Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708484.2423 | 767655.4728 | -59171.2306 | -93553.9677 | 18009.3794 | -111563.347 |
Total P&L (%) | 708.4842 | 767.6555 | -59.1712 | -93.554 | 18.0094 | -111.5633 |
Avg Daily Profit (%) | 0.2997 | 0.3247 | -0.025 | -0.1159 | 0.007 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269212 | -223036 | -167870 | -159409 | -99666 | -149727 |
Profit Factor | 1.9348 | 2.9687 | 0.8392 | 0.7812 | 1.1021 | 0.556 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 42.5 | 37.5 | 47.5 | 42.5 | 37.5 | 47.5 |
Ratio Avg Win / Avg Loss | 2.6177 | 4.9479 | 0.9275 | 1.057 | 1.8369 | 0.6145 |
Largest Winning Trade | 906034 | 906034 | 54939 | 105250 | 105250 | 33658 |
Largest Losing Trade | -87848 | -37086 | -87848 | -54890 | -38488 | -54890 |
Avg Bars in Trades | 171 | 226 | 115 | 171 | 226 | 115 |
Avg Bars in Winners | 263 | 378 | 173 | 263 | 378 | 173 |
Avg Bars in Losers | 102 | 136 | 62 | 102 | 136 | 62 |
Bars Traded | 13683 | 9077 | 4606 | 13683 | 9077 | 4606 |
Profit Streak | 0 | 0 | 87.2813 | 0 | 0 | 87.2813 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14129 | 357858 | -581163 | -605805 | -303596 | -581163 |
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{ "first_band": { "type": "dcl", "factors": { "length": 95, "offset": 200 } }, "second_band": { "type": "sma", "factors": { "length": 46, "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": [ [ 708484.2422905863, 767655.4728407889, -59171.2305502026, -93553.9676711955, 18009.3793662555, -111563.3470374509 ], [ 708.484242, 767.655473, -59.171231, -93.553968, 18.009379, -111.563347 ], [ 0.299697, 0.324727, -0.02503, -0.11591, 0.007005, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -269212, -223036, -167870, -159409, -99666, -149727 ], [ 1.934804, 2.96872, 0.839195, 0.781224, 1.102123, 0.556012 ], [ 80, 40, 40, 80, 40, 40 ], [ 34, 15, 19, 34, 15, 19 ], [ 46, 25, 21, 46, 25, 21 ], [ 42.5, 37.5, 47.5, 42.5, 37.5, 47.5 ], [ 2.617676, 4.947867, 0.927532, 1.056951, 1.836872, 0.614539 ], [ 906034, 906034, 54939, 105250, 105250, 33658 ], [ -87848, -37086, -87848, -54890, -38488, -54890 ], [ 171, 226, 115, 171, 226, 115 ], [ 263, 378, 173, 263, 378, 173 ], [ 102, 136, 62, 102, 136, 62 ], [ 13683, 9077, 4606, 13683, 9077, 4606 ], [ 0, 0, 87.281308, 0, 0, 87.281308 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -14129, 357858, -581163, -605805, -303596, -581163 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14184, "evaluation_days": 2364, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1559822400000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759862705034, "expiration_time": 1765980288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 95, "offset": 200 } }, "second_band": { "type": "sma", "factors": { "length": 46, "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) |
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