Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191496.3844 | 1205255.4101 | -13759.0257 | -65866.7399 | 11874.517 | -77741.2569 |
Total P&L (%) | 1191.4964 | 1205.2554 | -13.759 | -65.8667 | 11.8745 | -77.7413 |
Avg Daily Profit (%) | 0.5033 | 0.5091 | -0.0058 | -0.0454 | 0.0047 | -0.0634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178119 | -128896 | -199830 | -245572 | -244870 | -258745 |
Profit Factor | 2.259 | 3.2863 | 0.9672 | 0.9407 | 1.0193 | 0.8437 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 46.4912 | 42.1053 | 50.8772 | 46.4912 | 42.1053 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.6 | 4.5187 | 0.9338 | 1.0827 | 1.4016 | 0.8146 |
Largest Winning Trade | 1323742 | 1323742 | 54405 | 257034 | 257034 | 56973 |
Largest Losing Trade | -41328 | -41328 | -40027 | -108421 | -87053 | -108421 |
Avg Bars in Trades | 40 | 51 | 28 | 40 | 51 | 28 |
Avg Bars in Winners | 50 | 69 | 34 | 50 | 69 | 34 |
Avg Bars in Losers | 31 | 39 | 23 | 31 | 39 | 23 |
Bars Traded | 4599 | 2957 | 1642 | 4599 | 2957 | 1642 |
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 | 499255 | -166163 | -760441 | -580173 | -676324 | -760441 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4735, "evaluation_days": 2367.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559649600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760084852017, "expiration_time": 1766190960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "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": [ [ 1191496.3844136053, 1205255.410149128, -13759.0257355224, -65866.7399388561, 11874.5169714313, -77741.2569102874 ], [ 1191.496384, 1205.25541, -13.759026, -65.86674, 11.874517, -77.741257 ], [ 0.503272, 0.509084, -0.005812, -0.045392, 0.00474, -0.063441 ], [ 10, 10, 10, 10, 10, 10 ], [ -178119, -128896, -199830, -245572, -244870, -258745 ], [ 2.259033, 3.286318, 0.967178, 0.940736, 1.01934, 0.843707 ], [ 114, 57, 57, 114, 57, 57 ], [ 53, 24, 29, 53, 24, 29 ], [ 61, 33, 28, 61, 33, 28 ], [ 46.491228, 42.105263, 50.877193, 46.491228, 42.105263, 50.877193 ], [ 2.60002, 4.518687, 0.933827, 1.082734, 1.401592, 0.814614 ], [ 1323742, 1323742, 54405, 257034, 257034, 56973 ], [ -41328, -41328, -40027, -108421, -87053, -108421 ], [ 40, 51, 28, 40, 51, 28 ], [ 50, 69, 34, 50, 69, 34 ], [ 31, 39, 23, 31, 39, 23 ], [ 4599, 2957, 1642, 4599, 2957, 1642 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 499255, -166163, -760441, -580173, -676324, -760441 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4735, "evaluation_days": 2367.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559649600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760084852017, "expiration_time": 1766190960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "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) |
---|