Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780337.2159 | 600767.1754 | 179570.0406 | 2632632.9528 | -1476826.2742 | 4109459.227 |
Total P&L (%) | 780.3372 | 600.7672 | 179.57 | 2632.633 | -1476.8263 | 4109.4592 |
Avg Daily Profit (%) | 0.3319 | 0.2556 | 0.0764 | 0.1408 | 0 | 0.1592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88438 | -83165 | -144767 | -4698205 | -4707957 | -1908799 |
Profit Factor | 1.8919 | 2.4684 | 1.3855 | 1.1995 | 0.8084 | 1.7487 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 37.1069 | 32.5 | 41.7722 | 37.1069 | 32.5 | 41.7722 |
Ratio Avg Win / Avg Loss | 3.2066 | 5.1268 | 1.9313 | 2.033 | 1.679 | 2.4376 |
Largest Winning Trade | 242608 | 242608 | 65167 | 2520558 | 2520558 | 1975696 |
Largest Losing Trade | -37453 | -17639 | -37453 | -1191995 | -1107889 | -1191995 |
Avg Bars in Trades | 87 | 75 | 99 | 87 | 75 | 99 |
Avg Bars in Winners | 165 | 146 | 180 | 165 | 146 | 180 |
Avg Bars in Losers | 41 | 42 | 41 | 41 | 42 | 41 |
Bars Traded | 13926 | 6077 | 7849 | 13926 | 6077 | 7849 |
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 | 308740 | -13046 | -119398 | -8793 | -604263 | -19153 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557360000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759036029811, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 32, "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": [ [ 780337.2159296293, 600767.1753675151, 179570.0405621143, 2632632.9528326173, -1476826.2742039575, 4109459.227036574 ], [ 780.337216, 600.767175, 179.570041, 2632.632953, -1476.826274, 4109.459227 ], [ 0.331941, 0.255555, 0.076386, 0.140809, 0, 0.159216 ], [ 10, 10, 10, 10, 10, 10 ], [ -88438, -83165, -144767, -4698205, -4707957, -1908799 ], [ 1.891874, 2.468442, 1.385491, 1.199498, 0.808398, 1.748744 ], [ 159, 80, 79, 159, 80, 79 ], [ 59, 26, 33, 59, 26, 33 ], [ 100, 54, 46, 100, 54, 46 ], [ 37.106918, 32.5, 41.772152, 37.106918, 32.5, 41.772152 ], [ 3.206567, 5.126764, 1.93129, 2.033048, 1.678981, 2.437643 ], [ 242608, 242608, 65167, 2520558, 2520558, 1975696 ], [ -37453, -17639, -37453, -1191995, -1107889, -1191995 ], [ 87, 75, 99, 87, 75, 99 ], [ 165, 146, 180, 165, 146, 180 ], [ 41, 42, 41, 41, 42, 41 ], [ 13926, 6077, 7849, 13926, 6077, 7849 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308740, -13046, -119398, -8793, -604263, -19153 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14105, "evaluation_days": 2350.83, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1557360000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759036029811, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 32, "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) |
---|