Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075416.6041 | 1012735.073 | 62681.5311 | 17741.2802 | -79897.3814 | 97638.6617 |
Total P&L (%) | 1075.4166 | 1012.7351 | 62.6815 | 17.7413 | -79.8974 | 97.6387 |
Avg Daily Profit (%) | 0.4553 | 0.4288 | 0.0265 | 0.0069 | -0.0679 | 0.0288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175017 | -93082 | -187436 | -137518 | -147275 | -102936 |
Profit Factor | 2.5836 | 4.0151 | 1.1826 | 1.0311 | 0.7596 | 1.4095 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 42.3077 | 41.0256 | 43.5897 | 42.3077 | 41.0256 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.5231 | 5.7717 | 1.5305 | 1.406 | 1.092 | 1.8241 |
Largest Winning Trade | 952839 | 952839 | 68059 | 55432 | 50709 | 55432 |
Largest Losing Trade | -87172 | -35867 | -87172 | -77389 | -64148 | -77389 |
Avg Bars in Trades | 89 | 78 | 100 | 89 | 78 | 100 |
Avg Bars in Winners | 136 | 115 | 156 | 136 | 115 | 156 |
Avg Bars in Losers | 55 | 52 | 57 | 55 | 52 | 57 |
Bars Traded | 6998 | 3065 | 3932 | 6998 | 3065 | 3932 |
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 | -26622 | 489465 | -178902 | -420089 | -582580 | -154951 |
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7086, "evaluation_days": 2362, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1556236800000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759610372977, "expiration_time": 1765715904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 25, "offset": 0, "a": 0.76471 } } }
{ "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": [ [ 1075416.6040575535, 1012735.0729909677, 62681.531066586, 17741.2802254538, -79897.3814365544, 97638.6616620082 ], [ 1075.416604, 1012.735073, 62.681531, 17.74128, -79.897381, 97.638662 ], [ 0.455299, 0.428762, 0.026537, 0.006915, -0.067899, 0.028847 ], [ 10, 10, 10, 10, 10, 10 ], [ -175017, -93082, -187436, -137518, -147275, -102936 ], [ 2.583601, 4.015097, 1.182634, 1.03108, 0.759648, 1.409543 ], [ 78, 39, 39, 78, 39, 39 ], [ 33, 16, 17, 33, 16, 17 ], [ 45, 23, 22, 45, 23, 22 ], [ 42.307692, 41.025641, 43.589744, 42.307692, 41.025641, 43.589744 ], [ 3.523093, 5.771702, 1.530468, 1.406018, 1.091994, 1.824115 ], [ 952839, 952839, 68059, 55432, 50709, 55432 ], [ -87172, -35867, -87172, -77389, -64148, -77389 ], [ 89, 78, 100, 89, 78, 100 ], [ 136, 115, 156, 136, 115, 156 ], [ 55, 52, 57, 55, 52, 57 ], [ 6998, 3065, 3932, 6998, 3065, 3932 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -26622, 489465, -178902, -420089, -582580, -154951 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7086, "evaluation_days": 2362, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1556236800000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759610372977, "expiration_time": 1765715904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 25, "offset": 0, "a": 0.76471 } } }
# | 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) |
---|