |
Largest Winning Trade | 65295 | 65295 | 21600 | 115755 | 115755 | 62510 |
Largest Losing Trade | -53321 | -53321 | -24664 | -144753 | -144753 | -95152 |
Avg Bars in Trades | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Winners | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Losers | 11 | 13 | 7 | 11 | 13 | 7 |
Bars Traded | 4187 | 2308 | 1879 | 4187 | 2308 | 1879 |
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 | 352689 | 324811 | -70163 | -156950 | -207800 | -191832 |
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4255, "evaluation_days": 1418.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1638000000000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759027678613, "expiration_time": 1762693920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 52, "offset": 0, "multiplier": 1.47375 } } }
{ "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": [ [ 364961.0085728373, 234608.5176294867, 130352.4909433508, 285412.9426146626, 155461.0094274313, 129951.9331872312 ], [ 364.961009, 234.608518, 130.352491, 285.412943, 155.461009, 129.951933 ], [ 0.257317, 0.165412, 0.091906, 0.095167, 0.066149, 0.058727 ], [ 10, 10, 10, 10, 10, 10 ], [ -90429, -74997, -70064, -348204, -205865, -219885 ], [ 1.282396, 1.306067, 1.247892, 1.116167, 1.10675, 1.129875 ], [ 395, 197, 198, 395, 197, 198 ], [ 229, 111, 118, 229, 111, 118 ], [ 166, 86, 80, 166, 86, 80 ], [ 57.974684, 56.345178, 59.59596, 57.974684, 56.345178, 59.59596 ], [ 0.929597, 1.011907, 0.846029, 0.8091, 0.857482, 0.766017 ], [ 65295, 65295, 21600, 115755, 115755, 62510 ], [ -53321, -53321, -24664, -144753, -144753, -95152 ], [ 10, 11, 9, 10, 11, 9 ], [ 10, 9, 10, 10, 9, 10 ], [ 11, 13, 7, 11, 13, 7 ], [ 4187, 2308, 1879, 4187, 2308, 1879 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 352689, 324811, -70163, -156950, -207800, -191832 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4255, "evaluation_days": 1418.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1638000000000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759027678613, "expiration_time": 1762693920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 52, "offset": 0, "multiplier": 1.47375 } } }
# | 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) |
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