Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963380.1707 | 946044.8047 | 17335.366 | -86473.2719 | -56166.9886 | -30306.2833 |
Total P&L (%) | 963.3802 | 946.0448 | 17.3354 | -86.4733 | -56.167 | -30.3063 |
Avg Daily Profit (%) | 0.4073 | 0.4 | 0.0073 | -0.0846 | -0.0349 | -0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185696 | -88226 | -194104 | -111625 | -46088 | -70157 |
Profit Factor | 2.2763 | 3.5615 | 1.045 | 0.5896 | 0.4465 | 0.7225 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 39.5833 | 41.6667 | 37.5 | 39.5833 | 41.6667 | 37.5 |
Ratio Avg Win / Avg Loss | 3.4744 | 4.986 | 1.7416 | 0.8998 | 0.6251 | 1.2041 |
Largest Winning Trade | 945934 | 945934 | 66640 | 34508 | 8290 | 34508 |
Largest Losing Trade | -94850 | -33627 | -94850 | -64431 | -37794 | -64431 |
Avg Bars in Trades | 145 | 128 | 161 | 145 | 128 | 161 |
Avg Bars in Winners | 227 | 193 | 265 | 227 | 193 | 265 |
Avg Bars in Losers | 90 | 81 | 99 | 90 | 81 | 99 |
Bars Traded | 13921 | 6148 | 7773 | 13921 | 6148 | 7773 |
Profit Streak | 18.4142 | 18.4142 | 21.0809 | 18.4142 | 18.4142 | 21.0809 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410914 | 500324 | -365864 | -583507 | -583367 | -583331 |
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14190, "evaluation_days": 2365, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558281600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759946187416, "expiration_time": 1766069280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 151 } }, "second_band": { "type": "linreg", "factors": { "length": 185, "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": [ [ 963380.1707054004, 946044.8046889645, 17335.366016436, -86473.2718911927, -56166.9885851721, -30306.2833060207 ], [ 963.380171, 946.044805, 17.335366, -86.473272, -56.166989, -30.306283 ], [ 0.407349, 0.400019, 0.00733, -0.084552, -0.034868, -0.015266 ], [ 10, 10, 10, 10, 10, 10 ], [ -185696, -88226, -194104, -111625, -46088, -70157 ], [ 2.276339, 3.56145, 1.044973, 0.589551, 0.446507, 0.722476 ], [ 96, 48, 48, 96, 48, 48 ], [ 38, 20, 18, 38, 20, 18 ], [ 58, 28, 30, 58, 28, 30 ], [ 39.583333, 41.666667, 37.5, 39.583333, 41.666667, 37.5 ], [ 3.474412, 4.98603, 1.741622, 0.899841, 0.62511, 1.204126 ], [ 945934, 945934, 66640, 34508, 8290, 34508 ], [ -94850, -33627, -94850, -64431, -37794, -64431 ], [ 145, 128, 161, 145, 128, 161 ], [ 227, 193, 265, 227, 193, 265 ], [ 90, 81, 99, 90, 81, 99 ], [ 13921, 6148, 7773, 13921, 6148, 7773 ], [ 18.414206, 18.414206, 21.080873, 18.414206, 18.414206, 21.080873 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410914, 500324, -365864, -583507, -583367, -583331 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14190, "evaluation_days": 2365, "actual_first_datapoint_time": 1555560000000, "first_datapoint_time": 1558281600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759946187416, "expiration_time": 1766069280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 151 } }, "second_band": { "type": "linreg", "factors": { "length": 185, "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) |
---|