Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403821.5599 | 393887.69 | 9933.8699 | -47732.5865 | 75124.3351 | -122856.9216 |
Total P&L (%) | 403.8216 | 393.8877 | 9.9339 | -47.7326 | 75.1243 | -122.8569 |
Avg Daily Profit (%) | 0.1939 | 0.1891 | 0.0048 | -0.0312 | 0.0269 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220224 | -97317 | -289564 | -229599 | -67704 | -226833 |
Profit Factor | 1.3057 | 1.6254 | 1.0144 | 0.9356 | 1.2491 | 0.7207 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 126 | 58 | 68 | 126 | 58 | 68 |
Losing Trades | 134 | 72 | 62 | 134 | 72 | 62 |
Profitability (%) | 48.4615 | 44.6154 | 52.3077 | 48.4615 | 44.6154 | 52.3077 |
Ratio Avg Win / Avg Loss | 1.3887 | 2.0177 | 0.9249 | 0.995 | 1.5506 | 0.6571 |
Largest Winning Trade | 261135 | 261135 | 59206 | 48978 | 48978 | 40864 |
Largest Losing Trade | -59957 | -32153 | -59957 | -57992 | -33885 | -57992 |
Avg Bars in Trades | 94 | 80 | 107 | 94 | 80 | 107 |
Avg Bars in Winners | 124 | 110 | 136 | 124 | 110 | 136 |
Avg Bars in Losers | 65 | 56 | 76 | 65 | 56 | 76 |
Bars Traded | 24509 | 10496 | 14013 | 24509 | 10496 | 14013 |
Profit Streak | 0 | 0 | 12.2936 | 0 | 0 | 12.2936 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304197 | 298882 | -557428 | -580016 | -158345 | -579603 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580421600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758819770734, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 4.37735 } } }
{ "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": [ [ 403821.559864761, 393887.6899899465, 9933.8698748145, -47732.5864945614, 75124.3351234038, -122856.9216179652 ], [ 403.82156, 393.88769, 9.93387, -47.732586, 75.124335, -122.856922 ], [ 0.193912, 0.189142, 0.00477, -0.03115, 0.02691, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -220224, -97317, -289564, -229599, -67704, -226833 ], [ 1.305747, 1.6254, 1.014377, 0.935628, 1.249067, 0.720709 ], [ 260, 130, 130, 260, 130, 130 ], [ 126, 58, 68, 126, 58, 68 ], [ 134, 72, 62, 134, 72, 62 ], [ 48.461538, 44.615385, 52.307692, 48.461538, 44.615385, 52.307692 ], [ 1.388651, 2.017738, 0.924873, 0.995033, 1.550566, 0.657117 ], [ 261135, 261135, 59206, 48978, 48978, 40864 ], [ -59957, -32153, -59957, -57992, -33885, -57992 ], [ 94, 80, 107, 94, 80, 107 ], [ 124, 110, 136, 124, 110, 136 ], [ 65, 56, 76, 65, 56, 76 ], [ 24509, 10496, 14013, 24509, 10496, 14013 ], [ 0, 0, 12.293643, 0, 0, 12.293643 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304197, 298882, -557428, -580016, -158345, -579603 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580421600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758819770734, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 4.37735 } } }
# | 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) |
---|