Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1563139.3782 | 1494152.3404 | 68987.0378 | 65873.1372 | 1647789.8715 | -1581916.7343 |
Total P&L (%) | 1563.1394 | 1494.1523 | 68.987 | 65.8731 | 1647.7899 | -1581.9167 |
Avg Daily Profit (%) | 0.664 | 0.6347 | 0.0293 | 0.0215 | 0.1216 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220363 | -188916 | -66494 | -5703549 | -3654286 | -3022624 |
Profit Factor | 2.6069 | 3.4465 | 1.1905 | 1.0048 | 1.2059 | 0.7238 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 47.4684 | 40.5063 | 54.4304 | 47.4684 | 40.5063 | 54.4304 |
Ratio Avg Win / Avg Loss | 2.8849 | 5.062 | 0.9967 | 1.112 | 1.7712 | 0.606 |
Largest Winning Trade | 1528642 | 1528642 | 28566 | 3552190 | 3552190 | 542177 |
Largest Losing Trade | -46270 | -46270 | -42173 | -2465532 | -1564274 | -2465532 |
Avg Bars in Trades | 43 | 66 | 21 | 43 | 66 | 21 |
Avg Bars in Winners | 52 | 90 | 24 | 52 | 90 | 24 |
Avg Bars in Losers | 35 | 49 | 17 | 35 | 49 | 17 |
Bars Traded | 6920 | 5216 | 1704 | 6920 | 5216 | 1704 |
Profit Streak | 0 | 90.6918 | 0 | 0 | 90.6918 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605468 | -10944 | -192498 | -379821 | -58913 | -606884 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7062, "evaluation_days": 2354, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558166400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758933368590, "expiration_time": 1765003968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 92, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 49, "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": [ [ 1563139.3781800466, 1494152.3404032548, 68987.0377767922, 65873.1371651521, 1647789.8714829094, -1581916.734317759 ], [ 1563.139378, 1494.15234, 68.987038, 65.873137, 1647.789871, -1581.916734 ], [ 0.664035, 0.634729, 0.029306, 0.0215, 0.121609, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -220363, -188916, -66494, -5703549, -3654286, -3022624 ], [ 2.606865, 3.446465, 1.190546, 1.004797, 1.205912, 0.723844 ], [ 158, 79, 79, 158, 79, 79 ], [ 75, 32, 43, 75, 32, 43 ], [ 83, 47, 36, 83, 47, 36 ], [ 47.468354, 40.506329, 54.43038, 47.468354, 40.506329, 54.43038 ], [ 2.88493, 5.061995, 0.996736, 1.111976, 1.771183, 0.606009 ], [ 1528642, 1528642, 28566, 3552190, 3552190, 542177 ], [ -46270, -46270, -42173, -2465532, -1564274, -2465532 ], [ 43, 66, 21, 43, 66, 21 ], [ 52, 90, 24, 52, 90, 24 ], [ 35, 49, 17, 35, 49, 17 ], [ 6920, 5216, 1704, 6920, 5216, 1704 ], [ 0, 90.691766, 0, 0, 90.691766, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 605468, -10944, -192498, -379821, -58913, -606884 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7062, "evaluation_days": 2354, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558166400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758933368590, "expiration_time": 1765003968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 92, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 49, "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) |
---|