Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22280.3337 | -7305.7439 | 29586.0776 | 22206.2424 | -8636.5808 | 30842.8232 |
Total P&L (%) | 22.2803 | -7.3057 | 29.5861 | 22.2062 | -8.6366 | 30.8428 |
Avg Daily Profit (%) | 0.4278 | -0.1403 | 0.5681 | 0.3858 | -0.1733 | 0.5175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20853 | -10242 | -13721 | -25296 | -11899 | -17076 |
Profit Factor | 1.4459 | 0.5924 | 1.9234 | 1.373 | 0.5833 | 1.7948 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 46.5909 | 36.3636 | 56.8182 | 46.5909 | 36.3636 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.6576 | 1.0367 | 1.4618 | 1.574 | 1.0207 | 1.3641 |
Largest Winning Trade | 10768 | 2033 | 10768 | 11386 | 2381 | 11386 |
Largest Losing Trade | -7489 | -2486 | -7489 | -9108 | -2743 | -9108 |
Avg Bars in Trades | 265 | 25 | 505 | 265 | 25 | 505 |
Avg Bars in Winners | 334 | 27 | 531 | 334 | 27 | 531 |
Avg Bars in Losers | 205 | 24 | 472 | 205 | 24 | 472 |
Bars Traded | 23387 | 1127 | 22260 | 23387 | 1127 | 22260 |
Profit Streak | 9.9846 | 0 | 10.0075 | 9.9846 | 0 | 10.0075 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 136884 | -585579 | 349536 | 106139 | -585579 | 329060 |
{ "trading_pair": "ENS_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754591220000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759664451825, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 242, "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": [ [ 22280.3337306856, -7305.7438586814, 29586.077589367, 22206.242429538, -8636.5807706046, 30842.8232001426 ], [ 22.280334, -7.305744, 29.586078, 22.206242, -8.636581, 30.842823 ], [ 0.42781, -0.140279, 0.568089, 0.385804, -0.173285, 0.517515 ], [ 10, 10, 10, 10, 10, 10 ], [ -20853, -10242, -13721, -25296, -11899, -17076 ], [ 1.445948, 0.592379, 1.923444, 1.373031, 0.583255, 1.79481 ], [ 88, 44, 44, 88, 44, 44 ], [ 41, 16, 25, 41, 16, 25 ], [ 47, 28, 19, 47, 28, 19 ], [ 46.590909, 36.363636, 56.818182, 46.590909, 36.363636, 56.818182 ], [ 1.65755, 1.036663, 1.461817, 1.573963, 1.020696, 1.364055 ], [ 10768, 2033, 10768, 11386, 2381, 11386 ], [ -7489, -2486, -7489, -9108, -2743, -9108 ], [ 265, 25, 505, 265, 25, 505 ], [ 334, 27, 531, 334, 27, 531 ], [ 205, 24, 472, 205, 24, 472 ], [ 23387, 1127, 22260, 23387, 1127, 22260 ], [ 9.984628, 0, 10.007544, 9.984628, 0, 10.007544 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 136884, -585579, 349536, 106139, -585579, 329060 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754591220000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759664451825, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 242, "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) |
---|