Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354037.4554 | 305697.7515 | 48339.7039 | 211314.9783 | 489421.717 | -278106.7386 |
Total P&L (%) | 354.0375 | 305.6978 | 48.3397 | 211.315 | 489.4217 | -278.1067 |
Avg Daily Profit (%) | 0.2491 | 0.2151 | 0.034 | 0.08 | 0.1249 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95507 | -56717 | -69232 | -715317 | -358388 | -525629 |
Profit Factor | 1.5513 | 1.8551 | 1.1698 | 1.0716 | 1.302 | 0.791 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 49.5868 | 43.3333 | 55.7377 | 49.5868 | 43.3333 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.5772 | 2.4259 | 0.929 | 1.0895 | 1.7026 | 0.6282 |
Largest Winning Trade | 173517 | 173517 | 32509 | 480378 | 480378 | 111881 |
Largest Losing Trade | -32519 | -32519 | -25817 | -234893 | -179945 | -234893 |
Avg Bars in Trades | 21 | 28 | 14 | 21 | 28 | 14 |
Avg Bars in Winners | 23 | 33 | 14 | 23 | 33 | 14 |
Avg Bars in Losers | 19 | 23 | 13 | 19 | 23 | 13 |
Bars Traded | 2553 | 1694 | 859 | 2553 | 1694 | 859 |
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 | 403566 | -160224 | -344976 | -227540 | -196537 | -741436 |
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2842, "evaluation_days": 1421, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1639051200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759241683385, "expiration_time": 1762916832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "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": [ [ 354037.4553877554, 305697.7514972803, 48339.7038904749, 211314.9783403741, 489421.7169742178, -278106.738633843 ], [ 354.037455, 305.697751, 48.339704, 211.314978, 489.421717, -278.106739 ], [ 0.249147, 0.215129, 0.034018, 0.07995, 0.124918, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -95507, -56717, -69232, -715317, -358388, -525629 ], [ 1.551331, 1.855089, 1.169824, 1.071595, 1.301971, 0.791019 ], [ 121, 60, 61, 121, 60, 61 ], [ 60, 26, 34, 60, 26, 34 ], [ 61, 34, 27, 61, 34, 27 ], [ 49.586777, 43.333333, 55.737705, 49.586777, 43.333333, 55.737705 ], [ 1.577187, 2.425885, 0.928978, 1.089455, 1.702577, 0.628162 ], [ 173517, 173517, 32509, 480378, 480378, 111881 ], [ -32519, -32519, -25817, -234893, -179945, -234893 ], [ 21, 28, 14, 21, 28, 14 ], [ 23, 33, 14, 23, 33, 14 ], [ 19, 23, 13, 19, 23, 13 ], [ 2553, 1694, 859, 2553, 1694, 859 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 403566, -160224, -344976, -227540, -196537, -741436 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2842, "evaluation_days": 1421, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1639051200000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759241683385, "expiration_time": 1762916832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "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) |
---|