Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511408.2685 | 433714.7154 | 77693.5531 | 100738.6345 | -53254.1025 | 153992.737 |
Total P&L (%) | 511.4083 | 433.7147 | 77.6936 | 100.7386 | -53.2541 | 153.9927 |
Avg Daily Profit (%) | 0.2172 | 0.1842 | 0.033 | 0.0296 | -0.0323 | 0.0396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134274 | -115307 | -182339 | -207486 | -176033 | -122162 |
Profit Factor | 1.2564 | 1.417 | 1.0814 | 1.0516 | 0.9522 | 1.1833 |
Total Trades | 561 | 281 | 280 | 561 | 281 | 280 |
Winning Trades | 251 | 127 | 124 | 251 | 127 | 124 |
Losing Trades | 310 | 154 | 156 | 310 | 154 | 156 |
Profitability (%) | 44.7415 | 45.1957 | 44.2857 | 44.7415 | 45.1957 | 44.2857 |
Ratio Avg Win / Avg Loss | 1.5517 | 1.7183 | 1.3604 | 1.2987 | 1.1546 | 1.4887 |
Largest Winning Trade | 175114 | 175114 | 39020 | 112352 | 112352 | 50652 |
Largest Losing Trade | -55483 | -30142 | -55483 | -49139 | -49139 | -44408 |
Avg Bars in Trades | 24 | 25 | 24 | 24 | 25 | 24 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 13978 | 7233 | 6745 | 13978 | 7233 | 6745 |
Profit Streak | 0 | 0 | 15.99 | 0 | 0 | 15.99 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369962 | 313901 | -280290 | -315989 | -579787 | -159375 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14130, "evaluation_days": 2355, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1556107200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759088736652, "expiration_time": 1765179360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 2.66191 } } }
{ "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": [ [ 511408.2684796446, 433714.715364011, 77693.5531156336, 100738.6345251127, -53254.1024536407, 153992.7369787532 ], [ 511.408268, 433.714715, 77.693553, 100.738635, -53.254102, 153.992737 ], [ 0.217159, 0.184168, 0.032991, 0.029594, -0.032285, 0.039589 ], [ 10, 10, 10, 10, 10, 10 ], [ -134274, -115307, -182339, -207486, -176033, -122162 ], [ 1.256367, 1.417007, 1.081375, 1.051565, 0.952174, 1.1833 ], [ 561, 281, 280, 561, 281, 280 ], [ 251, 127, 124, 251, 127, 124 ], [ 310, 154, 156, 310, 154, 156 ], [ 44.741533, 45.19573, 44.285714, 44.741533, 45.19573, 44.285714 ], [ 1.551688, 1.71826, 1.360439, 1.298746, 1.154605, 1.488668 ], [ 175114, 175114, 39020, 112352, 112352, 50652 ], [ -55483, -30142, -55483, -49139, -49139, -44408 ], [ 24, 25, 24, 24, 25, 24 ], [ 34, 34, 34, 34, 34, 34 ], [ 17, 18, 15, 17, 18, 15 ], [ 13978, 7233, 6745, 13978, 7233, 6745 ], [ 0, 0, 15.990007, 0, 0, 15.990008 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369962, 313901, -280290, -315989, -579787, -159375 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14130, "evaluation_days": 2355, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1556107200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759088736652, "expiration_time": 1765179360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 2.66191 } } }
# | 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) |
---|