Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832274.2451 | 731281.0987 | 100993.1464 | 1270407.7603 | 20529.7356 | 1249878.0246 |
Total P&L (%) | 832.2742 | 731.2811 | 100.9931 | 1270.4078 | 20.5297 | 1249.878 |
Avg Daily Profit (%) | 0.3523 | 0.3095 | 0.0427 | 0.1109 | 0.0079 | 0.1102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124988 | -54783 | -124279 | -776827 | -590822 | -379688 |
Profit Factor | 2.2544 | 3.2776 | 1.2949 | 1.3576 | 1.0103 | 1.7997 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 35.0515 | 32.6531 | 37.5 | 35.0515 | 32.6531 | 37.5 |
Ratio Avg Win / Avg Loss | 4.1773 | 6.76 | 2.1582 | 2.5155 | 2.0838 | 2.9995 |
Largest Winning Trade | 510780 | 510780 | 69382 | 879551 | 548065 | 879551 |
Largest Losing Trade | -41837 | -22181 | -41837 | -320118 | -251702 | -320118 |
Avg Bars in Trades | 44 | 31 | 58 | 44 | 31 | 58 |
Avg Bars in Winners | 89 | 63 | 113 | 89 | 63 | 113 |
Avg Bars in Losers | 20 | 16 | 24 | 20 | 16 | 24 |
Bars Traded | 4341 | 1543 | 2798 | 4341 | 1543 | 2798 |
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 | 290723 | 309236 | -139417 | -48580 | -403521 | -46782 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4725, "evaluation_days": 2362.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560254400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759655704477, "expiration_time": 1765746000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 832274.2451022761, 731281.0986890881, 100993.1464131882, 1270407.7602662456, 20529.7356311269, 1249878.0246351191 ], [ 832.274245, 731.281099, 100.993146, 1270.40776, 20.529736, 1249.878025 ], [ 0.352285, 0.309537, 0.042748, 0.110863, 0.007904, 0.110224 ], [ 10, 10, 10, 10, 10, 10 ], [ -124988, -54783, -124279, -776827, -590822, -379688 ], [ 2.25439, 3.277571, 1.294948, 1.357566, 1.010316, 1.799709 ], [ 97, 49, 48, 97, 49, 48 ], [ 34, 16, 18, 34, 16, 18 ], [ 63, 33, 30, 63, 33, 30 ], [ 35.051546, 32.653061, 37.5, 35.051546, 32.653061, 37.5 ], [ 4.177252, 6.759991, 2.158247, 2.51549, 2.083777, 2.999515 ], [ 510780, 510780, 69382, 879551, 548065, 879551 ], [ -41837, -22181, -41837, -320118, -251702, -320118 ], [ 44, 31, 58, 44, 31, 58 ], [ 89, 63, 113, 89, 63, 113 ], [ 20, 16, 24, 20, 16, 24 ], [ 4341, 1543, 2798, 4341, 1543, 2798 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 290723, 309236, -139417, -48580, -403521, -46782 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4725, "evaluation_days": 2362.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1560254400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759655704477, "expiration_time": 1765746000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|