Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1726620.8054 | 1538385.6278 | 188235.1777 | 3197376.1357 | -764371.0818 | 3961747.2175 |
Total P&L (%) | 1726.6208 | 1538.3856 | 188.2352 | 3197.3761 | -764.3711 | 3961.7472 |
Avg Daily Profit (%) | 0.7287 | 0.6493 | 0.0794 | 0.1476 | 0 | 0.1565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117714 | -83251 | -61962 | -4711849 | -4092094 | -1666008 |
Profit Factor | 3.5483 | 5.2317 | 1.5994 | 1.2435 | 0.9053 | 1.7835 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 35.0427 | 30.5085 | 39.6552 | 35.0427 | 30.5085 | 39.6552 |
Ratio Avg Win / Avg Loss | 6.5773 | 11.9167 | 2.4339 | 2.3051 | 2.0621 | 2.714 |
Largest Winning Trade | 1439266 | 1439266 | 66216 | 2170284 | 1893736 | 2170284 |
Largest Losing Trade | -24064 | -18907 | -24064 | -930322 | -930322 | -598063 |
Avg Bars in Trades | 59 | 50 | 68 | 59 | 50 | 68 |
Avg Bars in Winners | 132 | 119 | 142 | 132 | 119 | 142 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 6946 | 2976 | 3970 | 6946 | 2976 | 3970 |
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 | 496120 | -164695 | -268208 | -180 | -762538 | -173308 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7108, "evaluation_days": 2369.33, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558310400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760234413557, "expiration_time": 1766368512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 9, "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": [ [ 1726620.8054336065, 1538385.6277670872, 188235.1776665193, 3197376.135726989, -764371.0817945565, 3961747.217521546 ], [ 1726.620805, 1538.385628, 188.235178, 3197.376136, -764.371082, 3961.747218 ], [ 0.728738, 0.649291, 0.079447, 0.147649, 0, 0.156462 ], [ 10, 10, 10, 10, 10, 10 ], [ -117714, -83251, -61962, -4711849, -4092094, -1666008 ], [ 3.548264, 5.231711, 1.599418, 1.243549, 0.9053, 1.783459 ], [ 117, 59, 58, 117, 59, 58 ], [ 41, 18, 23, 41, 18, 23 ], [ 76, 41, 35, 76, 41, 35 ], [ 35.042735, 30.508475, 39.655172, 35.042735, 30.508475, 39.655172 ], [ 6.57727, 11.916676, 2.433897, 2.305116, 2.062073, 2.713959 ], [ 1439266, 1439266, 66216, 2170284, 1893736, 2170284 ], [ -24064, -18907, -24064, -930322, -930322, -598063 ], [ 59, 50, 68, 59, 50, 68 ], [ 132, 119, 142, 132, 119, 142 ], [ 19, 19, 20, 19, 19, 20 ], [ 6946, 2976, 3970, 6946, 2976, 3970 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 496120, -164695, -268208, -180, -762538, -173308 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7108, "evaluation_days": 2369.33, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558310400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760234413557, "expiration_time": 1766368512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 9, "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) |
---|