Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956739.8016 | 720305.2328 | 236434.5689 | 7525847.2614 | -651150.1477 | 8176997.4092 |
Total P&L (%) | 956.7398 | 720.3052 | 236.4346 | 7525.8473 | -651.1501 | 8176.9974 |
Avg Daily Profit (%) | 0.407 | 0.3064 | 0.1006 | 0.1845 | 0 | 0.188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133610 | -52788 | -116332 | -3021708 | -3168123 | -1495809 |
Profit Factor | 2.2403 | 2.7225 | 1.6694 | 1.4636 | 0.9404 | 2.5421 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 44.6237 | 39.7849 | 49.4624 | 44.6237 | 39.7849 | 49.4624 |
Ratio Avg Win / Avg Loss | 2.7801 | 4.1206 | 1.7057 | 1.8163 | 1.4234 | 2.5973 |
Largest Winning Trade | 352192 | 352192 | 63525 | 3862175 | 1946721 | 3862175 |
Largest Losing Trade | -55483 | -23621 | -55483 | -1368753 | -1368753 | -1095839 |
Avg Bars in Trades | 73 | 66 | 81 | 73 | 66 | 81 |
Avg Bars in Winners | 107 | 97 | 115 | 107 | 97 | 115 |
Avg Bars in Losers | 46 | 45 | 48 | 46 | 45 | 48 |
Bars Traded | 13723 | 6147 | 7576 | 13723 | 6147 | 7576 |
Profit Streak | 0 | 0 | 23.1665 | 0 | 0 | 23.1665 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466343 | 355082 | -55022 | 323404 | -583389 | 478924 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558814400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758887989795, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 154, "offset": 0, "multiplier": 2.84403 } } }
{ "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": [ [ 956739.8016270685, 720305.2327725295, 236434.5688545392, 7525847.2614419395, -651150.1477273686, 8176997.409169309 ], [ 956.739802, 720.305233, 236.434569, 7525.847261, -651.150148, 8176.997409 ], [ 0.40698, 0.306405, 0.100575, 0.184536, 0, 0.188028 ], [ 10, 10, 10, 10, 10, 10 ], [ -133610, -52788, -116332, -3021708, -3168123, -1495809 ], [ 2.24031, 2.722524, 1.669402, 1.463594, 0.940431, 2.542066 ], [ 186, 93, 93, 186, 93, 93 ], [ 83, 37, 46, 83, 37, 46 ], [ 103, 56, 47, 103, 56, 47 ], [ 44.623656, 39.784946, 49.462366, 44.623656, 39.784946, 49.462366 ], [ 2.780144, 4.120577, 1.705693, 1.816267, 1.423355, 2.597328 ], [ 352192, 352192, 63525, 3862175, 1946721, 3862175 ], [ -55483, -23621, -55483, -1368753, -1368753, -1095839 ], [ 73, 66, 81, 73, 66, 81 ], [ 107, 97, 115, 107, 97, 115 ], [ 46, 45, 48, 46, 45, 48 ], [ 13723, 6147, 7576, 13723, 6147, 7576 ], [ 0, 0, 23.166548, 0, 0, 23.166549 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 466343, 355082, -55022, 323404, -583389, 478924 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558814400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758887989795, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 154, "offset": 0, "multiplier": 2.84403 } } }
# | 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) |
---|