Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436303.8385 | 403881.9575 | 32421.881 | 23756.0678 | 229187.1187 | -205431.0509 |
Total P&L (%) | 436.3038 | 403.882 | 32.4219 | 23.7561 | 229.1871 | -205.4311 |
Avg Daily Profit (%) | 0.2095 | 0.1939 | 0.0156 | 0.0102 | 0.0572 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141206 | -86023 | -193406 | -361987 | -313748 | -468609 |
Profit Factor | 1.245 | 1.4571 | 1.0361 | 1.0074 | 1.1445 | 0.8747 |
Total Trades | 714 | 357 | 357 | 714 | 357 | 357 |
Winning Trades | 321 | 153 | 168 | 321 | 153 | 168 |
Losing Trades | 393 | 204 | 189 | 393 | 204 | 189 |
Profitability (%) | 44.958 | 42.8571 | 47.0588 | 44.958 | 42.8571 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.5242 | 1.9428 | 1.1656 | 1.2333 | 1.526 | 0.984 |
Largest Winning Trade | 231496 | 231496 | 52501 | 303546 | 303546 | 103426 |
Largest Losing Trade | -43985 | -25370 | -43985 | -155844 | -100810 | -155844 |
Avg Bars in Trades | 34 | 30 | 37 | 34 | 30 | 37 |
Avg Bars in Winners | 47 | 41 | 52 | 47 | 41 | 52 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 24518 | 11063 | 13455 | 24518 | 11063 | 13455 |
Profit Streak | 0 | 0 | 8.752 | 0 | 0 | 8.752 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371882 | 297260 | -354439 | -394201 | -178411 | -579491 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579975200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758938570312, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 158, "af": 0, "af0": 0, "max_af": 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": [ [ 436303.8385388553, 403881.9575097529, 32421.8810291019, 23756.0678021025, 229187.1186667861, -205431.0508646841 ], [ 436.303839, 403.881958, 32.421881, 23.756068, 229.187119, -205.431051 ], [ 0.20951, 0.193941, 0.015569, 0.010235, 0.057229, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -141206, -86023, -193406, -361987, -313748, -468609 ], [ 1.244982, 1.457065, 1.036132, 1.007365, 1.14452, 0.874705 ], [ 714, 357, 357, 714, 357, 357 ], [ 321, 153, 168, 321, 153, 168 ], [ 393, 204, 189, 393, 204, 189 ], [ 44.957983, 42.857143, 47.058824, 44.957983, 42.857143, 47.058824 ], [ 1.524231, 1.942753, 1.165649, 1.233316, 1.526026, 0.984043 ], [ 231496, 231496, 52501, 303546, 303546, 103426 ], [ -43985, -25370, -43985, -155844, -100810, -155844 ], [ 34, 30, 37, 34, 30, 37 ], [ 47, 41, 52, 47, 41, 52 ], [ 23, 22, 24, 23, 22, 24 ], [ 24518, 11063, 13455, 24518, 11063, 13455 ], [ 0, 0, 8.751971, 0, 0, 8.751971 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 371882, 297260, -354439, -394201, -178411, -579491 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579975200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758938570312, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 158, "af": 0, "af0": 0, "max_af": 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) |
---|