Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293715.3128 | 247289.4832 | 46425.8296 | 241956.1003 | 671475.2024 | -429519.1021 |
Total P&L (%) | 293.7153 | 247.2895 | 46.4258 | 241.9561 | 671.4752 | -429.5191 |
Avg Daily Profit (%) | 0.206 | 0.1735 | 0.0326 | 0.0863 | 0.1434 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125972 | -56202 | -83989 | -1263995 | -335730 | -1080761 |
Profit Factor | 1.6392 | 2.2853 | 1.1738 | 1.0905 | 1.7306 | 0.7551 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 56.1798 | 56.8182 | 55.5556 | 56.1798 | 56.8182 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.2786 | 1.7368 | 0.939 | 0.8506 | 1.3153 | 0.6041 |
Largest Winning Trade | 103517 | 103517 | 62592 | 389158 | 389158 | 321808 |
Largest Losing Trade | -58337 | -38969 | -58337 | -903319 | -219945 | -903319 |
Avg Bars in Trades | 28 | 32 | 23 | 28 | 32 | 23 |
Avg Bars in Winners | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Losers | 29 | 40 | 19 | 29 | 40 | 19 |
Bars Traded | 2499 | 1428 | 1071 | 2499 | 1428 | 1071 |
Profit Streak | 40.5663 | 0 | 43.5663 | 40.5663 | 0 | 43.5663 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415101 | 456748 | -180419 | -198499 | 70630 | -579160 |
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2851, "evaluation_days": 1425.5, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1644235200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759628129862, "expiration_time": 1763317296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 180, "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": [ [ 293715.3128056774, 247289.4831765515, 46425.8296291261, 241956.1002989391, 671475.2024244418, -429519.1021255029 ], [ 293.715313, 247.289483, 46.42583, 241.9561, 671.475202, -429.519102 ], [ 0.206044, 0.173476, 0.032568, 0.086289, 0.14343, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -125972, -56202, -83989, -1263995, -335730, -1080761 ], [ 1.639201, 2.285305, 1.17381, 1.090531, 1.730635, 0.755064 ], [ 89, 44, 45, 89, 44, 45 ], [ 50, 25, 25, 50, 25, 25 ], [ 39, 19, 20, 39, 19, 20 ], [ 56.179775, 56.818182, 55.555556, 56.179775, 56.818182, 55.555556 ], [ 1.278577, 1.736832, 0.939048, 0.850614, 1.315283, 0.604052 ], [ 103517, 103517, 62592, 389158, 389158, 321808 ], [ -58337, -38969, -58337, -903319, -219945, -903319 ], [ 28, 32, 23, 28, 32, 23 ], [ 27, 26, 27, 27, 26, 27 ], [ 29, 40, 19, 29, 40, 19 ], [ 2499, 1428, 1071, 2499, 1428, 1071 ], [ 40.566318, 0, 43.566318, 40.566318, 0, 43.566318 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415101, 456748, -180419, -198499, 70630, -579160 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2851, "evaluation_days": 1425.5, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1644235200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759628129862, "expiration_time": 1763317296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 180, "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) |
---|