Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958772.2218 | 995786.6343 | -37014.4126 | -96265.8208 | -73940.7775 | -22325.0433 |
Total P&L (%) | 958.7722 | 995.7866 | -37.0144 | -96.2658 | -73.9408 | -22.325 |
Avg Daily Profit (%) | 0.4063 | 0.422 | -0.0157 | -0.1392 | -0.057 | -0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208263 | -154642 | -196631 | -126819 | -62109 | -76210 |
Profit Factor | 2.1592 | 3.2756 | 0.905 | 0.533 | 0.323 | 0.7697 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 44 | 34.2105 | 54.0541 | 44 | 34.2105 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.748 | 6.2993 | 0.7692 | 0.6784 | 0.6211 | 0.6543 |
Largest Winning Trade | 1092910 | 1092910 | 59704 | 39624 | 10651 | 39624 |
Largest Losing Trade | -92902 | -36858 | -92902 | -61148 | -43454 | -61148 |
Avg Bars in Trades | 184 | 173 | 196 | 184 | 173 | 196 |
Avg Bars in Winners | 257 | 267 | 251 | 257 | 267 | 251 |
Avg Bars in Losers | 128 | 125 | 132 | 128 | 125 | 132 |
Bars Traded | 13870 | 6596 | 7274 | 13870 | 6596 | 7274 |
Profit Streak | 0 | 0 | 82.344 | 0 | 0 | 82.344 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49702 | 362521 | -579689 | -644388 | -586905 | -579689 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14157, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558785600000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759479325523, "expiration_time": 1765579824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 223, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 958772.2217859239, 995786.6343375251, -37014.4125516011, -96265.8208124823, -73940.7775388945, -22325.0432735878 ], [ 958.772222, 995.786634, -37.014413, -96.265821, -73.940778, -22.325043 ], [ 0.406346, 0.422033, -0.015687, -0.139239, -0.056979, -0.010707 ], [ 10, 10, 10, 10, 10, 10 ], [ -208263, -154642, -196631, -126819, -62109, -76210 ], [ 2.15918, 3.275613, 0.904975, 0.533035, 0.322952, 0.769706 ], [ 75, 38, 37, 75, 38, 37 ], [ 33, 13, 20, 33, 13, 20 ], [ 42, 25, 17, 42, 25, 17 ], [ 44, 34.210526, 54.054054, 44, 34.210526, 54.054054 ], [ 2.748048, 6.299255, 0.769228, 0.678408, 0.621061, 0.65425 ], [ 1092910, 1092910, 59704, 39624, 10651, 39624 ], [ -92902, -36858, -92902, -61148, -43454, -61148 ], [ 184, 173, 196, 184, 173, 196 ], [ 257, 267, 251, 257, 267, 251 ], [ 128, 125, 132, 128, 125, 132 ], [ 13870, 6596, 7274, 13870, 6596, 7274 ], [ 0, 0, 82.344045, 0, 0, 82.344045 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -49702, 362521, -579689, -644388, -586905, -579689 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14157, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558785600000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759479325523, "expiration_time": 1765579824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 223, "offset": 0, "scalar": 5 } } }
# | 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) |
---|