Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 994307.7733 | 875388.688 | 118919.0852 | 1433859.5586 | -94467.1128 | 1528326.6714 |
Total P&L (%) | 994.3078 | 875.3887 | 118.9191 | 1433.8596 | -94.4671 | 1528.3267 |
Avg Daily Profit (%) | 0.4219 | 0.3715 | 0.0505 | 0.1159 | -0.1227 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83938 | -61500 | -71972 | -618200 | -938939 | -261075 |
Profit Factor | 5.2344 | 8.5037 | 2.0064 | 1.7142 | 0.9161 | 2.7332 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 31.0345 | 31.0345 | 31.0345 | 31.0345 | 31.0345 | 31.0345 |
Ratio Avg Win / Avg Loss | 11.6319 | 18.897 | 4.4588 | 3.8093 | 2.0358 | 6.0737 |
Largest Winning Trade | 852539 | 852539 | 72297 | 738629 | 738629 | 684757 |
Largest Losing Trade | -25480 | -13596 | -25480 | -173089 | -173089 | -157137 |
Avg Bars in Trades | 115 | 97 | 134 | 115 | 97 | 134 |
Avg Bars in Winners | 286 | 211 | 361 | 286 | 211 | 361 |
Avg Bars in Losers | 39 | 45 | 32 | 39 | 45 | 32 |
Bars Traded | 6725 | 2814 | 3911 | 6725 | 2814 | 3911 |
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 | -169251 | 381631 | -129142 | -221728 | -585430 | -36654 |
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{ "first_band": { "type": "alma", "factors": { "length": 237, "offset": 83 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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": [ [ 994307.7732696868, 875388.6880254198, 118919.085244267, 1433859.5586082002, -94467.112773926, 1528326.6713821269 ], [ 994.307773, 875.388688, 118.919085, 1433.859559, -94.467113, 1528.326671 ], [ 0.421912, 0.371452, 0.050461, 0.115924, -0.122745, 0.118463 ], [ 10, 10, 10, 10, 10, 10 ], [ -83938, -61500, -71972, -618200, -938939, -261075 ], [ 5.234351, 8.503656, 2.006443, 1.714188, 0.916093, 2.733156 ], [ 58, 29, 29, 58, 29, 29 ], [ 18, 9, 9, 18, 9, 9 ], [ 40, 20, 20, 40, 20, 20 ], [ 31.034483, 31.034483, 31.034483, 31.034483, 31.034483, 31.034483 ], [ 11.631892, 18.897013, 4.458763, 3.809306, 2.035763, 6.073679 ], [ 852539, 852539, 72297, 738629, 738629, 684757 ], [ -25480, -13596, -25480, -173089, -173089, -157137 ], [ 115, 97, 134, 115, 97, 134 ], [ 286, 211, 361, 286, 211, 361 ], [ 39, 45, 32, 39, 45, 32 ], [ 6725, 2814, 3911, 6725, 2814, 3911 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169251, 381631, -129142, -221728, -585430, -36654 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7070, "evaluation_days": 2356.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1564732800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759149851271, "expiration_time": 1765241280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 237, "offset": 83 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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) |
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