Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491751.2634 | 449300.6213 | 42450.642 | 32590.805 | 101128.5071 | -68537.7021 |
Total P&L (%) | 491.7513 | 449.3006 | 42.4506 | 32.5908 | 101.1285 | -68.5377 |
Avg Daily Profit (%) | 0.2088 | 0.1907 | 0.018 | 0.012 | 0.0297 | -0.0491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120853 | -125660 | -231097 | -169125 | -99169 | -276018 |
Profit Factor | 1.6161 | 2.1846 | 1.1013 | 1.045 | 1.3086 | 0.827 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 46.9388 | 42.8571 | 51.0204 | 46.9388 | 42.8571 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.8269 | 2.9128 | 1.0573 | 1.1813 | 1.7449 | 0.7939 |
Largest Winning Trade | 303848 | 303848 | 67101 | 145010 | 145010 | 54795 |
Largest Losing Trade | -45467 | -39446 | -45467 | -79622 | -44618 | -79622 |
Avg Bars in Trades | 70 | 62 | 78 | 70 | 62 | 78 |
Avg Bars in Winners | 102 | 91 | 110 | 102 | 91 | 110 |
Avg Bars in Losers | 42 | 39 | 45 | 42 | 39 | 45 |
Bars Traded | 6907 | 3042 | 3865 | 6907 | 3042 | 3865 |
Profit Streak | 0 | 0 | 157.0481 | 0 | 0 | 157.0481 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353730 | 324603 | -278216 | -351640 | -154682 | -579167 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7067, "evaluation_days": 2355.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558915200000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759050557979, "expiration_time": 1765152288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "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": [ [ 491751.2633629132, 449300.6213190441, 42450.6420438692, 32590.8050048887, 101128.5071332879, -68537.7021283993 ], [ 491.751263, 449.300621, 42.450642, 32.590805, 101.128507, -68.537702 ], [ 0.208752, 0.190732, 0.018021, 0.011976, 0.029668, -0.049077 ], [ 10, 10, 10, 10, 10, 10 ], [ -120853, -125660, -231097, -169125, -99169, -276018 ], [ 1.616107, 2.184564, 1.101348, 1.045032, 1.308639, 0.82695 ], [ 98, 49, 49, 98, 49, 49 ], [ 46, 21, 25, 46, 21, 25 ], [ 52, 28, 24, 52, 28, 24 ], [ 46.938776, 42.857143, 51.020408, 46.938776, 42.857143, 51.020408 ], [ 1.826904, 2.912752, 1.057294, 1.181341, 1.744852, 0.793872 ], [ 303848, 303848, 67101, 145010, 145010, 54795 ], [ -45467, -39446, -45467, -79622, -44618, -79622 ], [ 70, 62, 78, 70, 62, 78 ], [ 102, 91, 110, 102, 91, 110 ], [ 42, 39, 45, 42, 39, 45 ], [ 6907, 3042, 3865, 6907, 3042, 3865 ], [ 0, 0, 157.048125, 0, 0, 157.048125 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353730, 324603, -278216, -351640, -154682, -579167 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7067, "evaluation_days": 2355.67, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558915200000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759050557979, "expiration_time": 1765152288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "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) |
---|