Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013863.2801 | 771923.8541 | 241939.426 | 8653002.4218 | -3975564.1809 | 12628566.6027 |
Total P&L (%) | 1013.8633 | 771.9239 | 241.9394 | 8653.0024 | -3975.5642 | 12628.5666 |
Avg Daily Profit (%) | 0.4298 | 0.3272 | 0.1026 | 0.1898 | 0 | 0.2057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121001 | -71443 | -98455 | -10377900 | -9392086 | -6933448 |
Profit Factor | 2.2757 | 2.8482 | 1.6416 | 1.2373 | 0.8113 | 1.8203 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 51 | 18 | 33 | 51 | 18 | 33 |
Losing Trades | 102 | 59 | 43 | 102 | 59 | 43 |
Profitability (%) | 33.3333 | 23.3766 | 43.4211 | 33.3333 | 23.3766 | 43.4211 |
Ratio Avg Win / Avg Loss | 4.5515 | 9.3358 | 2.1391 | 2.4746 | 2.6592 | 2.3719 |
Largest Winning Trade | 325632 | 325632 | 56964 | 5859932 | 5859932 | 4590734 |
Largest Losing Trade | -24993 | -19234 | -24993 | -2343861 | -2122154 | -2343861 |
Avg Bars in Trades | 44 | 39 | 50 | 44 | 39 | 50 |
Avg Bars in Winners | 96 | 107 | 90 | 96 | 107 | 90 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 6877 | 3051 | 3827 | 6877 | 3051 | 3827 |
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 | 311557 | -64365 | -104967 | 110964 | -656928 | -40477 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7077, "evaluation_days": 2359, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560355200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759364879844, "expiration_time": 1765448928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 168, "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": [ [ 1013863.2801361517, 771923.8541000587, 241939.4260360932, 8653002.421809757, -3975564.1809138292, 12628566.602723585 ], [ 1013.86328, 771.923854, 241.939426, 8653.002422, -3975.564181, 12628.566603 ], [ 0.429785, 0.327225, 0.10256, 0.189751, 0, 0.205656 ], [ 10, 10, 10, 10, 10, 10 ], [ -121001, -71443, -98455, -10377900, -9392086, -6933448 ], [ 2.275742, 2.84821, 1.64164, 1.237318, 0.811283, 1.820284 ], [ 153, 77, 76, 153, 77, 76 ], [ 51, 18, 33, 51, 18, 33 ], [ 102, 59, 43, 102, 59, 43 ], [ 33.333333, 23.376623, 43.421053, 33.333333, 23.376623, 43.421053 ], [ 4.551485, 9.3358, 2.139107, 2.474636, 2.659205, 2.371885 ], [ 325632, 325632, 56964, 5859932, 5859932, 4590734 ], [ -24993, -19234, -24993, -2343861, -2122154, -2343861 ], [ 44, 39, 50, 44, 39, 50 ], [ 96, 107, 90, 96, 107, 90 ], [ 19, 18, 19, 19, 18, 19 ], [ 6877, 3051, 3827, 6877, 3051, 3827 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311557, -64365, -104967, 110964, -656928, -40477 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7077, "evaluation_days": 2359, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560355200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759364879844, "expiration_time": 1765448928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 168, "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) |
---|