Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323351.8808 | 224079.3369 | 99272.5439 | 273961.6693 | 186543.4764 | 87418.1928 |
Total P&L (%) | 323.3519 | 224.0793 | 99.2725 | 273.9617 | 186.5435 | 87.4182 |
Avg Daily Profit (%) | 0.2264 | 0.1569 | 0.0695 | 0.0924 | 0.0737 | 0.044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91778 | -61098 | -79014 | -218828 | -154578 | -170047 |
Profit Factor | 1.5437 | 1.643 | 1.4031 | 1.2039 | 1.2317 | 1.1624 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 47.1014 | 40.5797 | 53.6232 | 47.1014 | 40.5797 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.7337 | 2.4059 | 1.2135 | 1.3521 | 1.8035 | 1.0053 |
Largest Winning Trade | 105231 | 105231 | 52772 | 157930 | 157930 | 60884 |
Largest Losing Trade | -32648 | -31167 | -32648 | -89743 | -61468 | -89743 |
Avg Bars in Trades | 60 | 67 | 52 | 60 | 67 | 52 |
Avg Bars in Winners | 72 | 85 | 62 | 72 | 85 | 62 |
Avg Bars in Losers | 49 | 55 | 41 | 49 | 55 | 41 |
Bars Traded | 8294 | 4656 | 3638 | 8294 | 4656 | 3638 |
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 | 351695 | -95257 | -200611 | -70860 | -199321 | -277243 |
{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8568, "evaluation_days": 1428, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1638777600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759888079497, "expiration_time": 1763582976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 158, "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": [ [ 323351.8807676743, 224079.3368575045, 99272.5439101694, 273961.6692831024, 186543.4764450949, 87418.1928380076 ], [ 323.351881, 224.079337, 99.272544, 273.961669, 186.543476, 87.418193 ], [ 0.226437, 0.156918, 0.069519, 0.092408, 0.073747, 0.043999 ], [ 10, 10, 10, 10, 10, 10 ], [ -91778, -61098, -79014, -218828, -154578, -170047 ], [ 1.543672, 1.64302, 1.403095, 1.203925, 1.23169, 1.162396 ], [ 138, 69, 69, 138, 69, 69 ], [ 65, 28, 37, 65, 28, 37 ], [ 73, 41, 32, 73, 41, 32 ], [ 47.101449, 40.57971, 53.623188, 47.101449, 40.57971, 53.623188 ], [ 1.733663, 2.405851, 1.213488, 1.3521, 1.803547, 1.005316 ], [ 105231, 105231, 52772, 157930, 157930, 60884 ], [ -32648, -31167, -32648, -89743, -61468, -89743 ], [ 60, 67, 52, 60, 67, 52 ], [ 72, 85, 62, 72, 85, 62 ], [ 49, 55, 41, 49, 55, 41 ], [ 8294, 4656, 3638, 8294, 4656, 3638 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351695, -95257, -200611, -70860, -199321, -277243 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8568, "evaluation_days": 1428, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1638777600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759888079497, "expiration_time": 1763582976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 158, "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) |
---|