Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1606331.6311 | 1367729.5837 | 238602.0473 | 7872627.8797 | -2064235.7626 | 9936863.6423 |
Total P&L (%) | 1606.3316 | 1367.7296 | 238.602 | 7872.6279 | -2064.2358 | 9936.8636 |
Avg Daily Profit (%) | 0.6811 | 0.58 | 0.1012 | 0.1858 | 0 | 0.1956 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164745 | -75814 | -104208 | -6243496 | -5051569 | -2125284 |
Profit Factor | 3.4859 | 5.2814 | 1.7303 | 1.4843 | 0.8075 | 2.796 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 46.3918 | 36.7347 | 56.25 | 46.3918 | 36.7347 | 56.25 |
Ratio Avg Win / Avg Loss | 4.0281 | 9.0957 | 1.3458 | 1.7152 | 1.3907 | 2.1746 |
Largest Winning Trade | 1136366 | 1136366 | 61615 | 4176143 | 3067533 | 4176143 |
Largest Losing Trade | -53073 | -23502 | -53073 | -2365174 | -2365174 | -1249980 |
Avg Bars in Trades | 143 | 114 | 172 | 143 | 114 | 172 |
Avg Bars in Winners | 235 | 202 | 257 | 235 | 202 | 257 |
Avg Bars in Losers | 63 | 63 | 63 | 63 | 63 | 63 |
Bars Traded | 13899 | 5610 | 8290 | 13899 | 5610 | 8290 |
Profit Streak | 0 | 0 | 143.2367 | 0 | 0 | 143.2367 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 636224 | 512067 | -53878 | 327359 | -584173 | 547096 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14150, "evaluation_days": 2358.33, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557302400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759369251983, "expiration_time": 1765476000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 115, "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": [ [ 1606331.6310616022, 1367729.5837385426, 238602.0473230599, 7872627.8796971245, -2064235.762562193, 9936863.642259317 ], [ 1606.331631, 1367.729584, 238.602047, 7872.62788, -2064.235763, 9936.863642 ], [ 0.681131, 0.579957, 0.101174, 0.185838, 0, 0.19562 ], [ 10, 10, 10, 10, 10, 10 ], [ -164745, -75814, -104208, -6243496, -5051569, -2125284 ], [ 3.485862, 5.281401, 1.730276, 1.484324, 0.807477, 2.795978 ], [ 97, 49, 48, 97, 49, 48 ], [ 45, 18, 27, 45, 18, 27 ], [ 52, 31, 21, 52, 31, 21 ], [ 46.391753, 36.734694, 56.25, 46.391753, 36.734694, 56.25 ], [ 4.028108, 9.095746, 1.34577, 1.715219, 1.390655, 2.174649 ], [ 1136366, 1136366, 61615, 4176143, 3067533, 4176143 ], [ -53073, -23502, -53073, -2365174, -2365174, -1249980 ], [ 143, 114, 172, 143, 114, 172 ], [ 235, 202, 257, 235, 202, 257 ], [ 63, 63, 63, 63, 63, 63 ], [ 13899, 5610, 8290, 13899, 5610, 8290 ], [ 0, 0, 143.236713, 0, 0, 143.236713 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 636224, 512067, -53878, 327359, -584173, 547096 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14150, "evaluation_days": 2358.33, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557302400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759369251983, "expiration_time": 1765476000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 115, "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) |
---|