Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174306.6229 | 166410.8943 | 7895.7285 | 42852.0721 | 102619.679 | -59767.6069 |
Total P&L (%) | 174.3066 | 166.4109 | 7.8957 | 42.8521 | 102.6197 | -59.7676 |
Avg Daily Profit (%) | 0.1673 | 0.1598 | 0.0076 | 0.0342 | 0.0678 | -0.0874 |
Buy And Hold Return (%) | 15.1766 | 15.1766 | 15.1766 | 15.1766 | 15.1766 | 15.1766 |
Max Trade Drawdown | -81490 | -66627 | -83962 | -95949 | -95204 | -145065 |
Profit Factor | 1.196 | 1.4148 | 1.0162 | 1.0456 | 1.2427 | 0.8844 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 166 | 84 | 82 | 166 | 84 | 82 |
Losing Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Profitability (%) | 51.3932 | 51.8519 | 50.9317 | 51.3932 | 51.8519 | 50.9317 |
Ratio Avg Win / Avg Loss | 1.1312 | 1.3137 | 0.979 | 0.9889 | 1.1539 | 0.8521 |
Largest Winning Trade | 37786 | 37786 | 34417 | 32232 | 32232 | 27204 |
Largest Losing Trade | -38461 | -23682 | -38461 | -68252 | -38748 | -68252 |
Avg Bars in Trades | 76 | 81 | 71 | 76 | 81 | 71 |
Avg Bars in Winners | 82 | 85 | 79 | 82 | 85 | 79 |
Avg Bars in Losers | 70 | 76 | 63 | 70 | 76 | 63 |
Bars Traded | 24767 | 13183 | 11584 | 24767 | 13183 | 11584 |
Profit Streak | 0 | 0 | 17.2923 | 0 | 0 | 17.2923 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 154193 | 309442 | -551900 | -320595 | -102279 | -579800 |
{ "trading_pair": "ENS_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670162400000, "first_datapoint_time": 1670878800000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760166055284, "expiration_time": 1766642400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 200, "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": [ [ 174306.6228558467, 166410.8943341349, 7895.7285217117, 42852.0721079374, 102619.6789686736, -59767.6068607362 ], [ 174.306623, 166.410894, 7.895729, 42.852072, 102.619679, -59.767607 ], [ 0.167334, 0.159754, 0.00758, 0.034243, 0.067814, -0.087369 ], [ 15.176559, 15.176559, 15.176559, 15.176559, 15.176559, 15.176559 ], [ -81490, -66627, -83962, -95949, -95204, -145065 ], [ 1.195999, 1.414781, 1.016176, 1.045587, 1.242663, 0.88442 ], [ 323, 162, 161, 323, 162, 161 ], [ 166, 84, 82, 166, 84, 82 ], [ 157, 78, 79, 157, 78, 79 ], [ 51.393189, 51.851852, 50.931677, 51.393189, 51.851852, 50.931677 ], [ 1.131156, 1.313725, 0.978999, 0.988899, 1.153902, 0.852063 ], [ 37786, 37786, 34417, 32232, 32232, 27204 ], [ -38461, -23682, -38461, -68252, -38748, -68252 ], [ 76, 81, 71, 76, 81, 71 ], [ 82, 85, 79, 82, 85, 79 ], [ 70, 76, 63, 70, 76, 63 ], [ 24767, 13183, 11584, 24767, 13183, 11584 ], [ 0, 0, 17.292306, 0, 0, 17.292306 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 154193, 309442, -551900, -320595, -102279, -579800 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670162400000, "first_datapoint_time": 1670878800000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760166055284, "expiration_time": 1766642400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 200, "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) |
---|