Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548319.3144 | 433811.9823 | 114507.332 | -625243.6045 | 231066.2956 | -856309.9001 |
Total P&L (%) | 548.3193 | 433.812 | 114.5073 | -625.2436 | 231.0663 | -856.3099 |
Avg Daily Profit (%) | 0.2633 | 0.2083 | 0.055 | 0 | 0.0575 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200288 | -105966 | -288836 | -1152586 | -336933 | -982825 |
Profit Factor | 1.4238 | 1.7786 | 1.1555 | 0.8204 | 1.1723 | 0.6 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 155 | 77 | 78 | 148 | 75 | 73 |
Losing Trades | 149 | 75 | 74 | 156 | 77 | 79 |
Profitability (%) | 50.9868 | 50.6579 | 51.3158 | 48.6842 | 49.3421 | 48.0263 |
Ratio Avg Win / Avg Loss | 1.3687 | 1.7324 | 1.0962 | 0.8648 | 1.2036 | 0.6493 |
Largest Winning Trade | 102673 | 102673 | 56195 | 148113 | 113229 | 148113 |
Largest Losing Trade | -117654 | -20869 | -117654 | -241216 | -128767 | -241216 |
Avg Bars in Trades | 81 | 66 | 95 | 81 | 66 | 95 |
Avg Bars in Winners | 88 | 70 | 105 | 79 | 71 | 87 |
Avg Bars in Losers | 74 | 62 | 85 | 82 | 61 | 103 |
Bars Traded | 24693 | 10146 | 14547 | 24693 | 10146 | 14547 |
Profit Streak | 0 | 0 | 14.8214 | 5.738 | 60.988 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400934 | 410089 | -168020 | -578997 | -145683 | -581304 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580119200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758800566319, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 55, "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": [ [ 548319.3143623159, 433811.982327663, 114507.3320346532, -625243.6044873404, 231066.2955697439, -856309.9000570846 ], [ 548.319314, 433.811982, 114.507332, -625.243604, 231.066296, -856.3099 ], [ 0.263299, 0.208313, 0.054986, 0, 0.057503, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -200288, -105966, -288836, -1152586, -336933, -982825 ], [ 1.423819, 1.778621, 1.155453, 0.820428, 1.172314, 0.600021 ], [ 304, 152, 152, 304, 152, 152 ], [ 155, 77, 78, 148, 75, 73 ], [ 149, 75, 74, 156, 77, 79 ], [ 50.986842, 50.657895, 51.315789, 48.684211, 49.342105, 48.026316 ], [ 1.368704, 1.732423, 1.096199, 0.864775, 1.203576, 0.649337 ], [ 102673, 102673, 56195, 148113, 113229, 148113 ], [ -117654, -20869, -117654, -241216, -128767, -241216 ], [ 81, 66, 95, 81, 66, 95 ], [ 88, 70, 105, 79, 71, 87 ], [ 74, 62, 85, 82, 61, 103 ], [ 24693, 10146, 14547, 24693, 10146, 14547 ], [ 0, 0, 14.821369, 5.738036, 60.988036, 0 ], [ 0, 0, 1, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400934, 410089, -168020, -578997, -145683, -581304 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580119200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758800566319, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 55, "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) |
---|