Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1688235.1303 | 1526344.4475 | 161890.6828 | 2162474.1231 | -986329.5487 | 3148803.6717 |
Total P&L (%) | 1688.2351 | 1526.3444 | 161.8907 | 2162.4741 | -986.3295 | 3148.8037 |
Avg Daily Profit (%) | 0.7166 | 0.6479 | 0.0687 | 0.1325 | 0 | 0.1479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103891 | -83209 | -76105 | -3134758 | -2828442 | -1331520 |
Profit Factor | 3.3599 | 5.2119 | 1.4586 | 1.2228 | 0.8317 | 1.8186 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 35.5769 | 26.9231 | 44.2308 | 35.5769 | 26.9231 | 44.2308 |
Ratio Avg Win / Avg Loss | 6.0842 | 14.1467 | 1.8391 | 2.2142 | 2.2574 | 2.2931 |
Largest Winning Trade | 1390233 | 1390233 | 63189 | 2000104 | 1350283 | 2000104 |
Largest Losing Trade | -35043 | -33711 | -35043 | -1230267 | -1230267 | -954391 |
Avg Bars in Trades | 44 | 38 | 51 | 44 | 38 | 51 |
Avg Bars in Winners | 94 | 89 | 96 | 94 | 89 | 96 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 4658 | 1993 | 2665 | 4658 | 1993 | 2665 |
Profit Streak | 0 | 0 | 143.435 | 0 | 0 | 143.435 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487628 | -181856 | -280360 | -20365 | -779672 | -173138 |
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4712, "evaluation_days": 2356, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1555804800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759098385674, "expiration_time": 1765167552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 7, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 1688235.1303061324, 1526344.4475272663, 161890.6827788658, 2162474.123056536, -986329.5486818001, 3148803.6717383363 ], [ 1688.23513, 1526.344448, 161.890683, 2162.474123, -986.329549, 3148.803672 ], [ 0.716568, 0.647854, 0.068714, 0.132475, 0, 0.147854 ], [ 10, 10, 10, 10, 10, 10 ], [ -103891, -83209, -76105, -3134758, -2828442, -1331520 ], [ 3.359921, 5.211928, 1.458625, 1.222789, 0.831685, 1.818641 ], [ 104, 52, 52, 104, 52, 52 ], [ 37, 14, 23, 37, 14, 23 ], [ 67, 38, 29, 67, 38, 29 ], [ 35.576923, 26.923077, 44.230769, 35.576923, 26.923077, 44.230769 ], [ 6.084181, 14.146662, 1.839135, 2.214239, 2.257429, 2.293069 ], [ 1390233, 1390233, 63189, 2000104, 1350283, 2000104 ], [ -35043, -33711, -35043, -1230267, -1230267, -954391 ], [ 44, 38, 51, 44, 38, 51 ], [ 94, 89, 96, 94, 89, 96 ], [ 17, 19, 15, 17, 19, 15 ], [ 4658, 1993, 2665, 4658, 1993, 2665 ], [ 0, 0, 143.435019, 0, 0, 143.435019 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 487628, -181856, -280360, -20365, -779672, -173138 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4712, "evaluation_days": 2356, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1555804800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759098385674, "expiration_time": 1765167552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 7, "offset": 0, "scalar": 4 } } }
# | 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) |
---|