Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363112.6264 | 350134.3783 | 12978.2481 | -65858.5811 | 73567.9342 | -139426.5152 |
Total P&L (%) | 363.1126 | 350.1344 | 12.9782 | -65.8586 | 73.5679 | -139.4265 |
Avg Daily Profit (%) | 0.1743 | 0.1681 | 0.0062 | -0.0516 | 0.0265 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104196 | -84959 | -229664 | -159445 | -60537 | -211427 |
Profit Factor | 1.3458 | 1.712 | 1.0233 | 0.8954 | 1.2838 | 0.6235 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 45.6376 | 43.2432 | 48 | 45.6376 | 43.2432 | 48 |
Ratio Avg Win / Avg Loss | 1.6031 | 2.247 | 1.1085 | 1.0666 | 1.685 | 0.6755 |
Largest Winning Trade | 166275 | 166275 | 60738 | 45935 | 45935 | 25466 |
Largest Losing Trade | -87176 | -34321 | -87176 | -101792 | -19153 | -101792 |
Avg Bars in Trades | 165 | 157 | 172 | 165 | 157 | 172 |
Avg Bars in Winners | 234 | 223 | 244 | 234 | 223 | 244 |
Avg Bars in Losers | 107 | 107 | 107 | 107 | 107 | 107 |
Bars Traded | 24652 | 11688 | 12964 | 24652 | 11688 | 12964 |
Profit Streak | 40.0791 | 40.0791 | 43.9958 | 40.0791 | 40.0791 | 43.9958 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324064 | -55945 | -509318 | -578986 | -222945 | -637526 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579708800000, "first_datapoint_time": 1581379200000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759737234489, "expiration_time": 1766208844800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.65464 } }, "second_band": { "type": "jma", "factors": { "length": 233, "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": [ [ 363112.626376902, 350134.3782871015, 12978.2480898004, -65858.5810636439, 73567.9341759617, -139426.5152396055 ], [ 363.112626, 350.134378, 12.978248, -65.858581, 73.567934, -139.426515 ], [ 0.174336, 0.168105, 0.006231, -0.051583, 0.026477, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -104196, -84959, -229664, -159445, -60537, -211427 ], [ 1.34584, 1.711963, 1.023252, 0.895384, 1.28383, 0.623505 ], [ 149, 74, 75, 149, 74, 75 ], [ 68, 32, 36, 68, 32, 36 ], [ 81, 42, 39, 81, 42, 39 ], [ 45.637584, 43.243243, 48, 45.637584, 43.243243, 48 ], [ 1.603133, 2.246951, 1.108523, 1.06656, 1.685027, 0.675464 ], [ 166275, 166275, 60738, 45935, 45935, 25466 ], [ -87176, -34321, -87176, -101792, -19153, -101792 ], [ 165, 157, 172, 165, 157, 172 ], [ 234, 223, 244, 234, 223, 244 ], [ 107, 107, 107, 107, 107, 107 ], [ 24652, 11688, 12964, 24652, 11688, 12964 ], [ 40.079103, 40.079103, 43.995769, 40.079103, 40.079103, 43.99577 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324064, -55945, -509318, -578986, -222945, -637526 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579708800000, "first_datapoint_time": 1581379200000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759737234489, "expiration_time": 1766208844800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.65464 } }, "second_band": { "type": "jma", "factors": { "length": 233, "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) |
---|