Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813815.2159 | 650904.896 | 162910.3199 | 3223976.2106 | -2942449.2444 | 6166425.455 |
Total P&L (%) | 813.8152 | 650.9049 | 162.9103 | 3223.9762 | -2942.4492 | 6166.4255 |
Avg Daily Profit (%) | 0.3908 | 0.3126 | 0.0782 | 0.1684 | 0 | 0.1989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135225 | -99140 | -89479 | -12715807 | -9863086 | -5096350 |
Profit Factor | 2.1863 | 2.8795 | 1.4796 | 1.0825 | 0.8628 | 1.3502 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 35.7724 | 30.6452 | 40.9836 | 35.7724 | 30.6452 | 40.9836 |
Ratio Avg Win / Avg Loss | 3.9254 | 6.5168 | 2.1306 | 1.9436 | 1.9527 | 1.9443 |
Largest Winning Trade | 249000 | 249000 | 66424 | 6119625 | 6119625 | 5637622 |
Largest Losing Trade | -32752 | -19602 | -32752 | -2173808 | -2173808 | -1576661 |
Avg Bars in Trades | 200 | 176 | 225 | 200 | 176 | 225 |
Avg Bars in Winners | 426 | 390 | 453 | 426 | 390 | 453 |
Avg Bars in Losers | 75 | 81 | 67 | 75 | 81 | 67 |
Bars Traded | 24690 | 10915 | 13775 | 24690 | 10915 | 13775 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310374 | -147487 | -251674 | -126062 | -739985 | -155934 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580479200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758905676237, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 244, "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": [ [ 813815.2159032522, 650904.8959649432, 162910.3199383093, 3223976.2106418815, -2942449.244403372, 6166425.455045257 ], [ 813.815216, 650.904896, 162.91032, 3223.976211, -2942.449244, 6166.425455 ], [ 0.390788, 0.312559, 0.078228, 0.168389, 0, 0.198891 ], [ 10, 10, 10, 10, 10, 10 ], [ -135225, -99140, -89479, -12715807, -9863086, -5096350 ], [ 2.186303, 2.879531, 1.479575, 1.082539, 0.862831, 1.350189 ], [ 123, 62, 61, 123, 62, 61 ], [ 44, 19, 25, 44, 19, 25 ], [ 79, 43, 36, 79, 43, 36 ], [ 35.772358, 30.645161, 40.983607, 35.772358, 30.645161, 40.983607 ], [ 3.925408, 6.516834, 2.130589, 1.943649, 1.952722, 1.944272 ], [ 249000, 249000, 66424, 6119625, 6119625, 5637622 ], [ -32752, -19602, -32752, -2173808, -2173808, -1576661 ], [ 200, 176, 225, 200, 176, 225 ], [ 426, 390, 453, 426, 390, 453 ], [ 75, 81, 67, 75, 81, 67 ], [ 24690, 10915, 13775, 24690, 10915, 13775 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310374, -147487, -251674, -126062, -739985, -155934 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580479200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758905676237, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 244, "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) |
---|