Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285725.4208 | 235785.6916 | 49939.7293 | 267999.0267 | 274955.3175 | -6956.2908 |
Total P&L (%) | 285.7254 | 235.7857 | 49.9397 | 267.999 | 274.9553 | -6.9563 |
Avg Daily Profit (%) | 0.202 | 0.1667 | 0.0353 | 0.0922 | 0.0935 | -0.0051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69023 | -44812 | -49460 | -263886 | -151854 | -237753 |
Profit Factor | 1.8572 | 2.293 | 1.3308 | 1.3714 | 1.8283 | 0.9822 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 50 | 48.3871 | 49.2063 | 50 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.9171 | 2.293 | 1.4195 | 1.4156 | 1.8283 | 1.0476 |
Largest Winning Trade | 142485 | 142485 | 25808 | 237227 | 237227 | 104194 |
Largest Losing Trade | -44812 | -44812 | -37626 | -237753 | -110170 | -237753 |
Avg Bars in Trades | 121 | 130 | 111 | 121 | 130 | 111 |
Avg Bars in Winners | 148 | 129 | 168 | 148 | 129 | 168 |
Avg Bars in Losers | 94 | 131 | 58 | 94 | 131 | 58 |
Bars Traded | 7639 | 4188 | 3451 | 7639 | 4188 | 3451 |
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 | -140145 | 420111 | -147465 | -220724 | -64731 | -579778 |
{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8487, "evaluation_days": 1414.5, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1640044800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758928540361, "expiration_time": 1762381584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 105, "offset": 120 } }, "second_band": { "type": "rma", "factors": { "length": 246, "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": [ [ 285725.4208377193, 235785.691586836, 49939.7292508834, 267999.0267262681, 274955.3175343305, -6956.2908080624 ], [ 285.725421, 235.785692, 49.939729, 267.999027, 274.955318, -6.956291 ], [ 0.201997, 0.166692, 0.035306, 0.092153, 0.093479, -0.005097 ], [ 10, 10, 10, 10, 10, 10 ], [ -69023, -44812, -49460, -263886, -151854, -237753 ], [ 1.857201, 2.293038, 1.330785, 1.371366, 1.828344, 0.982151 ], [ 63, 32, 31, 63, 32, 31 ], [ 31, 16, 15, 31, 16, 15 ], [ 32, 16, 16, 32, 16, 16 ], [ 49.206349, 50, 48.387097, 49.206349, 50, 48.387097 ], [ 1.917111, 2.293038, 1.419504, 1.415603, 1.828344, 1.047627 ], [ 142485, 142485, 25808, 237227, 237227, 104194 ], [ -44812, -44812, -37626, -237753, -110170, -237753 ], [ 121, 130, 111, 121, 130, 111 ], [ 148, 129, 168, 148, 129, 168 ], [ 94, 131, 58, 94, 131, 58 ], [ 7639, 4188, 3451, 7639, 4188, 3451 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -140145, 420111, -147465, -220724, -64731, -579778 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8487, "evaluation_days": 1414.5, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1640044800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758928540361, "expiration_time": 1762381584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 105, "offset": 120 } }, "second_band": { "type": "rma", "factors": { "length": 246, "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) |
---|