Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900852.1126 | 666618.1386 | 234233.974 | 10329688.7105 | -7334654.4912 | 17664343.2018 |
Total P&L (%) | 900.8521 | 666.6181 | 234.234 | 10329.6887 | -7334.6545 | 17664.3432 |
Avg Daily Profit (%) | 0.4326 | 0.3201 | 0.1125 | 0.2234 | 0 | 0.249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117956 | -85691 | -99369 | -29465152 | -21896458 | -13187630 |
Profit Factor | 2.3883 | 3.1487 | 1.6917 | 1.1861 | 0.7705 | 1.7504 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 44.0678 | 40.678 | 47.4576 | 44.0678 | 40.678 | 47.4576 |
Ratio Avg Win / Avg Loss | 3.0314 | 4.5918 | 1.873 | 1.5055 | 1.1236 | 1.938 |
Largest Winning Trade | 258201 | 258201 | 66732 | 13500423 | 13066137 | 13500423 |
Largest Losing Trade | -37997 | -24396 | -37997 | -7313317 | -7313317 | -6715694 |
Avg Bars in Trades | 206 | 176 | 237 | 206 | 176 | 237 |
Avg Bars in Winners | 346 | 293 | 391 | 346 | 293 | 391 |
Avg Bars in Losers | 97 | 96 | 98 | 97 | 96 | 98 |
Bars Traded | 24420 | 10427 | 13993 | 24420 | 10427 | 13993 |
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 | 452935 | -165502 | -217300 | -8418 | -759694 | -165893 |
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580112000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758905675263, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 193, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hma", "factors": { "length": 170, "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": [ [ 900852.1125845228, 666618.1386312044, 234233.9739533188, 10329688.71051177, -7334654.491240082, 17664343.20175185 ], [ 900.852113, 666.618139, 234.233974, 10329.688711, -7334.654491, 17664.343202 ], [ 0.432582, 0.320105, 0.112477, 0.223406, 0, 0.249038 ], [ 10, 10, 10, 10, 10, 10 ], [ -117956, -85691, -99369, -29465152, -21896458, -13187630 ], [ 2.388343, 3.148692, 1.691721, 1.18614, 0.770473, 1.750439 ], [ 118, 59, 59, 118, 59, 59 ], [ 52, 24, 28, 52, 24, 28 ], [ 66, 35, 31, 66, 35, 31 ], [ 44.067797, 40.677966, 47.457627, 44.067797, 40.677966, 47.457627 ], [ 3.031359, 4.591843, 1.872977, 1.505485, 1.123607, 1.937986 ], [ 258201, 258201, 66732, 13500423, 13066137, 13500423 ], [ -37997, -24396, -37997, -7313317, -7313317, -6715694 ], [ 206, 176, 237, 206, 176, 237 ], [ 346, 293, 391, 346, 293, 391 ], [ 97, 96, 98, 97, 96, 98 ], [ 24420, 10427, 13993, 24420, 10427, 13993 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 452935, -165502, -217300, -8418, -759694, -165893 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580112000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758905675263, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 193, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hma", "factors": { "length": 170, "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) |
---|