Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245956.8995 | 142461.5461 | 103495.3534 | 491866.4643 | 332993.6488 | 158872.8155 |
Total P&L (%) | 245.9569 | 142.4615 | 103.4954 | 491.8665 | 332.9936 | 158.8728 |
Avg Daily Profit (%) | 0.1733 | 0.1004 | 0.0729 | 0.1253 | 0.1033 | 0.067 |
Buy And Hold Return (%) | 43.3216 | 43.3216 | 43.3216 | 43.3216 | 43.3216 | 43.3216 |
Max Trade Drawdown | -68084 | -30919 | -68985 | -281771 | -130287 | -282448 |
Profit Factor | 2.3589 | 3.2758 | 1.8741 | 1.8085 | 2.6398 | 1.392 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 9 | 5 | 4 | 9 | 5 | 4 |
Profitability (%) | 90.7216 | 89.5833 | 91.8367 | 90.7216 | 89.5833 | 91.8367 |
Ratio Avg Win / Avg Loss | 0.2412 | 0.3809 | 0.1666 | 0.185 | 0.307 | 0.1237 |
Largest Winning Trade | 19651 | 19651 | 17318 | 43333 | 43333 | 41869 |
Largest Losing Trade | -62655 | -30919 | -62655 | -234237 | -130287 | -234237 |
Avg Bars in Trades | 25 | 32 | 19 | 25 | 32 | 19 |
Avg Bars in Winners | 10 | 13 | 7 | 10 | 13 | 7 |
Avg Bars in Losers | 174 | 191 | 154 | 174 | 191 | 154 |
Bars Traded | 2477 | 1541 | 936 | 2477 | 1541 | 936 |
Profit Streak | 30.6089 | 143.1089 | 30.6089 | 30.6089 | 143.1089 | 30.6089 |
Trades During Streak | 10 | 12 | 5 | 10 | 12 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 564074 | -51831 | -92159 | -17587 | -46286 | -100022 |
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2839, "evaluation_days": 1419.5, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1645920000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759113411039, "expiration_time": 1762783344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 219, "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": [ [ 245956.8994902375, 142461.5460567505, 103495.3534334869, 491866.4642532243, 332993.6487862621, 158872.8154669619 ], [ 245.956899, 142.461546, 103.495353, 491.866464, 332.993649, 158.872815 ], [ 0.17327, 0.10036, 0.07291, 0.125342, 0.103298, 0.06703 ], [ 43.321555, 43.321555, 43.321555, 43.321555, 43.321555, 43.321555 ], [ -68084, -30919, -68985, -281771, -130287, -282448 ], [ 2.358857, 3.275816, 1.874081, 1.808475, 2.63982, 1.391968 ], [ 97, 48, 49, 97, 48, 49 ], [ 88, 43, 45, 88, 43, 45 ], [ 9, 5, 4, 9, 5, 4 ], [ 90.721649, 89.583333, 91.836735, 90.721649, 89.583333, 91.836735 ], [ 0.241247, 0.380909, 0.166585, 0.184958, 0.306956, 0.12373 ], [ 19651, 19651, 17318, 43333, 43333, 41869 ], [ -62655, -30919, -62655, -234237, -130287, -234237 ], [ 25, 32, 19, 25, 32, 19 ], [ 10, 13, 7, 10, 13, 7 ], [ 174, 191, 154, 174, 191, 154 ], [ 2477, 1541, 936, 2477, 1541, 936 ], [ 30.608924, 143.108924, 30.608924, 30.608924, 143.108924, 30.608924 ], [ 10, 12, 5, 10, 12, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 564074, -51831, -92159, -17587, -46286, -100022 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2839, "evaluation_days": 1419.5, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1645920000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759113411039, "expiration_time": 1762783344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 219, "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) |
---|