Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764681.6436 | 599438.7774 | 165242.8662 | 1179409.5479 | 184995.0563 | 994414.4916 |
Total P&L (%) | 764.6816 | 599.4388 | 165.2429 | 1179.4095 | 184.9951 | 994.4145 |
Avg Daily Profit (%) | 0.3246 | 0.2544 | 0.0701 | 0.1083 | 0.0445 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103696 | -88580 | -177614 | -1524040 | -1240421 | -732234 |
Profit Factor | 1.7775 | 2.2549 | 1.3267 | 1.2217 | 1.067 | 1.3888 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 105 | 58 | 47 | 105 | 58 | 47 |
Profitability (%) | 41.6667 | 35.5556 | 47.7778 | 41.6667 | 35.5556 | 47.7778 |
Ratio Avg Win / Avg Loss | 2.4885 | 4.087 | 1.4501 | 1.7104 | 1.9339 | 1.518 |
Largest Winning Trade | 241115 | 241115 | 55521 | 771081 | 771081 | 597597 |
Largest Losing Trade | -65289 | -23779 | -65289 | -572840 | -311409 | -572840 |
Avg Bars in Trades | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Winners | 59 | 58 | 60 | 59 | 58 | 60 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 7004 | 3124 | 3880 | 7004 | 3124 | 3880 |
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 | 366305 | 247107 | -100221 | -49637 | -285180 | -56344 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7068, "evaluation_days": 2356, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1556582400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759105052959, "expiration_time": 1765181952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.98995 } } }
{ "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": [ [ 764681.6436010799, 599438.777424756, 165242.8661763243, 1179409.5478556876, 184995.0562846914, 994414.4915709968 ], [ 764.681644, 599.438777, 165.242866, 1179.409548, 184.995056, 994.414492 ], [ 0.324568, 0.254431, 0.070137, 0.10825, 0.044462, 0.101614 ], [ 10, 10, 10, 10, 10, 10 ], [ -103696, -88580, -177614, -1524040, -1240421, -732234 ], [ 1.777476, 2.254873, 1.326661, 1.221737, 1.066991, 1.388826 ], [ 180, 90, 90, 180, 90, 90 ], [ 75, 32, 43, 75, 32, 43 ], [ 105, 58, 47, 105, 58, 47 ], [ 41.666667, 35.555556, 47.777778, 41.666667, 35.555556, 47.777778 ], [ 2.488467, 4.086957, 1.450071, 1.710431, 1.933921, 1.518019 ], [ 241115, 241115, 55521, 771081, 771081, 597597 ], [ -65289, -23779, -65289, -572840, -311409, -572840 ], [ 38, 34, 43, 38, 34, 43 ], [ 59, 58, 60, 59, 58, 60 ], [ 24, 21, 27, 24, 21, 27 ], [ 7004, 3124, 3880, 7004, 3124, 3880 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366305, 247107, -100221, -49637, -285180, -56344 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7068, "evaluation_days": 2356, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1556582400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759105052959, "expiration_time": 1765181952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.98995 } } }
# | 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) |
---|