Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242082.7923 | 178494.5926 | 63588.1997 | -38922.5087 | 97526.3585 | -136448.8672 |
Total P&L (%) | 242.0828 | 178.4946 | 63.5882 | -38.9225 | 97.5264 | -136.4489 |
Avg Daily Profit (%) | 0.17 | 0.1253 | 0.0447 | -0.0346 | 0.0478 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -281039 | -88939 | -201245 | -830315 | -361315 | -531105 |
Profit Factor | 1.2208 | 1.3065 | 1.1237 | 0.9802 | 1.0922 | 0.8502 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Losing Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Profitability (%) | 47.6923 | 47.6923 | 47.6923 | 47.6923 | 47.6923 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.3389 | 1.4329 | 1.2325 | 1.0751 | 1.1979 | 0.9325 |
Largest Winning Trade | 52420 | 52420 | 48305 | 236263 | 236263 | 93076 |
Largest Losing Trade | -81382 | -26149 | -81382 | -127537 | -119300 | -127537 |
Avg Bars in Trades | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 2834 | 1453 | 1381 | 2834 | 1453 | 1381 |
Profit Streak | 14.4027 | 14.4027 | 14.9027 | 14.4027 | 14.4027 | 14.9027 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331135 | -25790 | -217876 | -576877 | -248381 | -580534 |
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2848, "evaluation_days": 1424, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1636502400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759527593888, "expiration_time": 1763183808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.93203, "nb": 0.00065, "nc": 0.1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.74789, "nb": 0.1, "nc": 0.6517 } } }
{ "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": [ [ 242082.7923182336, 178494.5926316641, 63588.1996865698, -38922.5087056309, 97526.3584977492, -136448.8672033802 ], [ 242.082792, 178.494593, 63.5882, -38.922509, 97.526358, -136.448867 ], [ 0.170002, 0.125347, 0.044655, -0.034617, 0.047814, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -281039, -88939, -201245, -830315, -361315, -531105 ], [ 1.220805, 1.306464, 1.123728, 0.980229, 1.092215, 0.850234 ], [ 260, 130, 130, 260, 130, 130 ], [ 124, 62, 62, 124, 62, 62 ], [ 136, 68, 68, 136, 68, 68 ], [ 47.692308, 47.692308, 47.692308, 47.692308, 47.692308, 47.692308 ], [ 1.338947, 1.432896, 1.232476, 1.07509, 1.197913, 0.932515 ], [ 52420, 52420, 48305, 236263, 236263, 93076 ], [ -81382, -26149, -81382, -127537, -119300, -127537 ], [ 10, 11, 10, 10, 11, 10 ], [ 12, 12, 12, 12, 12, 12 ], [ 9, 10, 9, 9, 10, 9 ], [ 2834, 1453, 1381, 2834, 1453, 1381 ], [ 14.402707, 14.402707, 14.902707, 14.402707, 14.402707, 14.902707 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331135, -25790, -217876, -576877, -248381, -580534 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2848, "evaluation_days": 1424, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1636502400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759527593888, "expiration_time": 1763183808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.93203, "nb": 0.00065, "nc": 0.1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.74789, "nb": 0.1, "nc": 0.6517 } } }
# | 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) |
---|