Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522945.2031 | 549683.7287 | -26738.5255 | -70634.7713 | -163493.0952 | 92858.3239 |
Total P&L (%) | 522.9452 | 549.6837 | -26.7385 | -70.6348 | -163.4931 | 92.8583 |
Avg Daily Profit (%) | 0.2511 | 0.2639 | -0.0128 | -0.0588 | 0 | 0.0315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202428 | -203216 | -58883 | -1444836 | -1539443 | -150187 |
Profit Factor | 1.3792 | 1.5192 | 0.9165 | 0.9834 | 0.9517 | 1.1057 |
Total Trades | 387 | 193 | 194 | 387 | 193 | 194 |
Winning Trades | 161 | 72 | 89 | 161 | 72 | 89 |
Losing Trades | 226 | 121 | 105 | 226 | 121 | 105 |
Profitability (%) | 41.6021 | 37.3057 | 45.8763 | 41.6021 | 37.3057 | 45.8763 |
Ratio Avg Win / Avg Loss | 1.936 | 2.5531 | 1.0813 | 1.3805 | 1.5994 | 1.3044 |
Largest Winning Trade | 259488 | 259488 | 20992 | 762716 | 762716 | 99433 |
Largest Losing Trade | -48021 | -48021 | -25395 | -379018 | -379018 | -91739 |
Avg Bars in Trades | 63 | 119 | 7 | 63 | 119 | 7 |
Avg Bars in Winners | 81 | 171 | 8 | 81 | 171 | 8 |
Avg Bars in Losers | 50 | 88 | 6 | 50 | 88 | 6 |
Bars Traded | 24543 | 23020 | 1523 | 24543 | 23020 | 1523 |
Profit Streak | 14.1676 | 0 | 20.8343 | 14.1676 | 0 | 20.8343 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342182 | 238925 | -579424 | -579759 | -582481 | -255365 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579795200000, "first_datapoint_time": 1579903200000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759831283616, "expiration_time": 1766302704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 4.02052 } } }
{ "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": [ [ 522945.2031429344, 549683.728671025, -26738.5255280912, -70634.7713038757, -163493.0951895491, 92858.3238856732 ], [ 522.945203, 549.683729, -26.738526, -70.634771, -163.493095, 92.858324 ], [ 0.251064, 0.263901, -0.012837, -0.058812, 0, 0.031537 ], [ 10, 10, 10, 10, 10, 10 ], [ -202428, -203216, -58883, -1444836, -1539443, -150187 ], [ 1.379196, 1.519215, 0.916548, 0.983439, 0.951721, 1.105665 ], [ 387, 193, 194, 387, 193, 194 ], [ 161, 72, 89, 161, 72, 89 ], [ 226, 121, 105, 226, 121, 105 ], [ 41.602067, 37.305699, 45.876289, 41.602067, 37.305699, 45.876289 ], [ 1.936014, 2.553125, 1.081321, 1.38048, 1.59942, 1.304436 ], [ 259488, 259488, 20992, 762716, 762716, 99433 ], [ -48021, -48021, -25395, -379018, -379018, -91739 ], [ 63, 119, 7, 63, 119, 7 ], [ 81, 171, 8, 81, 171, 8 ], [ 50, 88, 6, 50, 88, 6 ], [ 24543, 23020, 1523, 24543, 23020, 1523 ], [ 14.167634, 0, 20.834301, 14.167634, 0, 20.834301 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342182, 238925, -579424, -579759, -582481, -255365 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24995, "evaluation_days": 2082.92, "actual_first_datapoint_time": 1579795200000, "first_datapoint_time": 1579903200000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759831283616, "expiration_time": 1766302704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 4.02052 } } }
# | 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) |
---|