Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1399576.2831 | 1341229.1713 | 58347.1118 | 121280.8367 | -486587.4889 | 607868.3255 |
Total P&L (%) | 1399.5763 | 1341.2292 | 58.3471 | 121.2808 | -486.5875 | 607.8683 |
Avg Daily Profit (%) | 0.6718 | 0.6438 | 0.028 | 0.0381 | 0 | 0.094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101094 | -177939 | -34304 | -1192476 | -1775533 | -196027 |
Profit Factor | 2.8801 | 3.5507 | 1.2669 | 1.0254 | 0.8687 | 1.5689 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 95 | 54 | 41 | 95 | 54 | 41 |
Profitability (%) | 34.0278 | 25 | 43.0556 | 34.0278 | 25 | 43.0556 |
Ratio Avg Win / Avg Loss | 5.5838 | 10.652 | 1.6756 | 1.988 | 2.606 | 2.0751 |
Largest Winning Trade | 1406385 | 1406385 | 48085 | 1141231 | 1141231 | 416295 |
Largest Losing Trade | -32003 | -32003 | -16004 | -367165 | -367165 | -133481 |
Avg Bars in Trades | 169 | 261 | 77 | 169 | 261 | 77 |
Avg Bars in Winners | 297 | 602 | 120 | 297 | 602 | 120 |
Avg Bars in Losers | 103 | 147 | 44 | 103 | 147 | 44 |
Bars Traded | 24407 | 18823 | 5584 | 24407 | 18823 | 5584 |
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 | 422587 | -90710 | -237406 | -339262 | -687273 | -146396 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579284000000, "first_datapoint_time": 1581494400000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759356697854, "expiration_time": 1765828800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 167, "offset": 141 } }, "second_band": { "type": "midprice", "factors": { "length": 21, "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": [ [ 1399576.2831187104, 1341229.1712694354, 58347.1118492755, 121280.8366791783, -486587.4888599981, 607868.3255391761 ], [ 1399.576283, 1341.229171, 58.347112, 121.280837, -486.587489, 607.868326 ], [ 0.671798, 0.643791, 0.028007, 0.038132, 0, 0.093985 ], [ 10, 10, 10, 10, 10, 10 ], [ -101094, -177939, -34304, -1192476, -1775533, -196027 ], [ 2.88009, 3.55065, 1.266935, 1.025407, 0.868673, 1.568948 ], [ 144, 72, 72, 144, 72, 72 ], [ 49, 18, 31, 49, 18, 31 ], [ 95, 54, 41, 95, 54, 41 ], [ 34.027778, 25, 43.055556, 34.027778, 25, 43.055556 ], [ 5.583848, 10.651951, 1.675624, 1.988034, 2.606019, 2.07506 ], [ 1406385, 1406385, 48085, 1141231, 1141231, 416295 ], [ -32003, -32003, -16004, -367165, -367165, -133481 ], [ 169, 261, 77, 169, 261, 77 ], [ 297, 602, 120, 297, 602, 120 ], [ 103, 147, 44, 103, 147, 44 ], [ 24407, 18823, 5584, 24407, 18823, 5584 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422587, -90710, -237406, -339262, -687273, -146396 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579284000000, "first_datapoint_time": 1581494400000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759356697854, "expiration_time": 1765828800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 167, "offset": 141 } }, "second_band": { "type": "midprice", "factors": { "length": 21, "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) |
---|