Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411683.2711 | 283249.8152 | 128433.4558 | 921008.2404 | 764660.8736 | 156347.3668 |
Total P&L (%) | 411.6833 | 283.2498 | 128.4335 | 921.0082 | 764.6609 | 156.3474 |
Avg Daily Profit (%) | 0.2899 | 0.1994 | 0.0904 | 0.1637 | 0.152 | 0.0663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72694 | -47884 | -58241 | -621469 | -338267 | -653595 |
Profit Factor | 1.8402 | 2.2636 | 1.4832 | 1.4951 | 2.1161 | 1.1331 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 46.1538 | 44.4444 | 47.8873 | 46.1538 | 44.4444 | 47.8873 |
Ratio Avg Win / Avg Loss | 2.1469 | 2.8295 | 1.614 | 1.7443 | 2.6451 | 1.233 |
Largest Winning Trade | 137345 | 137345 | 64504 | 473121 | 473121 | 472568 |
Largest Losing Trade | -32079 | -22766 | -32079 | -372456 | -100785 | -372456 |
Avg Bars in Trades | 37 | 34 | 41 | 37 | 34 | 41 |
Avg Bars in Winners | 54 | 49 | 60 | 54 | 49 | 60 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 5422 | 2494 | 2928 | 5422 | 2494 | 2928 |
Profit Streak | 0 | 0 | 75.6166 | 0 | 0 | 75.6166 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387497 | -69693 | -157140 | 323927 | -69966 | -265774 |
{ "trading_pair": "ENS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5681, "evaluation_days": 1420.25, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1639915200000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759222077494, "expiration_time": 1762893288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 3, "offset": 134 } }, "second_band": { "type": "ema", "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": [ [ 411683.2710781888, 283249.8152496403, 128433.4558285484, 921008.2403804403, 764660.8736040927, 156347.3667763471 ], [ 411.683271, 283.249815, 128.433456, 921.00824, 764.660874, 156.347367 ], [ 0.289867, 0.199437, 0.09043, 0.163723, 0.152002, 0.066303 ], [ 10, 10, 10, 10, 10, 10 ], [ -72694, -47884, -58241, -621469, -338267, -653595 ], [ 1.840215, 2.263604, 1.483171, 1.495149, 2.116063, 1.13307 ], [ 143, 72, 71, 143, 72, 71 ], [ 66, 32, 34, 66, 32, 34 ], [ 77, 40, 37, 77, 40, 37 ], [ 46.153846, 44.444444, 47.887324, 46.153846, 44.444444, 47.887324 ], [ 2.146917, 2.829505, 1.614039, 1.74434, 2.645079, 1.233047 ], [ 137345, 137345, 64504, 473121, 473121, 472568 ], [ -32079, -22766, -32079, -372456, -100785, -372456 ], [ 37, 34, 41, 37, 34, 41 ], [ 54, 49, 60, 54, 49, 60 ], [ 23, 22, 23, 23, 22, 23 ], [ 5422, 2494, 2928, 5422, 2494, 2928 ], [ 0, 0, 75.616638, 0, 0, 75.616638 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 387497, -69693, -157140, 323927, -69966, -265774 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5681, "evaluation_days": 1420.25, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1639915200000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759222077494, "expiration_time": 1762893288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 3, "offset": 134 } }, "second_band": { "type": "ema", "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) |
---|