Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732812.9913 | 580232.0925 | 152580.8989 | 1387323.8095 | -1566925.6334 | 2954249.4429 |
Total P&L (%) | 732.813 | 580.2321 | 152.5809 | 1387.3238 | -1566.9256 | 2954.2494 |
Avg Daily Profit (%) | 0.31 | 0.2455 | 0.0646 | 0.1143 | 0 | 0.1448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128395 | -97444 | -125928 | -5465783 | -4127259 | -2509309 |
Profit Factor | 1.8975 | 2.4046 | 1.3783 | 1.1209 | 0.7742 | 1.6507 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 39.3701 | 31.25 | 47.619 | 39.3701 | 31.25 | 47.619 |
Ratio Avg Win / Avg Loss | 2.9222 | 5.2901 | 1.5161 | 1.7261 | 1.7032 | 1.8157 |
Largest Winning Trade | 272636 | 272636 | 67181 | 2149535 | 2149535 | 1997214 |
Largest Losing Trade | -34309 | -32334 | -34309 | -1658868 | -1292619 | -1658868 |
Avg Bars in Trades | 73 | 64 | 81 | 73 | 64 | 81 |
Avg Bars in Winners | 126 | 121 | 129 | 126 | 121 | 129 |
Avg Bars in Losers | 38 | 38 | 37 | 38 | 38 | 37 |
Bars Traded | 9284 | 4153 | 5131 | 9284 | 4153 | 5131 |
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 | 316205 | -133742 | -252672 | -130292 | -724750 | -143865 |
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9455, "evaluation_days": 2363.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1557014400000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759782154932, "expiration_time": 1765900440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 69, "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": [ [ 732812.9913486337, 580232.0924507692, 152580.8988978643, 1387323.809527539, -1566925.6333843053, 2954249.442911845 ], [ 732.812991, 580.232092, 152.580899, 1387.32381, -1566.925633, 2954.249443 ], [ 0.310021, 0.245471, 0.06455, 0.114272, 0, 0.144753 ], [ 10, 10, 10, 10, 10, 10 ], [ -128395, -97444, -125928, -5465783, -4127259, -2509309 ], [ 1.897545, 2.404604, 1.378265, 1.120862, 0.774161, 1.650662 ], [ 127, 64, 63, 127, 64, 63 ], [ 50, 20, 30, 50, 20, 30 ], [ 77, 44, 33, 77, 44, 33 ], [ 39.370079, 31.25, 47.619048, 39.370079, 31.25, 47.619048 ], [ 2.922219, 5.290128, 1.516091, 1.726127, 1.703155, 1.815728 ], [ 272636, 272636, 67181, 2149535, 2149535, 1997214 ], [ -34309, -32334, -34309, -1658868, -1292619, -1658868 ], [ 73, 64, 81, 73, 64, 81 ], [ 126, 121, 129, 126, 121, 129 ], [ 38, 38, 37, 38, 38, 37 ], [ 9284, 4153, 5131, 9284, 4153, 5131 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316205, -133742, -252672, -130292, -724750, -143865 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9455, "evaluation_days": 2363.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1557014400000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759782154932, "expiration_time": 1765900440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 69, "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) |
---|