Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351012.4517 | 407979.7946 | -56967.3429 | -87637.6858 | -4008.1727 | -83629.5131 |
Total P&L (%) | 351.0125 | 407.9798 | -56.9673 | -87.6377 | -4.0082 | -83.6295 |
Avg Daily Profit (%) | 0.1492 | 0.1735 | -0.0242 | -0.0888 | -0.0017 | -0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124548 | -99987 | -185868 | -84310 | -94498 | -122567 |
Profit Factor | 1.2308 | 1.4577 | 0.9095 | 0.8721 | 0.9902 | 0.6993 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 116 | 63 | 53 | 116 | 63 | 53 |
Losing Trades | 132 | 61 | 71 | 132 | 61 | 71 |
Profitability (%) | 46.7742 | 50.8065 | 42.7419 | 46.7742 | 50.8065 | 42.7419 |
Ratio Avg Win / Avg Loss | 1.4006 | 1.4114 | 1.2184 | 0.9924 | 0.9587 | 0.9368 |
Largest Winning Trade | 172649 | 172649 | 33256 | 38931 | 38931 | 15220 |
Largest Losing Trade | -63721 | -63721 | -59387 | -59733 | -59733 | -33072 |
Avg Bars in Trades | 18 | 25 | 12 | 18 | 25 | 12 |
Avg Bars in Winners | 22 | 28 | 16 | 22 | 28 | 16 |
Avg Bars in Losers | 14 | 21 | 9 | 14 | 21 | 9 |
Bars Traded | 4633 | 3111 | 1522 | 4633 | 3111 | 1522 |
Profit Streak | 67.788 | 72.288 | 67.788 | 67.788 | 72.288 | 67.788 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271563 | 359091 | -581322 | -579075 | -579245 | -582989 |
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{ "first_band": { "type": "sma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 46, "offset": 0 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4704, "evaluation_days": 2352, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1557489600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758869684882, "expiration_time": 1764811584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 46, "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) |
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