Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199781.7633 | 233821.1845 | -34039.4212 | -27972.4634 | 31157.5855 | -59130.0489 |
Total P&L (%) | 199.7818 | 233.8212 | -34.0394 | -27.9725 | 31.1576 | -59.13 |
Avg Daily Profit (%) | 0.1407 | 0.1647 | -0.024 | -0.0231 | 0.0191 | -0.063 |
Buy And Hold Return (%) | 18.2507 | 18.2507 | 18.2507 | 18.2507 | 18.2507 | 18.2507 |
Max Trade Drawdown | -200318 | -87696 | -119855 | -107701 | -34615 | -81182 |
Profit Factor | 1.4045 | 2.096 | 0.8787 | 0.8797 | 1.4066 | 0.6206 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 50.6849 | 54.0541 | 47.2222 | 50.6849 | 54.0541 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.3666 | 1.7816 | 0.982 | 0.8559 | 1.1956 | 0.6936 |
Largest Winning Trade | 125055 | 125055 | 55006 | 38147 | 29518 | 38147 |
Largest Losing Trade | -60860 | -60860 | -41412 | -35644 | -29531 | -35644 |
Avg Bars in Trades | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Winners | 42 | 37 | 48 | 42 | 37 | 48 |
Avg Bars in Losers | 28 | 35 | 21 | 28 | 35 | 21 |
Bars Traded | 2604 | 1365 | 1239 | 2604 | 1365 | 1239 |
Profit Streak | 75.1239 | 377.1239 | 75.1239 | 75.1239 | 377.1239 | 75.1239 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79245 | 478552 | -581302 | -655594 | -173445 | -581302 |
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{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "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": [ [ 199781.7633331969, 233821.1844956745, -34039.4211624776, -27972.4634252183, 31157.5854931094, -59130.0489183277 ], [ 199.781763, 233.821184, -34.039421, -27.972463, 31.157585, -59.130049 ], [ 0.140741, 0.164721, -0.02398, -0.023113, 0.019109, -0.063015 ], [ 18.250729, 18.250729, 18.250729, 18.250729, 18.250729, 18.250729 ], [ -200318, -87696, -119855, -107701, -34615, -81182 ], [ 1.40452, 2.095968, 0.878659, 0.879679, 1.406567, 0.620588 ], [ 73, 37, 36, 73, 37, 36 ], [ 37, 20, 17, 37, 20, 17 ], [ 36, 17, 19, 36, 17, 19 ], [ 50.684932, 54.054054, 47.222222, 50.684932, 54.054054, 47.222222 ], [ 1.36656, 1.781573, 0.982031, 0.855904, 1.195582, 0.693598 ], [ 125055, 125055, 55006, 38147, 29518, 38147 ], [ -60860, -60860, -41412, -35644, -29531, -35644 ], [ 35, 36, 34, 35, 36, 34 ], [ 42, 37, 48, 42, 37, 48 ], [ 28, 35, 21, 28, 35, 21 ], [ 2604, 1365, 1239, 2604, 1365, 1239 ], [ 75.123897, 377.123897, 75.123897, 75.123897, 377.123897, 75.123897 ], [ 3, 9, 1, 3, 9, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79245, 478552, -581302, -655594, -173445, -581302 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2839, "evaluation_days": 1419.5, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1642939200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759114704742, "expiration_time": 1762783344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "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) |
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