Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583005.1514 | 693872.5618 | -110867.4104 | -91354.6659 | -12656.5852 | -78698.0807 |
Total P&L (%) | 583.0052 | 693.8726 | -110.8674 | -91.3547 | -12.6566 | -78.6981 |
Avg Daily Profit (%) | 0.2479 | 0.295 | -0.0471 | -0.104 | -0.0058 | -0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236937 | -238053 | -158631 | -177974 | -194461 | -139733 |
Profit Factor | 1.7098 | 2.5662 | 0.7069 | 0.8493 | 0.9628 | 0.7041 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 42.5 | 40 | 45 | 42.5 | 40 | 45 |
Ratio Avg Win / Avg Loss | 2.3133 | 3.8492 | 0.864 | 1.149 | 1.4442 | 0.8606 |
Largest Winning Trade | 869702 | 869702 | 44714 | 162985 | 162985 | 49643 |
Largest Losing Trade | -55186 | -42698 | -55186 | -56209 | -39787 | -56209 |
Avg Bars in Trades | 36 | 47 | 25 | 36 | 47 | 25 |
Avg Bars in Winners | 53 | 70 | 38 | 53 | 70 | 38 |
Avg Bars in Losers | 24 | 31 | 15 | 24 | 31 | 15 |
Bars Traded | 4388 | 2838 | 1550 | 4388 | 2838 | 1550 |
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 | 327202 | -159604 | -751625 | -581709 | -752458 | -751625 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4704, "evaluation_days": 2352, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1565568000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758952631190, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 233, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 583005.1513662927, 693872.5617928486, -110867.4104265554, -91354.6659228239, -12656.5852015592, -78698.0807212648 ], [ 583.005151, 693.872562, -110.86741, -91.354666, -12.656585, -78.698081 ], [ 0.247876, 0.295014, -0.047138, -0.104034, -0.005753, -0.065726 ], [ 10, 10, 10, 10, 10, 10 ], [ -236937, -238053, -158631, -177974, -194461, -139733 ], [ 1.709814, 2.566153, 0.706938, 0.849265, 0.962784, 0.704117 ], [ 120, 60, 60, 120, 60, 60 ], [ 51, 24, 27, 51, 24, 27 ], [ 69, 36, 33, 69, 36, 33 ], [ 42.5, 40, 45, 42.5, 40, 45 ], [ 2.313277, 3.84923, 0.864035, 1.149006, 1.444176, 0.860587 ], [ 869702, 869702, 44714, 162985, 162985, 49643 ], [ -55186, -42698, -55186, -56209, -39787, -56209 ], [ 36, 47, 25, 36, 47, 25 ], [ 53, 70, 38, 53, 70, 38 ], [ 24, 31, 15, 24, 31, 15 ], [ 4388, 2838, 1550, 4388, 2838, 1550 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327202, -159604, -751625, -581709, -752458, -751625 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4704, "evaluation_days": 2352, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1565568000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758952631190, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 233, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|