Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359553.7788 | 364674.9468 | -5121.168 | -94314.1313 | 253125.3663 | -347439.4975 |
Total P&L (%) | 359.5538 | 364.6749 | -5.1212 | -94.3141 | 253.1254 | -347.4395 |
Avg Daily Profit (%) | 0.1524 | 0.1546 | -0.0022 | -0.1215 | 0.0535 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261204 | -165402 | -189686 | -354213 | -185515 | -406177 |
Profit Factor | 1.2512 | 1.5396 | 0.9932 | 0.9356 | 1.4498 | 0.615 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 125 | 59 | 66 | 125 | 59 | 66 |
Losing Trades | 135 | 71 | 64 | 135 | 71 | 64 |
Profitability (%) | 48.0769 | 45.3846 | 50.7692 | 48.0769 | 45.3846 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.3512 | 1.8528 | 0.9631 | 1.0105 | 1.7447 | 0.5964 |
Largest Winning Trade | 90316 | 90316 | 51863 | 98977 | 98977 | 67793 |
Largest Losing Trade | -84510 | -37579 | -84510 | -241903 | -77300 | -241903 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 6927 | 3505 | 3422 | 6927 | 3505 | 3422 |
Profit Streak | 23.5308 | 30.5308 | 23.5308 | 23.5308 | 30.5308 | 23.5308 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321261 | 313422 | -580064 | -577187 | -120552 | -580064 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7077, "evaluation_days": 2359, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558915200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759351457511, "expiration_time": 1765448928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 118, "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": [ [ 359553.778772309, 364674.9467966186, -5121.1680243095, -94314.1312790028, 253125.3662675132, -347439.4975465154 ], [ 359.553779, 364.674947, -5.121168, -94.314131, 253.125366, -347.439498 ], [ 0.152418, 0.154589, -0.002171, -0.121469, 0.053497, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -261204, -165402, -189686, -354213, -185515, -406177 ], [ 1.251154, 1.539647, 0.993225, 0.935631, 1.449794, 0.615005 ], [ 260, 130, 130, 260, 130, 130 ], [ 125, 59, 66, 125, 59, 66 ], [ 135, 71, 64, 135, 71, 64 ], [ 48.076923, 45.384615, 50.769231, 48.076923, 45.384615, 50.769231 ], [ 1.351247, 1.852795, 0.963127, 1.010481, 1.744668, 0.596369 ], [ 90316, 90316, 51863, 98977, 98977, 67793 ], [ -84510, -37579, -84510, -241903, -77300, -241903 ], [ 26, 26, 26, 26, 26, 26 ], [ 27, 24, 30, 27, 24, 30 ], [ 25, 28, 21, 25, 28, 21 ], [ 6927, 3505, 3422, 6927, 3505, 3422 ], [ 23.530758, 30.530758, 23.530758, 23.530758, 30.530758, 23.530758 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321261, 313422, -580064, -577187, -120552, -580064 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7077, "evaluation_days": 2359, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558915200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759351457511, "expiration_time": 1765448928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 118, "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) |
---|