Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335193.0796 | 256205.5866 | 78987.493 | 418770.5855 | 677679.3203 | -258908.7349 |
Total P&L (%) | 335.1931 | 256.2056 | 78.9875 | 418.7706 | 677.6793 | -258.9087 |
Avg Daily Profit (%) | 0.3218 | 0.246 | 0.0758 | 0.1582 | 0.1971 | 0 |
Buy And Hold Return (%) | 62.0795 | 62.0795 | 62.0795 | 62.0795 | 62.0795 | 62.0795 |
Max Trade Drawdown | -73802 | -60112 | -73802 | -852460 | -344456 | -852460 |
Profit Factor | 1.6177 | 2.0751 | 1.2595 | 1.1795 | 1.8863 | 0.8349 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 62.5806 | 63.6364 | 61.5385 | 62.5806 | 63.6364 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.9673 | 1.1858 | 0.7872 | 0.7053 | 1.0779 | 0.5218 |
Largest Winning Trade | 40263 | 40263 | 29903 | 195789 | 195789 | 95117 |
Largest Losing Trade | -73802 | -29837 | -73802 | -852460 | -161944 | -852460 |
Avg Bars in Trades | 159 | 202 | 117 | 159 | 202 | 117 |
Avg Bars in Winners | 118 | 139 | 96 | 118 | 139 | 96 |
Avg Bars in Losers | 228 | 311 | 150 | 228 | 311 | 150 |
Bars Traded | 24730 | 15566 | 9164 | 24730 | 15566 | 9164 |
Profit Streak | 5.9866 | 0 | 10.9449 | 5.9866 | 0 | 10.9449 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396740 | -31173 | -206613 | -14470 | -29429 | -612820 |
{ "trading_pair": "ENS_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669474800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758944440837, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 161, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 335193.0796123896, 256205.5866227874, 78987.4929896025, 418770.5854666469, 677679.3203342686, -258908.734867622 ], [ 335.19308, 256.205587, 78.987493, 418.770585, 677.67932, -258.908735 ], [ 0.3218, 0.245968, 0.075831, 0.158176, 0.197113, 0 ], [ 62.079511, 62.079511, 62.079511, 62.079511, 62.079511, 62.079511 ], [ -73802, -60112, -73802, -852460, -344456, -852460 ], [ 1.617718, 2.075115, 1.259549, 1.179535, 1.886342, 0.834875 ], [ 155, 77, 78, 155, 77, 78 ], [ 97, 49, 48, 97, 49, 48 ], [ 58, 28, 30, 58, 28, 30 ], [ 62.580645, 63.636364, 61.538462, 62.580645, 63.636364, 61.538462 ], [ 0.967295, 1.18578, 0.787218, 0.705289, 1.07791, 0.521797 ], [ 40263, 40263, 29903, 195789, 195789, 95117 ], [ -73802, -29837, -73802, -852460, -161944, -852460 ], [ 159, 202, 117, 159, 202, 117 ], [ 118, 139, 96, 118, 139, 96 ], [ 228, 311, 150, 228, 311, 150 ], [ 24730, 15566, 9164, 24730, 15566, 9164 ], [ 5.986584, 0, 10.944917, 5.986584, 0, 10.944917 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 396740, -31173, -206613, -14470, -29429, -612820 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669474800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758944440837, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 161, "offset": 0, "scalar": 1 } } }
# | 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) |
---|