Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780273.9532 | 596122.0306 | 184151.9226 | 3017491.9906 | -904906.1953 | 3922398.1858 |
Total P&L (%) | 780.274 | 596.122 | 184.1519 | 3017.492 | -904.9062 | 3922.3982 |
Avg Daily Profit (%) | 0.3745 | 0.2861 | 0.0884 | 0.1652 | 0 | 0.1775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99135 | -54823 | -103970 | -3154955 | -2132671 | -1423517 |
Profit Factor | 2.0909 | 2.7575 | 1.4897 | 1.2997 | 0.8374 | 1.8711 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 43.7037 | 34.3284 | 52.9412 | 43.7037 | 34.3284 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.6934 | 5.2753 | 1.3241 | 1.6742 | 1.602 | 1.6632 |
Largest Winning Trade | 279374 | 279374 | 67496 | 1912056 | 1504675 | 1912056 |
Largest Losing Trade | -54452 | -24421 | -54452 | -978388 | -846802 | -978388 |
Avg Bars in Trades | 182 | 157 | 206 | 182 | 157 | 206 |
Avg Bars in Winners | 282 | 275 | 287 | 282 | 275 | 287 |
Avg Bars in Losers | 104 | 96 | 115 | 104 | 96 | 115 |
Bars Traded | 24633 | 10583 | 14050 | 24633 | 10583 | 14050 |
Profit Streak | 12.5826 | 0 | 24.0826 | 12.5826 | 0 | 24.0826 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433033 | -109016 | -181474 | 268465 | -701052 | -96372 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579716000000, "first_datapoint_time": 1580738400000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759787934014, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 3.74292 } } }
{ "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": [ [ 780273.953195537, 596122.030635216, 184151.9225603211, 3017491.990563146, -904906.1952695551, 3922398.1858327016 ], [ 780.273953, 596.122031, 184.151923, 3017.491991, -904.906195, 3922.398186 ], [ 0.374532, 0.286139, 0.088393, 0.165238, 0, 0.177492 ], [ 10, 10, 10, 10, 10, 10 ], [ -99135, -54823, -103970, -3154955, -2132671, -1423517 ], [ 2.090895, 2.757523, 1.489665, 1.299699, 0.837404, 1.871056 ], [ 135, 67, 68, 135, 67, 68 ], [ 59, 23, 36, 59, 23, 36 ], [ 76, 44, 32, 76, 44, 32 ], [ 43.703704, 34.328358, 52.941176, 43.703704, 34.328358, 52.941176 ], [ 2.693356, 5.275262, 1.324147, 1.674189, 1.601991, 1.663161 ], [ 279374, 279374, 67496, 1912056, 1504675, 1912056 ], [ -54452, -24421, -54452, -978388, -846802, -978388 ], [ 182, 157, 206, 182, 157, 206 ], [ 282, 275, 287, 282, 275, 287 ], [ 104, 96, 115, 104, 96, 115 ], [ 24633, 10583, 14050, 24633, 10583, 14050 ], [ 12.582569, 0, 24.08257, 12.58257, 0, 24.08257 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 433033, -109016, -181474, 268465, -701052, -96372 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579716000000, "first_datapoint_time": 1580738400000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759787934014, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 3.74292 } } }
# | 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) |
---|