Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299063.1803 | 231987.1273 | 67076.053 | 79923.3833 | 134126.0753 | -54202.6921 |
Total P&L (%) | 299.0632 | 231.9871 | 67.0761 | 79.9234 | 134.1261 | -54.2027 |
Avg Daily Profit (%) | 0.2101 | 0.163 | 0.0471 | 0.0413 | 0.0598 | -0.0548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172867 | -119314 | -144739 | -334505 | -194605 | -322120 |
Profit Factor | 1.191 | 1.3049 | 1.0833 | 1.031 | 1.1093 | 0.9598 |
Total Trades | 522 | 261 | 261 | 522 | 261 | 261 |
Winning Trades | 255 | 130 | 125 | 255 | 130 | 125 |
Losing Trades | 267 | 131 | 136 | 267 | 131 | 136 |
Profitability (%) | 48.8506 | 49.8084 | 47.8927 | 48.8506 | 49.8084 | 47.8927 |
Ratio Avg Win / Avg Loss | 1.247 | 1.315 | 1.1786 | 1.0796 | 1.1179 | 1.0442 |
Largest Winning Trade | 58454 | 58454 | 33837 | 57721 | 57057 | 57721 |
Largest Losing Trade | -48333 | -39318 | -48333 | -209110 | -69576 | -209110 |
Avg Bars in Trades | 16 | 17 | 14 | 16 | 17 | 14 |
Avg Bars in Winners | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Losers | 16 | 18 | 13 | 16 | 18 | 13 |
Bars Traded | 8467 | 4603 | 3864 | 8467 | 4603 | 3864 |
Profit Streak | 0 | 0 | 23.1131 | 0 | 0 | 23.1131 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -200 | 303539 | -257766 | -321600 | -212350 | -577806 |
{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8541, "evaluation_days": 1423.5, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1637294400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759502575783, "expiration_time": 1763182512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 55, "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": [ [ 299063.180265705, 231987.1273025486, 67076.0529631564, 79923.3832714226, 134126.0753294042, -54202.6920579819 ], [ 299.06318, 231.987127, 67.076053, 79.923383, 134.126075, -54.202692 ], [ 0.21009, 0.16297, 0.047121, 0.04127, 0.059778, -0.054846 ], [ 10, 10, 10, 10, 10, 10 ], [ -172867, -119314, -144739, -334505, -194605, -322120 ], [ 1.190965, 1.30492, 1.083299, 1.031044, 1.109333, 0.959783 ], [ 522, 261, 261, 522, 261, 261 ], [ 255, 130, 125, 255, 130, 125 ], [ 267, 131, 136, 267, 131, 136 ], [ 48.850575, 49.808429, 47.89272, 48.850575, 49.808429, 47.89272 ], [ 1.247011, 1.314958, 1.178629, 1.079564, 1.117867, 1.044243 ], [ 58454, 58454, 33837, 57721, 57057, 57721 ], [ -48333, -39318, -48333, -209110, -69576, -209110 ], [ 16, 17, 14, 16, 17, 14 ], [ 16, 16, 15, 16, 16, 15 ], [ 16, 18, 13, 16, 18, 13 ], [ 8467, 4603, 3864, 8467, 4603, 3864 ], [ 0, 0, 23.113145, 0, 0, 23.113146 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -200, 303539, -257766, -321600, -212350, -577806 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8541, "evaluation_days": 1423.5, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1637294400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759502575783, "expiration_time": 1763182512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 55, "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) |
---|