Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58074.3248 | 39062.9004 | 19011.4244 | 67258.6699 | 40685.5867 | 26573.0832 |
Total P&L (%) | 58.0743 | 39.0629 | 19.0114 | 67.2587 | 40.6856 | 26.5731 |
Avg Daily Profit (%) | 0.669 | 0.45 | 0.219 | 0.5943 | 0.394 | 0.2718 |
Buy And Hold Return (%) | 12.593 | 12.593 | 12.593 | 12.593 | 12.593 | 12.593 |
Max Trade Drawdown | -17000 | -14540 | -16431 | -22873 | -23634 | -21622 |
Profit Factor | 1.7862 | 2.206 | 1.4584 | 1.6101 | 1.826 | 1.4358 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 43.5484 | 51.6129 | 35.4839 | 43.5484 | 51.6129 | 35.4839 |
Ratio Avg Win / Avg Loss | 2.3155 | 2.0681 | 2.6516 | 2.0872 | 1.7118 | 2.6105 |
Largest Winning Trade | 17283 | 17283 | 9703 | 18620 | 18620 | 14068 |
Largest Losing Trade | -6354 | -4596 | -6354 | -10218 | -7077 | -10218 |
Avg Bars in Trades | 390 | 393 | 387 | 390 | 393 | 387 |
Avg Bars in Winners | 621 | 584 | 675 | 621 | 584 | 675 |
Avg Bars in Losers | 212 | 190 | 229 | 212 | 190 | 229 |
Bars Traded | 24222 | 12198 | 12024 | 24222 | 12198 | 12024 |
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 | -149894 | 339668 | -7843 | -150300 | 290163 | -3526 |
{ "trading_pair": "ENS_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751337600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758863040945, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 157, "offset": 212 } }, "second_band": { "type": "dema", "factors": { "length": 142, "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": [ [ 58074.3248268319, 39062.9003790961, 19011.4244477359, 67258.6698918571, 40685.5866622458, 26573.0832296114 ], [ 58.074325, 39.0629, 19.011424, 67.25867, 40.685587, 26.573083 ], [ 0.668982, 0.449982, 0.219, 0.594284, 0.393998, 0.271823 ], [ 12.592986, 12.592986, 12.592986, 12.592986, 12.592986, 12.592986 ], [ -17000, -14540, -16431, -22873, -23634, -21622 ], [ 1.786233, 2.206005, 1.458398, 1.610128, 1.825964, 1.435777 ], [ 62, 31, 31, 62, 31, 31 ], [ 27, 16, 11, 27, 16, 11 ], [ 35, 15, 20, 35, 15, 20 ], [ 43.548387, 51.612903, 35.483871, 43.548387, 51.612903, 35.483871 ], [ 2.315488, 2.06813, 2.651632, 2.087203, 1.711841, 2.610504 ], [ 17283, 17283, 9703, 18620, 18620, 14068 ], [ -6354, -4596, -6354, -10218, -7077, -10218 ], [ 390, 393, 387, 390, 393, 387 ], [ 621, 584, 675, 621, 584, 675 ], [ 212, 190, 229, 212, 190, 229 ], [ 24222, 12198, 12024, 24222, 12198, 12024 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149894, 339668, -7843, -150300, 290163, -3526 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751337600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758863040945, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 157, "offset": 212 } }, "second_band": { "type": "dema", "factors": { "length": 142, "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) |
---|