Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268317.0099 | 205994.2178 | 62322.7921 | 892.5673 | 569998.0494 | -569105.4821 |
Total P&L (%) | 268.317 | 205.9942 | 62.3228 | 0.8926 | 569.998 | -569.1055 |
Avg Daily Profit (%) | 0.1888 | 0.145 | 0.0439 | 0.0006 | 0.1339 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149743 | -47474 | -153092 | -1021062 | -284504 | -1107162 |
Profit Factor | 1.2754 | 1.4236 | 1.1277 | 1.0002 | 1.3852 | 0.7408 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 229 | 119 | 110 | 229 | 119 | 110 |
Losing Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Profitability (%) | 71.118 | 73.913 | 68.323 | 71.118 | 73.913 | 68.323 |
Ratio Avg Win / Avg Loss | 0.518 | 0.5025 | 0.5229 | 0.4062 | 0.4889 | 0.3435 |
Largest Winning Trade | 33965 | 33965 | 20912 | 212453 | 212453 | 83112 |
Largest Losing Trade | -76243 | -46738 | -76243 | -845140 | -176121 | -845140 |
Avg Bars in Trades | 8 | 9 | 7 | 8 | 9 | 7 |
Avg Bars in Winners | 4 | 4 | 5 | 4 | 4 | 5 |
Avg Bars in Losers | 17 | 22 | 12 | 17 | 22 | 12 |
Bars Traded | 2718 | 1483 | 1236 | 2718 | 1483 | 1236 |
Profit Streak | 19.5935 | 19.5935 | 48.0935 | 19.5935 | 19.5935 | 48.0935 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430649 | 139482 | -212181 | -573507 | -10634 | -576419 |
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2842, "evaluation_days": 1421, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1640001600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759241679926, "expiration_time": 1762916832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 1.48458 } } }
{ "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": [ [ 268317.0099414791, 205994.217794946, 62322.7921465331, 892.567284761, 569998.049387444, -569105.4821026842 ], [ 268.31701, 205.994218, 62.322792, 0.892567, 569.998049, -569.105482 ], [ 0.188823, 0.144964, 0.043858, 0.000625, 0.133946, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -149743, -47474, -153092, -1021062, -284504, -1107162 ], [ 1.275418, 1.423625, 1.127723, 1.000243, 1.385213, 0.740811 ], [ 322, 161, 161, 322, 161, 161 ], [ 229, 119, 110, 229, 119, 110 ], [ 93, 42, 51, 93, 42, 51 ], [ 71.118012, 73.913043, 68.322981, 71.118012, 73.913043, 68.322981 ], [ 0.517964, 0.502456, 0.522853, 0.406212, 0.488899, 0.343467 ], [ 33965, 33965, 20912, 212453, 212453, 83112 ], [ -76243, -46738, -76243, -845140, -176121, -845140 ], [ 8, 9, 7, 8, 9, 7 ], [ 4, 4, 5, 4, 4, 5 ], [ 17, 22, 12, 17, 22, 12 ], [ 2718, 1483, 1236, 2718, 1483, 1236 ], [ 19.593518, 19.593518, 48.093518, 19.593518, 19.593518, 48.093518 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 430649, 139482, -212181, -573507, -10634, -576419 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2842, "evaluation_days": 1421, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1640001600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759241679926, "expiration_time": 1762916832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 1.48458 } } }
# | 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) |
---|