Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248244.9581 | 176746.5683 | 71498.3898 | -81349.9784 | -39871.7861 | -41478.1923 |
Total P&L (%) | 248.245 | 176.7466 | 71.4984 | -81.35 | -39.8718 | -41.4782 |
Avg Daily Profit (%) | 0.1755 | 0.125 | 0.0506 | -0.1187 | -0.036 | -0.0379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275251 | -105939 | -205448 | -141617 | -47300 | -128758 |
Profit Factor | 1.2964 | 1.5631 | 1.1365 | 0.7586 | 0.7371 | 0.7762 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 136 | 63 | 73 | 136 | 63 | 73 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 68.6869 | 63.6364 | 73.7374 | 68.6869 | 63.6364 | 73.7374 |
Ratio Avg Win / Avg Loss | 0.591 | 0.8932 | 0.4048 | 0.3458 | 0.4212 | 0.2764 |
Largest Winning Trade | 32832 | 32832 | 31850 | 20862 | 20862 | 16504 |
Largest Losing Trade | -87260 | -48585 | -87260 | -100932 | -47300 | -100932 |
Avg Bars in Trades | 84 | 89 | 78 | 84 | 89 | 78 |
Avg Bars in Winners | 53 | 59 | 47 | 53 | 59 | 47 |
Avg Bars in Losers | 152 | 142 | 165 | 152 | 142 | 165 |
Bars Traded | 16670 | 8889 | 7781 | 16670 | 8889 | 7781 |
Profit Streak | 5.0608 | 0 | 8.5608 | 5.0608 | 0 | 8.5608 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359344 | -24690 | -193703 | -576602 | -579300 | -577042 |
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16973, "evaluation_days": 1414.42, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1637719200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758828453536, "expiration_time": 1763121801600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 144, "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": [ [ 248244.9580924041, 176746.5683273941, 71498.3897650102, -81349.9783662309, -39871.7861074247, -41478.1922588062 ], [ 248.244958, 176.746568, 71.49839, -81.349978, -39.871786, -41.478192 ], [ 0.17551, 0.12496, 0.05055, -0.118658, -0.035958, -0.037872 ], [ 10, 10, 10, 10, 10, 10 ], [ -275251, -105939, -205448, -141617, -47300, -128758 ], [ 1.296359, 1.563084, 1.13651, 0.758579, 0.737075, 0.776176 ], [ 198, 99, 99, 198, 99, 99 ], [ 136, 63, 73, 136, 63, 73 ], [ 62, 36, 26, 62, 36, 26 ], [ 68.686869, 63.636364, 73.737374, 68.686869, 63.636364, 73.737374 ], [ 0.590987, 0.893191, 0.404784, 0.345823, 0.421186, 0.276446 ], [ 32832, 32832, 31850, 20862, 20862, 16504 ], [ -87260, -48585, -87260, -100932, -47300, -100932 ], [ 84, 89, 78, 84, 89, 78 ], [ 53, 59, 47, 53, 59, 47 ], [ 152, 142, 165, 152, 142, 165 ], [ 16670, 8889, 7781, 16670, 8889, 7781 ], [ 5.060805, 0, 8.560805, 5.060805, 0, 8.560805 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359344, -24690, -193703, -576602, -579300, -577042 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16973, "evaluation_days": 1414.42, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1637719200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758828453536, "expiration_time": 1763121801600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 144, "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) |
---|