Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353344.5409 | 1177593.8429 | 175750.698 | 962684.0032 | -468855.0082 | 1431539.0113 |
Total P&L (%) | 1353.3445 | 1177.5938 | 175.7507 | 962.684 | -468.855 | 1431.539 |
Avg Daily Profit (%) | 0.5757 | 0.5009 | 0.0748 | 0.1006 | 0 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117284 | -75229 | -151118 | -706747 | -1034763 | -160673 |
Profit Factor | 3.6209 | 5.1991 | 1.7449 | 1.3948 | 0.7503 | 3.5538 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 44.4444 | 34.375 | 54.8387 | 44.4444 | 34.375 | 54.8387 |
Ratio Avg Win / Avg Loss | 4.5261 | 9.9255 | 1.437 | 1.7435 | 1.4325 | 2.9267 |
Largest Winning Trade | 1072146 | 1072146 | 60799 | 651356 | 373988 | 651356 |
Largest Losing Trade | -77233 | -27538 | -77233 | -355981 | -355981 | -125384 |
Avg Bars in Trades | 220 | 184 | 256 | 220 | 184 | 256 |
Avg Bars in Winners | 337 | 304 | 359 | 337 | 304 | 359 |
Avg Bars in Losers | 126 | 122 | 132 | 126 | 122 | 132 |
Bars Traded | 13876 | 5913 | 7963 | 13876 | 5913 | 7963 |
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 | -135405 | 447911 | -90340 | -209940 | -585220 | -30203 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558353600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758868583880, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 146, "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": [ [ 1353344.5408861793, 1177593.8428740418, 175750.6980121376, 962684.0031542704, -468855.008175073, 1431539.0113293435 ], [ 1353.344541, 1177.593843, 175.750698, 962.684003, -468.855008, 1431.539011 ], [ 0.575688, 0.500927, 0.074761, 0.100585, 0, 0.116148 ], [ 10, 10, 10, 10, 10, 10 ], [ -117284, -75229, -151118, -706747, -1034763, -160673 ], [ 3.620894, 5.199096, 1.744935, 1.394791, 0.750332, 3.553815 ], [ 63, 32, 31, 63, 32, 31 ], [ 28, 11, 17, 28, 11, 17 ], [ 35, 21, 14, 35, 21, 14 ], [ 44.444444, 34.375, 54.83871, 44.444444, 34.375, 54.83871 ], [ 4.526117, 9.925547, 1.437005, 1.743489, 1.432452, 2.926671 ], [ 1072146, 1072146, 60799, 651356, 373988, 651356 ], [ -77233, -27538, -77233, -355981, -355981, -125384 ], [ 220, 184, 256, 220, 184, 256 ], [ 337, 304, 359, 337, 304, 359 ], [ 126, 122, 132, 126, 122, 132 ], [ 13876, 5913, 7963, 13876, 5913, 7963 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -135405, 447911, -90340, -209940, -585220, -30203 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558353600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758868583880, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 146, "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) |
---|