Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885359.951 | 669662.8383 | 215697.1126 | 7064951.6343 | -3407280.8922 | 10472232.5265 |
Total P&L (%) | 885.36 | 669.6628 | 215.6971 | 7064.9516 | -3407.2809 | 10472.2325 |
Avg Daily Profit (%) | 0.425 | 0.3214 | 0.1035 | 0.2053 | 0 | 0.224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92314 | -69677 | -97560 | -11725104 | -7752548 | -4997968 |
Profit Factor | 2.3278 | 3.0692 | 1.6285 | 1.2119 | 0.8173 | 1.7129 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Profitability (%) | 36.875 | 35 | 38.75 | 36.875 | 35 | 38.75 |
Ratio Avg Win / Avg Loss | 3.9848 | 5.7 | 2.5742 | 2.0746 | 1.5179 | 2.7075 |
Largest Winning Trade | 249679 | 249679 | 67282 | 7597739 | 4803554 | 7597739 |
Largest Losing Trade | -42000 | -22504 | -42000 | -3503830 | -3399134 | -3503830 |
Avg Bars in Trades | 152 | 132 | 172 | 152 | 132 | 172 |
Avg Bars in Winners | 305 | 262 | 344 | 305 | 262 | 344 |
Avg Bars in Losers | 63 | 62 | 64 | 63 | 62 | 64 |
Bars Traded | 24442 | 10615 | 13827 | 24442 | 10615 | 13827 |
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 | 364590 | -10352 | -75509 | 161040 | -603291 | -12344 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579183200000, "first_datapoint_time": 1580277600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759254835879, "expiration_time": 1765728000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 153, "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": [ [ 885359.9509616231, 669662.8383124257, 215697.1126491979, 7064951.634307095, -3407280.892170424, 10472232.52647752 ], [ 885.359951, 669.662838, 215.697113, 7064.951634, -3407.280892, 10472.232526 ], [ 0.424973, 0.321439, 0.103535, 0.205256, 0, 0.22397 ], [ 10, 10, 10, 10, 10, 10 ], [ -92314, -69677, -97560, -11725104, -7752548, -4997968 ], [ 2.32778, 3.06922, 1.628549, 1.211896, 0.817323, 1.712895 ], [ 160, 80, 80, 160, 80, 80 ], [ 59, 28, 31, 59, 28, 31 ], [ 101, 52, 49, 101, 52, 49 ], [ 36.875, 35, 38.75, 36.875, 35, 38.75 ], [ 3.984843, 5.69998, 2.574158, 2.074601, 1.517886, 2.70748 ], [ 249679, 249679, 67282, 7597739, 4803554, 7597739 ], [ -42000, -22504, -42000, -3503830, -3399134, -3503830 ], [ 152, 132, 172, 152, 132, 172 ], [ 305, 262, 344, 305, 262, 344 ], [ 63, 62, 64, 63, 62, 64 ], [ 24442, 10615, 13827, 24442, 10615, 13827 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364590, -10352, -75509, 161040, -603291, -12344 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579183200000, "first_datapoint_time": 1580277600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759254835879, "expiration_time": 1765728000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 153, "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) |
---|