Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617028.6896 | 508522.537 | 108506.1527 | 465558.5852 | -88406.2109 | 553964.7961 |
Total P&L (%) | 617.0287 | 508.5225 | 108.5062 | 465.5586 | -88.4062 | 553.9648 |
Avg Daily Profit (%) | 0.2962 | 0.2441 | 0.0521 | 0.0832 | -0.1034 | 0.0902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170098 | -90083 | -176139 | -953380 | -1006257 | -481671 |
Profit Factor | 1.6775 | 2.1206 | 1.2374 | 1.121 | 0.9608 | 1.3476 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 44.6927 | 41.573 | 47.7778 | 44.6927 | 41.573 | 47.7778 |
Ratio Avg Win / Avg Loss | 2.0759 | 2.9804 | 1.3525 | 1.3873 | 1.3503 | 1.4729 |
Largest Winning Trade | 321526 | 321526 | 58872 | 513728 | 513728 | 385837 |
Largest Losing Trade | -46897 | -30109 | -46897 | -261367 | -210518 | -261367 |
Avg Bars in Trades | 137 | 122 | 152 | 137 | 122 | 152 |
Avg Bars in Winners | 210 | 186 | 231 | 210 | 186 | 231 |
Avg Bars in Losers | 78 | 77 | 80 | 78 | 77 | 80 |
Bars Traded | 24642 | 10926 | 13716 | 24642 | 10926 | 13716 |
Profit Streak | 29.0403 | 42.7903 | 29.0403 | 29.0403 | 42.7903 | 29.0403 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429023 | 338619 | -124298 | -169386 | -582152 | -72414 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579874400000, "first_datapoint_time": 1580990400000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759942680315, "expiration_time": 1766419200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 126, "offset": 0, "std": 2.29643 } }, "second_band": { "type": "jma", "factors": { "length": 156, "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": [ [ 617028.6896309543, 508522.5369748025, 108506.152656152, 465558.5851616999, -88406.2109355878, 553964.7960972886 ], [ 617.02869, 508.522537, 108.506153, 465.558585, -88.406211, 553.964796 ], [ 0.296174, 0.244091, 0.052083, 0.083202, -0.103372, 0.090179 ], [ 10, 10, 10, 10, 10, 10 ], [ -170098, -90083, -176139, -953380, -1006257, -481671 ], [ 1.677474, 2.120648, 1.23743, 1.121028, 0.960757, 1.347552 ], [ 179, 89, 90, 179, 89, 90 ], [ 80, 37, 43, 80, 37, 43 ], [ 99, 52, 47, 99, 52, 47 ], [ 44.692737, 41.573034, 47.777778, 44.692737, 41.573034, 47.777778 ], [ 2.075874, 2.98037, 1.352539, 1.387272, 1.350253, 1.472906 ], [ 321526, 321526, 58872, 513728, 513728, 385837 ], [ -46897, -30109, -46897, -261367, -210518, -261367 ], [ 137, 122, 152, 137, 122, 152 ], [ 210, 186, 231, 210, 186, 231 ], [ 78, 77, 80, 78, 77, 80 ], [ 24642, 10926, 13716, 24642, 10926, 13716 ], [ 29.040281, 42.790281, 29.040281, 29.040281, 42.790281, 29.040281 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 429023, 338619, -124298, -169386, -582152, -72414 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579874400000, "first_datapoint_time": 1580990400000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759942680315, "expiration_time": 1766419200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 126, "offset": 0, "std": 2.29643 } }, "second_band": { "type": "jma", "factors": { "length": 156, "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) |
---|