Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234518.5327 | 169257.206 | 65261.3267 | 54338.8544 | 268317.5457 | -213978.6913 |
Total P&L (%) | 234.5185 | 169.2572 | 65.2613 | 54.3389 | 268.3175 | -213.9787 |
Avg Daily Profit (%) | 0.1658 | 0.1197 | 0.0461 | 0.0307 | 0.0922 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111435 | -70027 | -78503 | -593436 | -306804 | -427655 |
Profit Factor | 1.2793 | 1.4411 | 1.1431 | 1.019 | 1.2227 | 0.8706 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 52.0362 | 52.2523 | 51.8182 | 52.0362 | 52.2523 | 51.8182 |
Ratio Avg Win / Avg Loss | 1.1792 | 1.3169 | 1.0629 | 0.9393 | 1.1173 | 0.8095 |
Largest Winning Trade | 62892 | 62892 | 34037 | 203738 | 203738 | 129606 |
Largest Losing Trade | -43385 | -30543 | -43385 | -268873 | -192218 | -268873 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 5503 | 2617 | 2886 | 5503 | 2617 | 2886 |
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 | 323440 | -32003 | -194451 | -352524 | -69930 | -580526 |
{ "trading_pair": "ENS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1414.5, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1638878400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758868010624, "expiration_time": 1762381584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 65 } } }
{ "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": [ [ 234518.5327376359, 169257.2059998572, 65261.3267377785, 54338.8544138082, 268317.5456811677, -213978.6912673594 ], [ 234.518533, 169.257206, 65.261327, 54.338854, 268.317546, -213.978691 ], [ 0.165796, 0.119659, 0.046137, 0.030686, 0.092215, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -111435, -70027, -78503, -593436, -306804, -427655 ], [ 1.279294, 1.441135, 1.143118, 1.019006, 1.22268, 0.870641 ], [ 221, 111, 110, 221, 111, 110 ], [ 115, 58, 57, 115, 58, 57 ], [ 106, 53, 53, 106, 53, 53 ], [ 52.036199, 52.252252, 51.818182, 52.036199, 52.252252, 51.818182 ], [ 1.179176, 1.316899, 1.062899, 0.939257, 1.117276, 0.809543 ], [ 62892, 62892, 34037, 203738, 203738, 129606 ], [ -43385, -30543, -43385, -268873, -192218, -268873 ], [ 24, 23, 26, 24, 23, 26 ], [ 25, 24, 26, 25, 24, 26 ], [ 24, 22, 26, 24, 22, 26 ], [ 5503, 2617, 2886, 5503, 2617, 2886 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323440, -32003, -194451, -352524, -69930, -580526 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1414.5, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1638878400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758868010624, "expiration_time": 1762381584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 65 } } }
# | 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) |
---|