Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1630628.3644 | 1572814.9766 | 57813.3878 | 34137.2133 | -463893.8737 | 498031.087 |
Total P&L (%) | 1630.6284 | 1572.815 | 57.8134 | 34.1372 | -463.8939 | 498.0311 |
Avg Daily Profit (%) | 0.6901 | 0.6657 | 0.0245 | 0.0124 | 0 | 0.0757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188564 | -159275 | -86205 | -2150937 | -1675716 | -911980 |
Profit Factor | 3.2475 | 5.3609 | 1.1585 | 1.0071 | 0.8104 | 1.2122 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 39.5349 | 34.8837 | 44.186 | 39.5349 | 34.8837 | 44.186 |
Ratio Avg Win / Avg Loss | 4.9668 | 10.007 | 1.4633 | 1.5403 | 1.5127 | 1.5312 |
Largest Winning Trade | 1602456 | 1602456 | 65731 | 904255 | 765011 | 904255 |
Largest Losing Trade | -81146 | -32792 | -81146 | -682847 | -682847 | -408644 |
Avg Bars in Trades | 106 | 119 | 93 | 106 | 119 | 93 |
Avg Bars in Winners | 168 | 215 | 131 | 168 | 215 | 131 |
Avg Bars in Losers | 65 | 68 | 62 | 65 | 68 | 62 |
Bars Traded | 9159 | 5155 | 4004 | 9159 | 5155 | 4004 |
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 | 525408 | 512991 | -209429 | -394396 | -583827 | -93394 |
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9451, "evaluation_days": 2362.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560103200000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759706023071, "expiration_time": 1765811448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 36, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 1630628.3644051836, 1572814.9766497954, 57813.3877553877, 34137.2133209048, -463893.873716685, 498031.0870375901 ], [ 1630.628364, 1572.814977, 57.813388, 34.137213, -463.893874, 498.031087 ], [ 0.69014, 0.665671, 0.024469, 0.012431, 0, 0.075723 ], [ 10, 10, 10, 10, 10, 10 ], [ -188564, -159275, -86205, -2150937, -1675716, -911980 ], [ 3.247533, 5.36089, 1.158456, 1.007122, 0.810352, 1.21217 ], [ 86, 43, 43, 86, 43, 43 ], [ 34, 15, 19, 34, 15, 19 ], [ 52, 28, 24, 52, 28, 24 ], [ 39.534884, 34.883721, 44.186047, 39.534884, 34.883721, 44.186047 ], [ 4.966814, 10.006994, 1.463312, 1.540304, 1.512657, 1.531162 ], [ 1602456, 1602456, 65731, 904255, 765011, 904255 ], [ -81146, -32792, -81146, -682847, -682847, -408644 ], [ 106, 119, 93, 106, 119, 93 ], [ 168, 215, 131, 168, 215, 131 ], [ 65, 68, 62, 65, 68, 62 ], [ 9159, 5155, 4004, 9159, 5155, 4004 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 525408, 512991, -209429, -394396, -583827, -93394 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9451, "evaluation_days": 2362.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560103200000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759706023071, "expiration_time": 1765811448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 36, "offset": 0, "scalar": 3 } } }
# | 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) |
---|