Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91495.4632 | 36094.1062 | 55401.357 | 68603.4198 | 15138.0177 | 53465.4021 |
Total P&L (%) | 91.4955 | 36.0941 | 55.4014 | 68.6034 | 15.138 | 53.4654 |
Avg Daily Profit (%) | 0.3513 | 0.1386 | 0.2127 | 0.2008 | 0.0541 | 0.1646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60168 | -19046 | -67321 | -169562 | -59549 | -173849 |
Profit Factor | 1.4309 | 1.3785 | 1.4736 | 1.1414 | 1.0704 | 1.1979 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 72.4138 | 63.6364 | 81.3953 | 72.4138 | 63.6364 | 81.3953 |
Ratio Avg Win / Avg Loss | 0.5451 | 0.7877 | 0.3368 | 0.4348 | 0.6116 | 0.2738 |
Largest Winning Trade | 21147 | 14057 | 21147 | 42196 | 33783 | 42196 |
Largest Losing Trade | -44902 | -17695 | -44902 | -103305 | -52436 | -103305 |
Avg Bars in Trades | 278 | 286 | 271 | 278 | 286 | 271 |
Avg Bars in Winners | 181 | 179 | 183 | 181 | 179 | 183 |
Avg Bars in Losers | 535 | 474 | 657 | 535 | 474 | 657 |
Bars Traded | 24268 | 12607 | 11661 | 24268 | 12607 | 11661 |
Profit Streak | 0 | 0 | 15.5388 | 0 | 0 | 15.5388 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365463 | -11248 | 341871 | -57154 | -275112 | 178110 |
{ "trading_pair": "ENS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736709300000, "first_datapoint_time": 1737034200000, "last_datapoint_time": 1759208400000, "evaluation_time": 1759209051054, "expiration_time": 1765688400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 239, "offset": 123 } } }
{ "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": [ [ 91495.4632157861, 36094.1062297211, 55401.356986065, 68603.4197520947, 15138.0176623832, 53465.4020897115 ], [ 91.495463, 36.094106, 55.401357, 68.60342, 15.138018, 53.465402 ], [ 0.351338, 0.1386, 0.212738, 0.200792, 0.054143, 0.164602 ], [ 10, 10, 10, 10, 10, 10 ], [ -60168, -19046, -67321, -169562, -59549, -173849 ], [ 1.430893, 1.378493, 1.47361, 1.14135, 1.070361, 1.197876 ], [ 87, 44, 43, 87, 44, 43 ], [ 63, 28, 35, 63, 28, 35 ], [ 24, 16, 8, 24, 16, 8 ], [ 72.413793, 63.636364, 81.395349, 72.413793, 63.636364, 81.395349 ], [ 0.545102, 0.787711, 0.336825, 0.4348, 0.611635, 0.2738 ], [ 21147, 14057, 21147, 42196, 33783, 42196 ], [ -44902, -17695, -44902, -103305, -52436, -103305 ], [ 278, 286, 271, 278, 286, 271 ], [ 181, 179, 183, 181, 179, 183 ], [ 535, 474, 657, 535, 474, 657 ], [ 24268, 12607, 11661, 24268, 12607, 11661 ], [ 0, 0, 15.538785, 0, 0, 15.538785 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365463, -11248, 341871, -57154, -275112, 178110 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736709300000, "first_datapoint_time": 1737034200000, "last_datapoint_time": 1759208400000, "evaluation_time": 1759209051054, "expiration_time": 1765688400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 239, "offset": 123 } } }
# | 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) |
---|